Unformatted text preview: Solution one: x * = A T ( AA T )1 b . Solution two: Let x be any point such that Ax = b , and let C be a matrix such that M = R ( C ), where M is the subspace M = { y  Ay = 0 } . Then the solution is x * = xCC † x . Test questions could include • functions to classify as convex, strictly convex, concave, strictly concave, or none of these. • optimization problems to solve by the AGM inequality. • least squares optimization problems, including curve ﬁtting, least squares solution of a linear system, nearest point and minimum norm problems. • truefalse questions. • some statement to prove....
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 Spring '12
 DouglasWard
 Math, Derivative, Least Squares, AGM, Convex function, AGM inequality

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