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Applied Linear Algebra - Least distance problem 16.11 Least distance problem. A variation on the least norm problem (16.2) is the least distance problem, minimize

Applied Linear Algebra - Least distance problem

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16.11 Least distance problem. A variation on the least norm problem (16.2) is the least distance problem, minimize Ila: all2 subject to Ca: : d, where the nvector a: is to be determined, the nvector a is given, the p x 11 matrix C is given, and the pvector d is given. Show that the solution of this problem is 52:a-C*(0ad), assuming the rows of C are linearly independent. Hint. You can argue directly from the KKT equations for the least distance problem, or solve for the variable y : m (1 instead of :32

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