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Consider the following optimization problem, which has the same objective function of least squares, but with an additional term w2 2: min w Xw y2

Consider the following optimization problem, which has the same objective function of least squares, but with an additional term w2 2: min w Xw y2 2 w2 2 where X Rmn, y Rm, and the scalar > 0 are given, and w Rn is the (vector) variable. 3

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