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Exercise 5 . 2 Let c i n R n . Show that the solution to m i n x , 1 2 | |

Exercise 5.2 Let cinRn. Show that the solution to
minx,12||x||22-cTTx
s.t.1TTx=1
,x0
is
x=(1+c)+,
where inR is a suitable threshold value such that 1TT(1+c)+=1.
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