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columns of A are linearly independent W is a positive definite matrix minuERm u Wu; s.t. Au = v. Show that the problem has a solution. The feasible set is non-empty since the rank of A is n, equal to its number of rows, by the assumption that the columns of A are linearly independent. Even though the feasible set is unbounded, W is a positive definite matrix, so u Wu -> co when (ul - co