A short note on minx∈Rn‖Ax-b‖21+‖x‖2
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摘要
The goal of this short note is to provide an easy approach for solving a specific case of a fractional nonconvex minimization problem, which appears in the total least squares problem. We show that when the coefficient matrix is rank deficient, using convex optimization problems we can provide an optimal solution for the given nonconvex fractional minimization problem.
论文关键词：Total least squares,Fractional programming,Nonconvex optimization,Convex optimization
论文评审过程：Available online 29 January 2009.
论文官网地址：https://doi.org/10.1016/j.amc.2009.01.060
