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Least squares estimation with quadratic constraints (M*M = 0)

  1. Jan 30, 2012 #1
    Hello there,

    currently I am trying to solve a least squares problem of the following form:

    [itex]min_{M}[/itex] ||Y - M*X||[itex]^2[/itex]

    where M is a 3x3 matrix and Y and X are 3xN matrices. However, the matrix M is of a special form. It is a rank 1 matrix which satisfies M*M = 0[itex]_{3x3}[/itex] and the trace of M is zero, too.

    Enforcing that the trace is zero seems rather easy, since it is a linear constraint. But I have no idea how to enforce M*M = 0[itex]_{3x3}[/itex], as it includes multiple quadratic constraints.

    Does anyone have an idea how to solve this problem?
     
  2. jcsd
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