- #1

WCMU101

- 14

- 0

A = n by m matrix

x = m by 1 vector

y = n by 1 vector

C = c by m matrix

E = e by m matrix

Alpha, gamma and theta are constants.

norm(Ax-y) = min

subject to:

norm(Cx) = alpha

norm(Ex) = gamma

transpose(Cx)*Ex = (alpha^2)*(gamma^2)*cos(theta)

I read a paper on how to do this with 1 quadratic constraint and I got that working, but I can't figure out how to do it with 3. Any advice? (Numerical methods are fine).

Nick.