- #1
WCMU101
- 14
- 0
Problem:
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.
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.