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On the Extrema of Linear Least-Squares Problems

P. Phohomsiri
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P. Phohomsiri: University of Southern California

Journal of Optimization Theory and Applications, 2005, vol. 127, issue 3, No 16, 665-669

Abstract: Abstract We use the concept of generalized inverses to show that the extrema of the function $$G(x) = \|Ax-b\|^2$$ are minima, A being a rectangular matrix not necessarily of full rank

Keywords: Least-squares problems; generalized inverses; residual functions (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/s10957-005-7509-6

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