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Re: Solving a very strange minimization problem with Octave


From: Topi, Corrado
Subject: Re: Solving a very strange minimization problem with Octave
Date: Thu, 17 Sep 2009 18:22:31 +0100
User-agent: Thunderbird 2.0.0.23 (Windows/20090812)

Dear Jaroslav,

I apologize. The expression should read:

min || D_ij - SUM p | SUM k A_pk Q_pkij| || (1)

Regards

Jaroslav Hajek wrote:
On Thu, Sep 17, 2009 at 6:11 PM, Topi, Corrado <address@hidden> wrote:
Dear Octave-ians,

I have to solve the following problem:

min || D_ij - SUM p | SUM k A_pk Q_ij| || (1)


given that Q_ij is not dependent on p,k, it is, using your notation,
SUM p | SUM k A_pk Q_ij| = |Q_ij| SUM p | SUM k A_pk| = |Q_ij| * C and
you need to minimize || D_ij - C*|Q_ij|||, i.e. a 2-norm of a linear
combination of two given matrices?

If not, please clarify your expression.



--
Corrado Topi

Area 18,Department of Biology
University of York, York, YO10 5YW, UK
Phone: + 44 (0) 1904 328645, E-mail: address@hidden


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