On the optimality conditions for the problem of minimizing a sum of euclidean norms (Q1203445)
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English | On the optimality conditions for the problem of minimizing a sum of euclidean norms |
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On the optimality conditions for the problem of minimizing a sum of euclidean norms (English)
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8 February 1993
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This paper is concerned with the problem of minimizing the sum of euclidean norms \(F(X)=\Sigma_ i\| A_ iX-B_ i\|\). The subdifferential \(\partial F(X)\) is computed for any \(X\) and, as a consequence, necessary and sufficient optimality conditions for \(F(X)\) are stated. No restrictions are given on the matrices \(A_ i\).
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subdifferential
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optimality conditions
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