On the optimality conditions for the problem of minimizing a sum of euclidean norms (Q1203445)

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 \(A_ i\).