Let X = [x 1 , . . . , x m ] R n,m ,
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Let X = [x1, . . . , xm] ∈ Rn,m, and p ∈ [1,+ ∞]. We consider the problem
If the data is centered, that is, X1 = 0, the above amounts of finding a direction of largest “deviation” from the origin, where deviation is measured using the lp-norm.
1. Is Φp a (matrix) norm?
2. Solve the problem for p = 2. Find an optimal u.
3. Solve the problem for p = ∞. Find an optimal u.
4.
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Related Book For
Optimization Models
ISBN: 9781107050877
1st Edition
Authors: Giuseppe C. Calafiore, Laurent El Ghaoui
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