Question: Please refer to the picture Consider the following optimization problem min x?Rn 1 2 kAx ? bk 2 2 + ?kBxk 2 2 , where

Please refer to the picture

Consider the following optimization problem min x?Rn 1 2 kAx ? bk 2 2 + ?kBxk 2 2 , where A ? R mn, b ? R m, and B ? R pn are given. Find the steepest descent (i.e. gradient descent with the exact line search) algorithm for solving this optimization.

1. Consider the following optimization problem , 1 $3113 ||Amb||+Allel|, where A E Rmx'\

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