Suppose I need to minimize the least squares function $\|Aw - B\|^2$ wrt this constraint $w^2 \leq 1$ and $w^2 = 1$ where $w$ is a weight vector and the norm is $\ell_2$ norm. In the first case since the function is convex, the inequality need not be affine but in the second case when the equality is present, it must be affine. Now it seems to be a quadratic constraint but in actual, can it be expressed as two affine constraints $w = 1$ or $w = -1$? In the first case, is the reasoning correct? Also does $w^2$ mean $w^Tw$ or not?
2026-03-27 05:39:03.1774589943
Is the constraint $w^2 = 1$ a quadratic constraint or a combination of two affine constraints?
158 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail At
1
There are 1 best solutions below
Related Questions in OPTIMIZATION
- Optimization - If the sum of objective functions are similar, will sum of argmax's be similar
- optimization with strict inequality of variables
- Gradient of Cost Function To Find Matrix Factorization
- Calculation of distance of a point from a curve
- Find all local maxima and minima of $x^2+y^2$ subject to the constraint $x^2+2y=6$. Does $x^2+y^2$ have a global max/min on the same constraint?
- What does it mean to dualize a constraint in the context of Lagrangian relaxation?
- Modified conjugate gradient method to minimise quadratic functional restricted to positive solutions
- Building the model for a Linear Programming Problem
- Maximize the function
- Transform LMI problem into different SDP form
Related Questions in CONVEX-OPTIMIZATION
- Optimization - If the sum of objective functions are similar, will sum of argmax's be similar
- Least Absolute Deviation (LAD) Line Fitting / Regression
- Check if $\phi$ is convex
- Transform LMI problem into different SDP form
- Can a linear matrix inequality constraint transform to second-order cone constraint(s)?
- Optimality conditions - necessary vs sufficient
- Minimization of a convex quadratic form
- Prove that the objective function of K-means is non convex
- How to solve a linear program without any given data?
- Distance between a point $x \in \mathbb R^2$ and $x_1^2+x_2^2 \le 4$
Related Questions in LEAST-SQUARES
- Is the calculated solution, if it exists, unique?
- Statistics - regression, calculating variance
- Dealing with a large Kronecker product in Matlab
- How does the probabilistic interpretation of least squares for linear regression works?
- Optimizing a cost function - Matrix
- Given matrix $Q$ and vector $s$, find a vector $w$ that minimizes $\| Qw-s \|^2$
- Defects of Least square regression in some textbooks
- What is the essence of Least Square Regression?
- Alternative to finite differences for numerical computation of the Hessian of noisy function
- Covariance of least squares parameter?
Related Questions in AFFINE-GEOMETRY
- Prove that Newton's Method is invariant under invertible linear transformations
- Equality of affine subsets
- How do you prove that an image preserving barycentric coordinates w.r.t two triangles is an affine transformation?
- Show that $\mathcal{I}(V)$ is the product ideal of $k=\mathbb{F}_2$
- Affine Spaces Exersice
- Intersection of two affine subspaces in vector space
- Averages of side and averages of angles in a triangle
- Prove that a Balanced Incomplete Block Design with parameters $(n^2, n^2+n, n+1, n, 1)$ is a finite Affine Plane
- Proving an affine transformation preserves distance.
- Connectedness and path connectedness, of irreducible affine algebraic set in $\mathbb C^n$, under usual Euclidean topology
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?
When $w \in \mathbb{R}$, you get $w=1$ or $w=−1$, which is not affine (it is binary). When $w \in \mathbb{R}^n$ ($n\geq2$), $w^Tw=1$ means that $w$ is on a circle (or sphere or hypersphere). Either way, the constraint is nonconvex quadratic.