Linear Algebra and Its Applications · Problem 6.4.17

Computations with Matrices — Gilbert Strang

Mathematics · constrained-minimum

Problem

(Constrained minimum) Suppose the unconstrained minimum

x = A^{-1}b

happens to satisfy the constraint

Cx = d

. Verify that equation (5) correctly gives

P_{C/\min} = P_{\min}

; the correction term is zero.