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Exercise 3.4.1

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We minimize $f (x) = x^{T} x + λ (x^{T} v - 1)$ , take derivative w.r.t. $x$ and set it equal to 0, we have $\frac{df}{dx} = 2 x + λv = 0$ , so $x = - \frac{1}{2} λv$ , take $x^{T} v = 1$ , we have $λ = - \frac{2}{| v |^{2}}$ , so the optimal $x = \frac{v}{| v |^{2}}$

niuers

2020-03-20 00:00

Exercise 3.4.1

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