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I am studying for an exam and don't have solutions for this exercise:

Let $x^*$ be the unique solution of the linear system of equations $Ax=b$. Formulate a differentiable function, so that this function has its unique minimum in $x^*$.

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    Hint : find a function whose derivative with respect to $x$ is $Ax-b$.2017-02-22

1 Answers 1

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What about the follwing function:

$f(x):=||Ax-b||^2$

We have $f(x) \ge 0$ for all $x$ and $f(x^*)=0$.

Its your turn to show that $f$ is differentiable.