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 $x^*$.
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 $x^*$.
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.