Re: Linear Optimization problem............

Thanks for the help. Your explanation was extremely helpful. The whole
thing makes much more sense to me now. I have one further question
related to the actual minimization process:

>Then sum_i^N di^2 = (y-z)'*(y-z) + (y-z)'*X*t + t'*X'*X*t,
>which can be minimized with respect to t in the usual way.

I'm assuming this means that I need to minimize the gradient of the
distance function?

grad(di^2) = -2X'*X*t - 2X*(y-z)

Minimization occurs when the gradient is zero hence:

X'*X*t + X'*(y-z) = 0

Is this correct?

Thanks again!

.