Solving for scalar in matrix norm minimization

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Is it possible in MATLAB to minimize argmin_alpha norm( X - alpha * Y , 1) (where X and Y are matrices)?
I want the following constraints:
alpha > 0, X - alpha * Y >= eps
Thanks
  2 个评论
Matt J
Matt J 2014-9-4
The thing you propose to minimize X - alpha * Y _1 is not a scalar. Do you mean you want to minimize some squared norm of this difference? If so, which norm? L2? Frobenius?
matlab user guy
matlab user guy 2014-9-4
Sorry there was a problem with the text. This should be the matrix norm. The double bars were removed.

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采纳的回答

Matt J
Matt J 2014-9-4
编辑:Matt J 2014-9-4
If you have the Optimization Toolbox, you could also use fminimax, although that might be overkill for a simple scalar problem. Recall that the L1-norm of a matrix is its maximum absolute row sum.
  1 个评论
matlab user guy
matlab user guy 2014-9-4
Thank you.
I have that toolbox. fminbnd doesn't seem to be working, but I'll check out fminimax.

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更多回答(1 个)

Matt J
Matt J 2014-9-4
编辑:Matt J 2014-9-4
The system of linear inequalities
X(i) - alpha * Y(i) >= eps
are equivalent to some 1D interval [alpha_lower, alpha_upper]. Once you find this interval, you can apply fminbnd.
The analysis needed to find the interval is simple, but you could let this FEX file do it for you,

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