Write the KKT conditions for the unconstrained problem of minimizing ||Ax−b||2, which can also be written (Ax−b)T (Ax−b). Write a closed-form solution that is valid under appropriate assumptions. This...

Write the KKT conditions for the unconstrained problem of minimizing

||Ax−b||2, which can also be written (Ax−b)T (Ax−b). Write a closed-form

solution that is valid under appropriate assumptions. This is the linear least

squares problem. Hints: The gradient of xTMx is 2xTM, and the gradient of

cx is c.