I want to perform linear regression, but some elements of the regressor variable are already known. How do I tell cvx that it must solve for the other variables and predefine the known elements?
Y = A*X
where Y is (for instance) a 3x10 matrix, A is 3x3 and X is 3x10.
I want to minimise the 2 norm of A*X-Y.
minimize( norm(A*X-Y,2) )
I want to solve this problem , but I already know some elements of A.
Any suggestions on how to program this into cvx?
Thank you in advance!
Use equality constraints like
Another option is to build up the matrix using concatenation to form
A as an expression.
A = [1 2 x(1);x(2) 4 x(3);x(4) -2 x(5)];
Yes that would work! But what if my variables are changing between replications (e.g. A(1,1)=x(1))? Or what if my A matrix is large? Is there a way to automate this?
If you provide the specifics of a problem of interest, perhaps a poster can provide more specific advice.
I figured out a way to do this. Thanks anyways!