Least-square with 2-norm constraint
Version 2.0.0.1 (4.3 KB) by
Bruno Luong
Minimize |A*x-b|^2 such that |x| = cte
This kind of problem arises in statistics, linear algebra, and regularization.
The method uses quadratic eigen-value problem (QEP).
Version 2 also has Sorensen/Brust method
Cite As
Bruno Luong (2026). Least-square with 2-norm constraint (https://in.mathworks.com/matlabcentral/fileexchange/27596-least-square-with-2-norm-constraint), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R2010a
Compatible with any release
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- Mathematics and Optimization > Optimization Toolbox > Quadratic Programming and Cone Programming >
- Mathematics and Optimization > Optimization Toolbox > Least Squares >
Find more on Quadratic Programming and Cone Programming in Help Center and MATLAB Answers
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