Take the tour ×  I have the following optimization problem and I
don't know how to approach it, I'm not even sure if I'd be able
to get a closed form solution: $$\min_b \|d-b\| \\ \text{s.t.}
Ab < y $$ I'm trying to find the vector $b$ that is closest to
the vector $d$ (known) in terms of Euclidean distance. Both $d$
and $b$ are $N$-dimensional vectors. $A$ is an $M\times N$
matrix and is known, $y$ is an $M$-dimensional vector and is
also known. Any guidance on which optimization method I should
use would be of great help.  share|improve this question Square
your objective and your problem becomes quadratic programming.
–  Rahul Narain Aug 16 '12 at 20:43 Presumably you want $\le$
rather than $<$, otherwise there is no optimal solution. – 
Robert Israel Aug 16 '12 at 20:51 Thank you guys. –  ca_redditor
Aug 18 '12 at 4:03 add comment   Your Answer    Browse other
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