What is the norm of lagrange cost term in linear least squares form?

User Questions
1

Hi,

Following the Lagrange cost term of the linear least squares form as given in the problem formulation:

Is it square of 1-norm? Well it does look like that, but I am raising this question since I have usually seen linear least squares as square of 2-norm. This does make a lot of difference in the type of cost function.

Best regards,
Smit

2

Hi! It’s a weighted Euclidean norm: | v |_W^2 = v^TWv.