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

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

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