Change of Optimal Values: A Pre-calculated Metric

Fang Bai,Fang Bai

A variety of optimization problems takes the form of a minimum norm optimization. In this paper, we study the change of optimal values between two incrementally constructed least norm optimization problems, with new measurements included in the second one. We prove an exact equation to calculate the change of optimal values in the linear least norm optimization problem. With the result in this pap...