optimization problem

Ravi Varadhan <rvaradhan <at> jhmi.edu> writes:

dist <- function(A, B) { 
# Frobenius norm of A - B	
	n <- nrow(A)
	sum(abs(B - A))
}

See http://mathworld.wolfram.com/FrobeniusNorm.html for a definition of the 
Frobenius norm.


Erwin

----------------------------------------------------------------
Erwin Kalvelagen
Amsterdam Optimization Modeling Group
erwin at amsterdamoptimization.com
http://amsterdamoptimization.com