Case studies of unconstrained optimization
In this chapter we will introduce two case studies:
(i) multi-variate linear regression (Section 9.1), and
(ii) state estimation in an electric power system (Section 9.2).
Both problems will turn out to be unconstrained optimization problems of the special class of least-squares data fitting problems [84, chapter 13].
9.1 Multi-variate linear regression
In many applications, we have a hypothesized functional relationship between variables. That is, we believe that there are some dependent variables that vary according to ...