1. ## Close form solution to minimize norm of quadratic term

For a problem I am working on I need to minimimize
$\sum_t || x^TA_tx - b_t||^2_2$,
with respect to $x \in R^n$. The matrix $A_t \in R^{n \times n}$ is not positive definite, $b_t \in R$.

Is there a closed form solution for this?

The norm can also be the L1 norm and does not need to be squared, if this simplifies the problem.

I would be very thankful if somebody could help!

2. ## Re: Close form solution to minimize norm of quadratic term

Can You say how You sum