As in case of linear overdetermined system of equations, we can prove that the cost function i.e. the least square function is convex. But in linear underdetermined system, we know that there exist infinite number of solutions, it means the cost function should be non-convex. How can we prove the least square function to be non-convex?
Can anyone provide some suggestions regarding this.
edit:: I was confused if the least square cost function for linear system of equations is always convex or does it depends upon the kind of problem, undetermined or overdetermined?