Recent content by Ang Zhi Ping

This method works if f(x) comprises of a single absolute term. If there are two or more terms, i.e. f(x,y) = |2x-y+3|+|x+3y+1| + |x-y+6|, the optimal solution which minimizes f is not the same as g(x,y) = (2x-y+3)^2+(x+3y+1)^2 +(x-y+6)^2, simply because there is no way to transform the second...

The solution obtained using this method will not be the same as that in the original formulation, though it may possibly be close.

Given f(x) = \sum_{i}|a_{i}x+b_i|, you can use a convex optimization solver as f(x) is a convex function. Without plodding through a convex solver manual, one can efficiently find the minimum point using the below method: Compute all knee point coordinates of each absolute term, i.e. x_i =...