- #1

umarkhan

- 8

- 0

Can anyone tell me how to find the minimal L1 norm solution to the problem Ax=b using a linear programming method possibly the simplex search??

Any links where I can find something ??

Khan.

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- Thread starter umarkhan
- Start date

- #1

umarkhan

- 8

- 0

Can anyone tell me how to find the minimal L1 norm solution to the problem Ax=b using a linear programming method possibly the simplex search??

Any links where I can find something ??

Khan.

- #2

blue2script

- 47

- 0

http://reference.wolfram.com/mathematica/tutorial/ConstrainedOptimizationLinearProgramming.html

Take a look at the paragraph

Cheers

blue2script

- #3

umarkhan

- 8

- 0

Thanks for the link. I tried some thing similar for the system x1 + x2 = 1. I converted to linear programming problem and then used linprog from matlab. The trick is to to put the L1 norm minimization in the for of two inequalities for each variable.

f=[1 1 0 0 ]';

A=[-1 0 -1 0;

-1 0 1 0;

0 -1 0 -1;

0 -1 0 1];

b=[0 0 0 0]';

Aeq=[0 0 1 1];

beq=[1];

[x,fval,exitflag,output,lambda] =linprog(f,A,b,Aeq,beq,[0 0 -10 -10]',[1e10 1e10 10 10 ])

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