Solving an Argument in MATLAB with Linprog

[physical101]

Dear All

Firstly, thank you for looking at my post.

I am so close to a solution to a problem that has been given me a massive headache.

I am also very stupid and was wondring if one of smart guys could take a look at my problem and see if you might be able to help.

I am trying to find the minimum solution of an argument in MATLAB using linprog.

The argument takes the form of:

s(t)=arg min||s(t)||₁

subject to

||As(t) - x(t)||²₂<e

s is a five by one 1 matrix

A is a three by five matrix

and x(t) is a 3 by 1

I can't get linprog to work at all and ideally I would like the s values that minimise the statement above returned.

Any ideas or pointers of places to look would be very much appreciated.

Thank you for your time

Duane

 

[kreil]

Here is the documentation for linprog:

http://www.mathworks.com/help/optim/ug/linprog.html

Read the doc for the function and try to apply it to your problem. Then post your attempts and any unresolved errors you encounter here.

 

[physical101]

Thank you for your reply. I find Matlab to be a strange beast - flexible enough to do anything - yet so frustratingly constrained you feel like you can do nothing. There is a lp toolbox written by Stanford uni called cvx. This allows you to write the problem as you see it ie min argument subject to conditions. Much better than linprog and I am told its just as quick.

 

[kreil]

Well I think that's a bit harsh. All of the most common functionality is built in, and that's enough for 95% of applications. Specific and custom functionality can then be written on top, and that's what the file exchange/your brain is for.

 

[physical101]

That is true - I admit it, I'm lazy. Well done to the guys who wrote cvx.