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16  L1 Problem

The constrained L1 (L1) problem is defined as

 
min
x
 
Σ
i
|ri(x)|
subject to xL x xU
  bL Ax bU
  cL c(x) cU
    (18)
where x,xL,xU ∈ Rn, r(x) ∈ RN, c(x),cL,cU ∈ Rm1, bL,bU ∈ Rm2 and A∈ Rm2 × n.

The L1 solution can be obtained by the use of any suitable nonlinear TOMVIEW solver.

The following VI's define a problem in TOMVIEW.

File: quickguide/L1QG.vi, L1QG_r.vi and L1QG_J.vi.vi
  r:   Residual function
  J:   Residual gradient matrix (Jacobian)
It is also possible to define nonlinear constraints as needed.

The following VI illustrates how to solve a MINIMAX problem in TOMVIEW. Also view the other VI's specified above for more information.
It is possible to change the output displayed by expanding the cluster in the block diagram.

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