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16 L1 Problem
The
constrained L1 (
L1) problem is defined as
|
|
|
|
| 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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