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17  L1LIN Problem

The linearly constrained L1LIN (L1LIN) problem is defined as

 
min
x
|Cxy)| + alpha*|Lx|
subject to xL x xU
  bL Ax bU
    (19)
where x,xL,xU ∈ Rn, bL,bU ∈ Rm2, A∈ Rm1 × n, C ∈ Rm2 × n, y ∈ Rm2, L ∈ Rn × b and alpha ∈ R1.

The L1Lin solution can be obtained by the use of any suitable linear TOMVIEW solver.

The following VI define a problem in TOMVIEW.

File: quickguide/L1linQG.vi

The following VI illustrates how to solve a linear L1 problem in TOMVIEW.
It is possible to change the output displayed by expanding the cluster in the block diagram.

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