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L1solve
Solves sparse L1 approximation problems,
with linear and nonlinear constraints.
Main features
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Reformulates the constrained L1 problem into a general
nonlinear program, where the L1 residuals are included among the nonlinear
constraints. The sparsity of the Jacobian of the residuals are
thereby exploited, as this Jacobian is part of the nonlinear constraint
Jacobian after the reformulation.
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Any sparse nonlinear TOMVIEW solver may be used to solve the
nonlinear program formulation.
Recommended is to use SNOPT.
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