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L1LinSolve

Finds a linearly constrained L1 solution of a function of several variables with the use of any suitable TOMLAB LP solver.

Main features

  • The L1 problem is solved in L1LinSolve by rewriting the problem as a linear programming problem.
     
  • Any linear TOMLAB solver may be used to solve the linear program formulation. Recommended is to use MINOS.
     

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