LLAVP

Linear Least Absolute Values Problems (LLAVP)

(aka LLADP - Linear Least Absolute Deviation Problem)

$\mathbf{\| C x - d \|_1} + \mathbf{\mu \| x - \widehat{x} \|_1 \rightarrow min}$

subjected to

$\mathbf{lb} \le \mathbf{x} \le \mathbf{ub}$

Notes:

damp factor $\mathbf{\mu}$ and value $\mathbf{\widehat{x}}$ are handled by OpenOpt as "damp" and upper-case "X" variables
If damp is provided (by user) but vector X is not, then X is filled by zeros.

OpenOpt LLAVP example >>>

LLAVP solvers

Solver	License	Made by	Info
converter to NSP		Dmitrey	Example: r = p.solve('nlp:ralg', plot=1). Recommended solvers: ralg, ipopt (however, latter is declared for smooth problems only)