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Linear Uniform Norm Problems (LUNP)
\mathbf{\| C x - d \|_{\infty} (= max |C x - d|) \rightarrow min}
subjected to
\mathbf{lb} \le \mathbf{x} \le \mathbf{ub}
\mathbf{A x} \le \mathbf{b}
\mathbf{A}_\mathbf{eq} \mathbf{x} = \mathbf{b}_\mathbf{eq}

Uniform norm is also called the supremum norm, the Chebyshev norm, or the infinity norm.

OpenOpt LUNP example >>>

LUNP solvers connected to OpenOpt:

Solver License Made by Info
converter to LP BSD Dmitrey solves LP t \to minsubjected to -t \le \mathbf{Cx-d} \le tand other linear constraints

See also:

  • Uniform norm page
  • toms495 - fortran solver for LUNP
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