LUNP

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 $t \to min$ subjected to $-t \le \mathbf{Cx-d} \le t$ and other linear constraints

See also: