LLAVP

From OpenOpt

Jump to: navigation, search
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)


Future Plans: add converter to LP

Retrieved from "http://openopt.org/LLAVP"
Personal tools
    Latest OOSuite 0.38

    from 2012-03-15

    Next release:

    2012-06-15

    Development