Lecture 2 Piecewise-linear optimization
Lecture 2 Piecewise-linear optimization
Lecture 2 Piecewise-linear optimization
SHOW LESS
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
CVX example<br />
minimize ‖Ax−b‖ 1<br />
subject to 0 ≤ x k ≤ 1, k = 1,...,n<br />
MATLAB code<br />
cvx_begin<br />
variable x(n);<br />
minimize( norm(A*x - b, 1) )<br />
subject to<br />
x >= 0<br />
x
Change language