This function minimizes a L1-norm of the form \(||P u - q||_1\),
 whereby \(P\) is a \((m \times n)\) matrix and \(q\) is a \(m
 \times 1\) vector. This function is wrapper function for invoking the 
 <code>cps</code>-method of Linear Programs.

optimize

Routines for solving convex optimization problems with cone constraints by means of interior-point methods. The implemented algorithms are partially ported from CVXOPT, a Python module for convex optimization (see <https://cvxopt.org> for more information).

Bernhard Pfaff

cccp

Cone Constrained Convex Problems

Lieven Vandenberghe

Martin Andersen

Joachim Dahl

l1 function

<dl> <dt>P</dt>
<dd><code>matrix</code> of dimension \(m \times n\).</dd> <dt>q</dt>
<dd><code>vector</code> of length \(m\).</dd> <dt>optctrl</dt>
<dd>An object of S4-class <code>Rcpp_CTRL</code>.</dd></dl>

Arguments

Minimizing L1-norm — l1

<dl>

 <dt>P</dt>
<dd><code>matrix</code> of dimension \(m \times n\).</dd>

 <dt>q</dt>
<dd><code>vector</code> of length \(m\).</dd>

 <dt>optctrl</dt>
<dd>An object of S4-class <code>Rcpp_CTRL</code>.</dd>

</dl>

l1: Minimizing L1-norm

Description

Usage

Value

Arguments