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Martin Sleziak
Martin Sleziak
5:48 AM
new-tag A new tag non-smooth-optimization was created by Rodrigo de Azevedo.
2
Q: How to minimize $\| x \mathrm a - \mathrm b \|_1$ without using linear programming?

Rodrigo de AzevedoThe following question is a generalization of a question asked earlier today: Given vectors $\mathrm a, \mathrm b \in \mathbb R^n$, can one solve the following minimization problem in $x \in \mathbb R$ $$\begin{array}{ll} \text{minimize} & \| x \mathrm a - \mathrm b \|_1\end{array}$$ ...

optimization vectors convex-optimization norm non-smooth-optimization
 

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