Finding the Minimal L1 Norm Solution for Ax=b: A Linear Programming Approach

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In summary, the conversation is about finding the minimal L1 norm solution to the problem Ax=b using a linear programming method, specifically the simplex search. The link provided by Khan contains information on this topic, particularly in the section "Application Examples of Linear Programming." The conversation also includes an example of using linprog from Matlab to solve the problem and the necessary steps for converting the problem to a linear programming form.
  • #1
umarkhan
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Hi,
Can anyone tell me how to find the minimal L1 norm solution to the problem Ax=b using a linear programming method possibly the simplex search??

Any links where I can find something ??

Khan.
 
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  • #3
hi,
Thanks for the link. I tried some thing similar for the system x1 + x2 = 1. I converted to linear programming problem and then used linprog from matlab. The trick is to to put the L1 norm minimization in the for of two inequalities for each variable.

f=[1 1 0 0 ]';
A=[-1 0 -1 0;
-1 0 1 0;
0 -1 0 -1;
0 -1 0 1];



b=[0 0 0 0]';

Aeq=[0 0 1 1];
beq=[1];

[x,fval,exitflag,output,lambda] =linprog(f,A,b,Aeq,beq,[0 0 -10 -10]',[1e10 1e10 10 10 ])
 

Related to Finding the Minimal L1 Norm Solution for Ax=b: A Linear Programming Approach

1. What is the L1 norm?

The L1 norm, also known as the Manhattan norm or taxicab norm, is a mathematical concept used to measure the magnitude of a vector in a multi-dimensional space. It is calculated by summing the absolute values of the vector's components.

2. How is the L1 norm used in minimal solution?

In the context of minimal solution, the L1 norm is used to find the solution that minimizes the distance between the observed data and the estimated model. This is achieved by minimizing the sum of the absolute differences between the observed data and the predicted data.

3. What is the difference between L1 norm and L2 norm?

The main difference between L1 norm and L2 norm is the way they measure the magnitude of a vector. While the L1 norm uses the sum of absolute values, the L2 norm uses the square root of the sum of squared values. Additionally, the L1 norm is more robust to outliers compared to the L2 norm.

4. What are the applications of minimal L1 norm solution?

The minimal L1 norm solution has various applications in different fields such as signal processing, image and video processing, and machine learning. It is used for tasks such as denoising, feature selection, and regression, to name a few.

5. What are the advantages of using minimal L1 norm solution?

One of the main advantages of using minimal L1 norm solution is its ability to handle outliers in the data. It is also computationally efficient and has a unique solution, unlike other methods such as L2 norm which may have multiple solutions. Additionally, it can handle high-dimensional data and is robust to noise.

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