l1 {cccp}

Minimizing L1-norm

Description

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 cps-method of Linear Programs.

Usage

l1(P, q = NULL, optctrl = ctrl())

Arguments

P

matrix of dimension m \times n.

q

vector of length m.

optctrl

An object of S4-class Rcpp_CTRL.

Value

An object of S4-class Rcpp_CPS.