1 norm regression minimisation

Hi,

I have a 1 norm minimisation of this form

Where A is some given mxn matrix and b is some given mx1 vector. The problem requires you to find x in order to minimise the 1-norm value.

I believe there is an existing function on MATLAB that you can use to find the minimum 1 norm value given A and b. Does anyone know what that function is?

Answer 1

[Pratyush Roy]

Hi Arushi,

The link here might be helpful.

Hope this helps!