l1 function

Minimizing L1-norm

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 c("$m\n$", "$\\times 1$") vector. This function is wrapper function for invoking the cps-method of Linear Programs.

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.

Returns

An object of S4-class Rcpp_CPS.