Question about using the optimization linear programming in MATLAB ?

Hello all,

I started to use the optimization linear programming function in MATLAB function

[x,fval,exitflag,output,lambda]=linprog(f,A,B,Aeq,Beq,lb,ub,x0,options)

I have the following optimization objectives and constraints

Min ||X||

where

      ||X||

represent the summation of the absolute values of X

X represent the variables in the optimization which are bounded between the interval [-1,1]

the constraint is AX=b

What I did is that I chose these for the function

[x,output]=linprog(f,[],[],Aeq,beq,lb,ub)

and as the objective of the optimization is minimize f*X the f = [1 1 1 1 1 1 1 1 1] in order to be multiplied with 9 values of X .

The problem is that I wasn't able to sum the absolutes of the 9 values of X which give me the summation minimum value which keep the constraints equal.

Is there anyone tried to solve this issue ??

Thanks in advance

Abduallah

Answer 1

[Walter Roberson]

When you work with abs(X) then you are no longer working with linear programming. You will need to switch minimizers.