0
votes
1answer
189 views

How to a plot a line for ax+by-c in MATLAB?

The title basically says it all. I'm doing an assignment and need to include a plot of my scatter and the line generated by linprog(). I ran ...
1
vote
1answer
235 views

MATLAB LP formulation of investment problem (in Bertsimas' lecture notes)

I wish to write MATLAB codes to solve the following linear programming problem found in Bertsimas' lecture notes: My attempt was as follows (sequence of variables for f' is A, B, C, D, E, Cash1, ...
4
votes
2answers
1k views

Solving $Ax=b$ under $L_1$ $|Ax-b|$ minimization

I would like to solve a linear system $Ax = b$ under the $L_1$ norm constraint $\min(|Ax-b|)$. All that I can find about $L_1$ minimization is a way to minimize $|x|_1$ subject to $Ax=b$. I wanted to ...