|Re: [eigen] Does anyone know of a good l1-solver?|
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On Tuesday 17 April 2012 11:37:00 Helmut Jarausch wrote:
> On 04/17/2012 11:28:23 AM, cr.anil@xxxxxxxxx wrote:
> > Hello all,
> > I was looking for l1-solvers in C++ preferably compatible with Eigen
> > API.
> > Does anyone know of any such libraries here?
> > Thank you,
> > Anil
> What's an l1-solver?
A linear program solver, I guess.
(min. || x ||_1 s.t. Ax <= b )