| Re: [eigen] Does anyone know of a good l1-solver? |
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On 17.04.2012 13:22, Markus Moll wrote:
Hi
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 )
Either that, or maybe find x, s.t. ||Ax - b||_1=min ?
Do you know anything about A? (sparse, square, symmetric,
rank-deficient, ill-conditioned, ...)
Anyways, afaik, Eigen itself does not provide L1-solvers, so you need to
find an external library anyways (or find an algorithm and implement
it). It is quite easy to interact with other libraries by using Eigen's
Map and .data() functionality.
Christoph
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