1 norm regression minimisation
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Hi,
I have a 1 norm minimisation of this form
Where A is some given mxn matrix and b is some given mx1 vector. The problem requires you to find x in order to minimise the 1-norm value.
I believe there is an existing function on MATLAB that you can use to find the minimum 1 norm value given A and b. Does anyone know what that function is?
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