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how to add this formula in my minimization objective function?

Posted: Wed Oct 02, 2019 10:30 pm
by vaassen_jk
Hi, I am new here.
I don’t know how to add this formula in my minimization objective function.
image.png
image.png (2.56 KiB) Viewed 1922 times
where //x//_1 stands for the sum of the absolute values of the components of x. A and b are random given matrix.
Anyone can help me with this? Thanks in advance.

Re: how to add this formula in my minimization objective function?

Posted: Thu Oct 03, 2019 9:59 am
by Renger
Hi
Take a look at this wikipedia entry and this Gams wiki entry.
Cheers
Renger