Hello,

i want to linearize the formulation:

min norm(A*x)

where A is a matrix, x is a binary vector and norm is the sum over all positive entries of A*x. i doubt it is even a norm.

Additional constraints for the x_i:

x_1 + x_2 = 1

x_3 + x_4 = 1

....

Thank you

asked 23 Oct '14, 10:01

zBirdy's gravatar image

zBirdy
171211
accept rate: 20%

edited 23 Oct '14, 12:39

2

Are there any constraints on x? Otherwise x=0 is feasible and gives you an optimal solution.

(23 Oct '14, 10:45) Sune

yes there are additional constraints. Some of the x_i are 1. If there is no MIP Forumlation maybe as QP or NLP?

(23 Oct '14, 11:43) zBirdy

\[ \begin{array}{l} % ---- \min & \left\lVert y \right\rVert_1\\ % ---- \text{s.t.} & y \ge Ax\\ & y \ge 0\\ & \ldots \end{array} \]

link

answered 23 Oct '14, 13:18

fbahr's gravatar image

fbahr ♦
4.6k716
accept rate: 13%

edited 23 Oct '14, 15:41

you are a math god!

(23 Oct '14, 13:42) zBirdy

If you like Florian's solution, you might click the check mark to the left of it to signal your acceptance (and give Florian a little karma).

(23 Oct '14, 16:27) Paul Rubin ♦♦
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Asked: 23 Oct '14, 10:01

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Last updated: 23 Oct '14, 16:27

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