L1 and L infinity Help

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EK
EK on 30 Jan 2012
Hi All, I am relatively new to Matlab. My question is how to write an objective function which minimizes L1 and L-infinity. Or are there algorithms that can be used directly like the case for L-2. Basically I have a linear system and I want to use optimization-linear programming to minimize (Ax-b) in L-1 and L-inf. L-2 is clear and it doesn’t need a separate objective function. Any help is highly appreciated. Thanks EKE

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