L1 Norm (polynom_abs)
Contents
L1 Norm. Sum of absolute values of components of a vector, i.e., L1 norm of a vector
Syntax
polynom_abs(matrix_norm1) |
short call; |
polynom_abs_name(matrix_norm1) |
call with optional name. |
Parameters
matrix_norm1 is a PSG matrix:
where the header row contains names of variables..
Mathematical Definition
L1 Norm function is calculated as follows:
,
where
is a Polynomial Absolute function,
is an argument of L1 Norm function.
Example
See also
L2 Norm, Lp Norm, L-Infinity Norm, Scaled CVaR Norm