Polynomial Absolute (polynom_abs)
Contents
Polynomial Absolute. Sum of absolute values of components of a vector, i.e., L1 norm of a vector; Sum of powers of absolute values of a vector, e.g., (Lp norm)^p
Syntax
polynom_abs(matrix) |
short call; |
polynom_abs_name(matrix) |
call with optional name. |
Parameters
matrix is a PSG matrix:
where the header row contains names of variables (except scenario_benchmark). Other rows contain numerical data. The scenario_benchmark column is optional.
Remarks
The header row contains names of variables (except scenario_benchmark). Other rows contain numerical data.
The first numerical row can not be empty. If the second numerical row is empty, then, by default ,
. If the second numerical row is empty, then the third numerical row must be empty. If the third numerical row is empty, then, by default, 
. The column “scenario_benchmark” can be skipped. If “scenario_benchmark” column included in the matrix, only the value 
in this column is used, other values, 
, 
, are ignored.
Mathematical Definition
Polynomial Absolute function is calculated as follows:
,
where
is an argument of Polynomial Absolute function.
Example
Case Studies with Polynomial Absolute
See also
Relative Entropy, CVaR Component Positive, CVaR Component Negative, CVaR Component Absolute, VaR Component Positive, VaR Component Negative, Maximum Component Positive, Maximum Component Negative, Maximum Component Absolute, Quadratic Function, Squareroot Quadratic, Logarithms Sum