使用 python 进行线性规划

Question

I'am trying to solve a following problem.

In fact, this is Least Absolute Deviation Regression problem. I want to know how to solve this with python. I know that scipy has "linprog" which solve linear system with linear inequality constraints. But here there is two variable in inequality constraints, t, x. So, I want to know how to apply the "linprog" or is there other library which can solve this problem? Thanks

Answer 1

You have to write your problem in standard form, splitting the second inequality constraint and concatenating the two optimization variables. Then, you can feed it to linprog .

It is more of a math problem than an implementation one.