\(\newcommand{\W}[1]{ \; #1 \; }\) \(\newcommand{\R}[1]{ {\rm #1} }\) \(\newcommand{\B}[1]{ {\bf #1} }\) \(\newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} }\) \(\newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} }\) \(\newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} }\) \(\newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }\)

example_abs_normal

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Examples and Tests: Abs-normal Representation of Non-Smooth Functions

Reference

Andreas Griewank, Jens-Uwe Bernt, Manuel Radons, Tom Streubel, Solving piecewise linear systems in abs-normal form , Linear Algebra and its Applications, vol. 471 (2015), pages 500-530.

Contents

Name	Title
abs_get_started.cpp	abs_normal Getting Started: Example and Test
abs_print_mat	abs_normal: Print a Vector or Matrix
abs_eval	abs_normal: Evaluate First Order Approximation
simplex_method	abs_normal: Solve a Linear Program Using Simplex Method
lp_box	abs_normal: Solve a Linear Program With Box Constraints
abs_min_linear	abs_normal: Minimize a Linear Abs-normal Approximation
min_nso_linear	Non-Smooth Optimization Using Abs-normal Linear Approximations
qp_interior	Solve a Quadratic Program Using Interior Point Method
qp_box	abs_normal: Solve a Quadratic Program With Box Constraints
abs_min_quad	abs_normal: Minimize a Linear Abs-normal Approximation
min_nso_quad	Non-Smooth Optimization Using Abs-normal Quadratic Approximations