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This number line represents both the absolute value function as well as the two combined linear functions described above, demonstrating that the two formulations are equivalent. This relation is easiest to see using a number line, as follows:įigure 1: Number line depicting the above absolute value problem. In the case, the expression can be reformulated as and. This methodology is the basis of performing linear programming with absolute values. This function is effectively the combination two piecewise functions: if and if. In other words, can be reformulated into two linear expressions if the function is linear itself.įor the simplest case, take.
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If an absolute value function contains a linear function, then the absolute value can be reformulated into two linear expressions. However, through simple manipulation of the absolute value expression, these difficulties can be avoided and the problem can be solved using linear programming. They are not continuously differentiable functions, are nonlinear, and are relatively difficult to operate on. Optimization with absolute values is a special case of linear programming in which a problem made nonlinear due to the presence of absolute values is solved using linear programming methods.Ībsolute value functions themselves are very difficult to perform standard optimization procedures on.
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Absolute value matlab code#
Reddit formats your input as code if you precede each line with four spaces, and precede that whole block with a blank line. You won't get good responses if stuff is hard to read. Is there a way to do this using built-in functiosn? I made a function maxabs() that returns the value with the largest absolute value (preserving sign) that I use in a lot of my scripts and functions. I haven't found a better way to do this, but you can repeat the code using min, then compare the absolute values and choose the min or max.
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You can use the built in functions (max and min) on these vectors directily: =max(y) Once your loop finishes, you have all the values of x and y stored in x(1:end) and y(1:end). Note that there is a better and simpler way to do this. I didn't test your code but I believe this should work. What you want to do is compare abs(m) to abs(y(i)). The reason it's not working for absolute value is that you are comparing m to abs(y(i)). You're iterating through the loop, checking to see if the new value (y(i)) is bigger than the biggest value you've seen before (m). You've posted a lot of extra code, but they key is here: if(m < abs(y(i)))