[Ipopt] IPOpt for l1 optimization?

Paul van Hoven paul.van.hoven at googlemail.com
Wed Apr 11 11:32:38 EDT 2012

I've got the following problem:

min_x sum_{i=1}^N | <x,c_i> |
s.t. Ax < 0

<x,c_i> denotes the standard scalar product between x and c_i.

Is this a problem that can be solved appropriately with IPOpt?

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