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Mark L. Stone
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$ -t \leq a_i^Tx - b_i \leq t$ being true for all i is equivalent to $\max\limits_i |a_i^Tx - b_i| \leq t$

Minimizing t then drives $| Ax - b \|_\infty$$\| Ax - b \|_\infty$ as small as possible. It's really that simple.

$ -t \leq a_i^Tx - b_i \leq t$ being true for all i is equivalent to $\max\limits_i |a_i^Tx - b_i| \leq t$

Minimizing t then drives $| Ax - b \|_\infty$ as small as possible. It's really that simple.

$ -t \leq a_i^Tx - b_i \leq t$ being true for all i is equivalent to $\max\limits_i |a_i^Tx - b_i| \leq t$

Minimizing t then drives $\| Ax - b \|_\infty$ as small as possible. It's really that simple.

Source Link
Mark L. Stone
  • 13.5k
  • 1
  • 38
  • 58

$ -t \leq a_i^Tx - b_i \leq t$ being true for all i is equivalent to $\max\limits_i |a_i^Tx - b_i| \leq t$

Minimizing t then drives $| Ax - b \|_\infty$ as small as possible. It's really that simple.