linear programming with python

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

question from:https://stackoverflow.com/questions/65847729/linear-programming-with-python

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.