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# The 1-norm support vector classifier of section 10.5 (Examples).
from cvxopt import normal, setseed
from cvxopt.modeling import variable, op, max, sum
from cvxopt.blas import nrm2
m, n = 500, 100
A = normal(m,n)
x = variable(A.size[1],'x')
u = variable(A.size[0],'u')
op(sum(abs(x)) + sum(u), [A*x >= 1-u, u >= 0]).solve()
x2 = variable(A.size[1],'x')
op(sum(abs(x2)) + sum(max(0, 1 - A*x2))).solve()
print("\nDifference between two solutions: %e" %nrm2(x.value - x2.value))
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