The problem with L1-norm is that It may have more than one possible solution. And the test suite should probably take this into account. (And the test suite also needs some fixing.)
PS: It's probably why people usually prefer the L2-norm instead of L1,L3 or LN-norm.
Indexed Probability Table
the fly, the train, the second train, and their Zeno's paradox
Person of interest?
Quasi-Newton Method for Unconstrained Minimization using BFGS Update
Selecting books on MATLAB for experts and beginners (blindfolded)
Algorithmic Trading - 2 (optimize Calmar Ratio)
Algorithmic Trading - 1 (optimize simple trading strategy)
Function minimization - beat fminsearch!
Function minimization - beat fminbnd!
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