! Keywords: Advanced Math / Least Absolute Deviations Estimation / Regression / Statistics;
MAX 2 L1 + 3 L2 + 4 L3 + 5 L4 + 8 L5
SUBJECT TO
2) L1 + L2 + L3 + L4 + L5 <= 5
3) L1 + 2 L2 + 4 L3 + 6 L4 + 7 L5 <= 20
4) L1 <= 2
5) L2 <= 2
6) L3 <= 2
7) L4 <= 2
8) L5 <= 2
END
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