A model represents the output variable, y E R, as a linear function, n y = xilli, of input variables u1, . .., Un. The quantities x1, . .., In are unknown model co- efficients. We have / observations of input and output variables: (u', y)), j = 1, ..., N. One way to determine the values of the coefficients x1, . . ., Xn is to minimize the maximum absolute error: n f (x) = max IsjSN x - Exin!. i=1 This problem can be written as a constrained optimization problem minimize v n subject to - v xiu;