I want to minimize a problem defined as follows:
minimize (sum(a linear part) + sum(max(0,pow_p((x.*ax_k) -landa_max_k,3)./(sqrt(pow_p((x.*ax_k)-landa_max_k,2)+pow_p(rho,2))))) )
ax_k and landa_max_k are vectors with the same size of x, and rho is scalar. I have some errors in using “./” and “sqrt”. Further, I can’t use norm(.) because I need to compute each entry and then take “sum(.)” over them. How can I solve this problem?