Hi All,
I want to solve a minimization problem, which has element wise division as constraints. I have tried to use CVX but the CVX caused DCP (Disciplined Convex Programming) error. Although, the constraint is convex.
min ||x||_1 such that norm((y-Ax)./sqrt(Ax), 2) \leq \epsilon and x>0 and Ax>0
./ is element wise division.
Thanks