Let D\in\mathbb{R}^{1\times P} is a known vector.
S is also a vector os same size.
The objective is:
minimize \sum\max(D-S,0)
That is I want to perform: minimize \sum_{i=1}^P\max(D_i-S_i,0)
How can I write this in CVX?
Let D\in\mathbb{R}^{1\times P} is a known vector.
S is also a vector os same size.
The objective is:
minimize \sum\max(D-S,0)
That is I want to perform: minimize \sum_{i=1}^P\max(D_i-S_i,0)
How can I write this in CVX?
I think
minimize(sum(max(D-S,0)))
should work.