Dear all,

Is there a way I can re-formulate the maximization problem below to be able to be solved using CVX?

At present, it gives me the error, “Cannot maximize a(n) convex expression.” which makes sense but is there any trick I can use to solve it using CVX?

cvx_begin

variable x(n)

maximize (norm(A*x - b,2))

subject to

l <= x <= u;

cvx_end