I would like to optimize an objective function with thee terms, including Least square error, Total Variation(TV) and a function like exp(x/sigma). Something like appears here with an additional term as alph*exp(x/sigma)
Could you please tell me which algorithm should I use? Is there any builtin function in MATLAB to do this? May I use CVX tool for this? If yes, How?
Thank you for your consideration in advance.