Hey there, I am starting from scratch learning CVX at the moment. I wondered if you could show more work examples for non-differentiable optimisation problems. Here is my random example:

f = @(x) abs(x)

N = 128;

x = linspace(-1, 3, 200)’;

T = @(x) feval(chebpoly(0:N-1), x);

Tx = T(x);

fx=f(x);

cvx_begin

variable c(N)

minimize( norm( Tx * c - fx, 2 ) );

cvx_end

In my codes, I want to interpolate |x| with a Chebyshev series. However, because of a lack of understanding, the accuracy of my codes is very poor. Is there any way to improve it? Any CVX notes for non-differentiable optimisation problems? Would learn better with sample codes and illustrations. Thank you in advance.