I am dealing with big-large convex problems. With some of them I get good results with CVX but with some others I get memory problems and I have read that maybe TFOCS is the good way to solve them.
My optimization problems are related to the examples provided with TFOCS but they are slightly different. Before to take a deep look into the software I want to be sure that I am going to be able to solve them with this software.
My optimization problems can be solved in the following way with cvx:
Min ||x|| l=1 st |Ax|<=e |Bx|=c
or simple LP problems
Min f*y st Ay<=e Cy=d
Can I solve them?
Can I solve with TFOCS every problem that I am able to solve with CVX?
Thanks in advance!