Hello experts,

I am new to CVX. I might be overlooking the DCP set rules. But I do not manage to run the problem (related to support vector regression–please see the attachment) in CVX.

Updated (to make the software run):

```
clear variables
N = 100;
M = 2;
w = [1;-1]; % weights
x = randn(2,N); % input data
e = randn(1,N); % noise
y = (w.')*x + e;
y = y.';
lambda = 0.9;
eps = 0.5;
C = 1/lambda;
cvx_begin
variables a(N) a_hat(N)
minimize( norm((sum(a-a_hat))*x, 2) - ((a-a_hat)'*y) + eps * sum(a+a_hat) )
subject to
0 <= a <= C;
0 <= a_hat <= C;
sum(a) - sum(a_hat) == 0;
cvx_end
```

Your help will be highly appreciated.

**Additional questions**: For some reasons, I can’t reply to Mark et al.

Instead of this cost " norm((sum(a-a_hat))*x, 2) ", I would like to implement with summation as given in the last part of eqn. (11.48) in the snapshot. Please suggest.

Thank you so much