I want to minimize a system of equation that has multiple right hand side (RHS). In the following piece of code, I defined my minimization function, which takes different RHS to compute the minimized solution and I have to loop through the entire RHSs.
For the problem I am dealing with ntime = 1000, n = 4000, and m = 50. x is different for each timeframe corresponding to its RHS. In other words, the solution x_all is of size ntime×n. Since the only thing that changes in the above code is the RHS, is there anyway to input all the RHSs to CVX and eliminate the for-loop and make the whole process more efficient?