I’m using CVX to solve an optimization problem "Lasso"
- Is there a square in the first term because I have found two different ways of writing this in the literature.
- If I want to handle this with Yall1 instead. Whta is the closest L1-minimization problems? Is it:
(L1/L2) min ||Wx||w,1 + (1/2ρ)||Ax - b||_2^2 -->
What is the difference bewtween CVX (Lasso) and Yall1? and why the speed of the later is very high compared with CVX???