Assigning conditional penalties to CVX solution

CVXR is a CVX-inspired package running under R, which is a different tool than CVX, which runs under MATLAB, and is the subject of this forum. It is kind of confusing that CVX’s website is at the domain cvxr.com (which predates the CVXR package).

Per the CVXR FAQ at https://cvxr.rbind.io/cvxr_faq/#gen-help 2

    Where can I go for help?

Please post questions to the cvx tag on StackOverflow 3.

It’s interesting that there is just a “generic” cvx tag at Stack Overflow, rather than one specific to CVXR, but that’s what the CVXR FAQ says, so follow those instructions.