Hello,
I need to understand what is the actual form of the following optimization problem that CVX forwards to sedumi and sdpt3:
\text{min}_{x,w} \| Ax - b \|_2^2 + \lambda \| w \|_1, \text{ s. t. } w = Bx
where B is non-singular, and A is a full row-rank matrix.
Thank you,
Srdan