How do the CVX convert LASSO into Quadratic programming problem

Uncategorized
Dec 26, 2014
M

Excuse me. I have two questions about CVX.

  • Why we cannot choose initial-point in CVX?

I already know that I cannot choose the initial-point in CVX.
Initial guess for convex program

However, I want to compare the result, when I change the initial-point.

  • How do the CVX convert LASSO into Convex quadratic programing problem?

Probably, the CVX convert the evaluation function into linear programing or quadratic programing. Is it correct?

M

I’m not sure what is being asked here. But since convex optimization problems have only one (possibly empty) convex set of optimal points, it doesn’t matter what the initial point is.