I am new to CVX, and trying to formulate block-sparsity. in the code. I want to find a vector r of length M. The vector r is an N-block-sparse vector consisting of segments r1, r2, …, rN of lengths d1, d2, …, dN, respectively.
The objective that I want to minimize is ||r1||_2 + ||r2||_2 + … + ||rN||_2
I am not sure how to write this objective in CVX while also putting the condition that r1, r2 etc. are parts of r.
Any help or hints will be greatly appreciated.