Hi,

I am new to CVX. So please excuse me if this question is very trivial.

I have a custom convex function L as defined below:

```
L(t) = 0 for t >= 1
L(t) = (1-t)^2 for |t| < 1
L(t) = -4t for t <= -1
```

I am using this L(t) in my main objective function f(x) [minimize f(x) over x]:

```
f(x) = {other standard convex functions of x} + L(x)
subject to {some constraints}
```

My question is how do I declare L(t)?. I tried to define a new matlab function in L.m as follows:

```
function y = L(t)
y = zeros(length(t), 1);
for i = 1 : length(t)
if abs(t(i)) < 1
y(i,1) = (1 - t(i)) ^ 2;
elseif t(i) <= -1
y(i,1) = -4 * t(i);
end
end
end
```

But I get error while trying to solve the following problem (this is a hypothetical problem, where I have remove lot of other code to simplify):

```
xpos = [ randi([1, 20], 1, 30); randi([71, 90], 1, 30) ]';
ypos = ones(30, 1);
xneg = [ randi([61, 80], 1, 30); randi([11, 30], 1, 30) ]';
yneg = ones(30, 1) * -1;
x = [xpos;xneg];
y = [ypos;yneg];
cvx_begin quiet
variable w(2)
variable b
minimize(0.5 * (w' * w) + sum(L(y.*(x*w + b))))
cvx_end
```

Am I violating any DCP rules of CVX in declaring L(t)? If I am not allowed to iterate over the elements of cvx variable (t in L, in this case), how else can I solve this problem?

Any help/pointer would be very helpful for me…

Thanks,

Ram.