Dear All!
I am Pan Maodong from USTC, I want to solve an optimization problem below by
CVX, where A , K, b are given. P is a vector. K is semi-definite. But I have read all the CVX
guide, I still don’t know how to do, Can you help me? Thank you!
min_P ||AP-b || + 0.3*P’KP, the norm is l1 norm.