How to solve this optimization problem?

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.

Is there some reason the following very straightforward code is not adequate?

Let n be the dimensionality of the variable vector P.

variable P(n)
minimize (norm(A*P-b,1)+.3*P'*K*P)

P contains the optimal vector upon successful solution and exit from cvx.