Downloaded the software. Startup and setup were good, but when I went to run the quickstart, I am able to get a few iterations in before this pops up:
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% SECTION 2.3: OTHER NORMS AND FUNCTIONS: HUBER PENALTY %
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% cvx specification
cvx_begin
variable x(n)
minimize( sum(huber(A*x-b)) )
Incorrect number or types of inputs or outputs for function vec.
Error in cvx/sparsify>replcols (line 142)
cvx___.readonly( ndxs ) = vec( cvx_readlevel( bN ) );
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Error in cvx/sparsify (line 61)
[ x, forms, repls ] = replcols( x, tt, ‘full’, forms, repls, isobj );
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Error in cvx_end (line 212)
x = sparsify( x, ‘objective’ );
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Error in cvx/huber_pos (line 45)
cvx_end
^^^^^^^
Error in huber (line 35)
y = huber_pos( abs( x ), varargin{:} );
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Error in quickstart (line 207)
minimize( sum(huber(A*x-b)) )
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
I haven’t modified anything and currently I do not know anything about a Huber Penalty. Any ideas as to why this is happening after first install?
This is inside the huber script:
function y = huber( x, varargin )
%HUBER Huber penalty function.
% HUBER(X) computes the Huber penalty function
%
% HUBER(X) = |X|^2 if |X|<=1,
% 2|X|-1 if |X|>=1.
%
% HUBER(X,M) is the Huber penalty function of halfwidth M, M.^2.*HUBER(X./M).
% M must be real and positive.
%
% HUBER(X,M,T) computes the Huber penalty function with halfwidth M and
% concomitant scale T:
%
% HUBER(X,M,T) = T.HUBER(X./T,M) if T > 0
% +Inf if T <= 0
%
% This form supports the joint estimation of regression coefficients and
% scaling; c.f. Art B. Owen, “A robust hybrid of lasso and ridge regression”,
% techincal report, Department of Statistics, Stanford University, 2006:
% http://www-stat.stanford.edu/~owen/reports/hhu.pdf
%
% For matrices and N-D arrays, the penalty function is applied to each
% element of X independently. M and T must be compatible with X in the same
% sense as .: one must be a scalar, or they must have identical size.
%
% Disciplined convex programming information:
% HUBER is jointly convex in X and T. It is nonomonotonic in X and
% nonincreasing in T. Therefore, when used in CVX specifications, X
% must be affine and T must be concave (or affine). T must be real.
if ~cvx_isaffine( x ),
error( ‘Disciplined convex programming error:\n HUBER is nonmonotonic in X, so X must be affine.’, 1 ); %#ok
end
y = huber_pos( abs( x ), varargin{:} );
% Copyright 2005-2016 CVX Research, Inc.
% See the file LICENSE.txt for full copyright information.
% The command ‘cvx_where’ will show where this file is located.
Would appreciate the help!