Hi, I am not sure what wrong with this code? Can I directly use mad function in CVX?
Target = 1.06;
delta = 0.3;
for k = 1:length(Target)
cvx_begin quiet
variables t z(10) x(4);
minimize(prob*(z+t)+ delta*mad(z+t));
subject to
z + t + B * ret x >= L;
z + t >= 0;
z >= 0;
mux >= Target;
ones(1,4)*x == 1;
x >= 0;
cvx_end
end
erorr:
z = x.id_ == y.id_;
if isequal(x,[]), y = nan(‘like’,x); return; end
minimize(prob*(z+t)+ delta*mad(z+t));