I have this problem where I have to min_x abs(f(x)). The issue here is that CVX can not handle abs function. Is there anyway around this? Can I handle this using CVX ? I have seen in cvxpy case abs can be handled but in CVX it’s not possible. I need some suggestions. Thanks
if CVXPY does what you want, feel free to use it.
If f(x) is affine, then minimize(abs(f(x)) can be entered in CVX essentially “as is”.
I believe you would be out of luck with CVX if f(x) is not affine. Even an MIDCP formulation would generally not be possible in that case.