Hello! when I’m trying to minimize such a cost function:
minimise( norm(abs(S)) )
I get this error:
Disciplined convex programming error: Cannot perform the operation norm( {convex}, 2 )
what is the correct way of doing this? I thank you for your help!
It is true that this is convex. Here’s how to express this in a compliant manner.
variable S2(n)
abs(S) <= S2
minimize(norm(S2))
It should be clear that the inequalities will be tight at the solution.
I really thank you for your answer! is there any way not define a new variable? my S is actually a big 3D matrix so defining it twice is not the best!
No, there is no way to avoid this. Don’t worry, CVX’s presolver will likely eliminate the redundancy. CVX actually generates quite a few extra variables during the modeling process; many are eliminated before solving.