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From: Prime Mover <emilsonpl@gmail.com>
Newsgroups: comp.soft-sys.matlab
Subject: Approaches to solve constrained mixed-norm optmization problema
Date: Mon, 17 Aug 2009 07:30:58 -0700 (PDT)
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Dear friends,

What are the approaches available in MATLAB to solve a problem to find
a vector of parameters r such that the sum

|| W*r - s ||^2 + lambda1*| r | + lambda2*|| H*r - p ||^2

is minimized?

W and H are matrices with known values; s and p are vector with known
values; and lambda1 and lambda2 are a set of given weights.

Thank you all for the cooperation.