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From: "Bruno Luong" <b.luong@fogale.findmycountry>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Approaches to solve constrained mixed-norm optmization problema
Date: Tue, 18 Aug 2009 14:58:06 +0000 (UTC)
Organization: FOGALE nanotech
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"Johan L?fberg" <loefberg@control.ee.ethz.ch> wrote in message <h6e2a1$h2k$1@fred.mathworks.com>...
> The standard approach is to write it as a QP
> 
> min ||[Wr-s;sqrt(lambda2)*(Hr-p)||^2 + lambda1*sum(t)
> 
> s.t 
> 
> -t < r < t
> 
> where t is a new set of variables of dimension length(r). 

I'm glad to learn the "standard" approach. Thanks.

Bruno