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Subject: Re: Approaches to solve constrained mixed-norm optmization problema
Date: Tue, 18 Aug 2009 17:23:21 +0000 (UTC)
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"Matt " <xys@whatever.com> wrote in message <h6en0h$7i0$1@fred.mathworks.com>...

> 1. First, reformulate the objective function as suggested by others to be in the form
> 
> f(x) = 1/2 *x'*Q*x+b*x


Make that

 f(r) = 1/2 *r'*Q*r+b*r +lambda1*|r|