cvx

来源： https://stackoverflow.com/questions/36755392/convert-a-semidefinite-program-from-cvx-to-cvxpy

问题 Does anyone know how can I implement sparse group lasso using CVX, convex optimization package in MATLAB? I don't know how can I describe the formula as CVX prototype. 回答1: I found something here I decided to share it!! 回答2: Do you have to use CVX? Inria has a sparse modeling package called Spams written in Matlab, R, and Python. If you want a group lasso regularizer look at the documentation in the proximal toolbox under mexproximalFlat. There are some examples as well. I use the python