How to solve?

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Mar 16, 2018, 11:08:13 PM3/16/18

to CVXOPT

Hi, I want to solve the following optimization problem:

where A, b, tau_i are variables.

I have checked documentation of CVXOPT, but could not find a solver specifically for this.

I found something similar in the section:

But as far as I understand, I can not make contraints, as in my task.

Help me, please.

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