Sample Code on L1-norm or L2 norm minimization

[Cansen JIANG]

Dear all,

I'm new to Mosek, and I want to solve a sparse L1-norm and L2-norm optimization problem:

min ||C||_1, subject to W = WC. And min ||C||_2, subject to W=WC. 

However, I don't find any examples on Mosek tutorial (I only see the formulation, rather than the implementation). 

Could anyone please write me a sample code with L1-norm and L2-norm minimization?

Thank you very much and look forward to your reply!

Cansen

[edadk]

Try take a look in the Fusion manuals. Implementing the model you mention should be easy in Fusion.