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The objective function seemed easy (convex optimization and like OLS-form).

1.Is there any the concrete name for this kind of optimization or specific method to solve?

2.Any reference material?

3.To find the solution, is there suitable package in R?

As a new user, I can't edit image here. But the image of question is in this link: question

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You've got quite a few replies on SE. You should repost to MO only if all of those are unsatisfactory. – fedja Jul 24 2011 at 13:59
Here is a link to the question on MSE - math.stackexchange.com/questions/53471/… – François G. Dorais Jul 24 2011 at 14:19

closed as no longer relevant by José Figueroa-O'Farrill, fedja, Felipe Voloch, François G. Dorais Jul 24 2011 at 14:20

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