Hello,

I have been trying to solve a problem of the form :

$\max_x\quad -\tfrac{1}{2}x^TAx + b^Tx - C\sum_i |x_i|$

without the C term it is a simple quadratic problem, but I haven't been able to find any reasearch paper related to this kind of problem solving.

If you could share your opinion on this problem it would be greatly appreciated

best regards edit : A is a positive-definite matrix

1more comment