# Exercise 5.33: Parametrized l1-norm approximation

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    % Boyd & Vandenberghe "Convex Optimization"
    % Joëlle Skaf - 08/29/05
    % (a figure is generated)
    %
    % Let p_star(epsilon) be the optimal value of the following problem:
    %               minimize    ||Ax + b + epsilon*d||_1
    % Plots p_star(epsilon) versus epsilon and demonstrates the fact that it's
    % affine on an interval that includes epsilon = 0.

    % Input data
    A = [-2  7  1; ...
         -5 -1  3; ...
         -7  3 -5; ...
         -1  4 -4; ...
          1  5  5; ...
          2 -5 -1];
    b = [-4 3 9 0 -11 5]';
    d = [-10 -13 -27 -10 -7 14]';
    epsilon = [-1:0.05:1];
    p_star = zeros(size(epsilon));

    fprintf(1,'Computing p*(epsilon) for -1 <= epsilon <= 1 ...');

    for i=1:length(epsilon)
        cvx_begin quiet
            variable x(3);
            minimize ( norm( A*x + b + epsilon(i)*d, 1) )
        cvx_end
        p_star(i)= cvx_optval;
    end

    fprintf(1,'Done! \n');

    % Plots
    plot(epsilon, p_star)
    line([-.2 -.2], [2 14], 'LineStyle', '--')
    line([.5 .5], [2 14], 'LineStyle', '--')
    xlabel('\epsilon');
    ylabel('p^*(\epsilon)');
    title('p^*(\epsilon) vs \epsilon');

    Computing p*(epsilon) for -1 <= epsilon <= 1 ...Done!