Let $a$ be a fixed vector in $\mathbb R^n$ and let $r \ge 0$.
Question. Is there a closed-form expression for the value of $\underset{\|x\|_1 = 1}{\min }r\|x\|_2 + a^\top x$ ?
Let $a$ be a fixed vector in $\mathbb R^n$ and let $r \ge 0$.
Question. Is there a closed-form expression for the value of $\underset{\|x\|_1 = 1}{\min }r\|x\|_2 + a^\top x$ ?
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