(sorry, I miss the objective function before. I have edited it well)
I am trying to set the L0-norm constraints, which give a constrain on the element of the variables.
e.g. I have 3 variables, x1 x2 x3. and I have some "normal" constraints, like below.
The object function to get the mininum is
But I have a L0- norm like constrains. That is the maxinum amount of the chosen variable from x1,x2,x3 is 2.
|x1|0 + |x2|0+|x3|0 <=2 (sorry I don't know how to input the corner mark).
So the answer should be [0,0.3,0.4] ,that is, x2 and x3 chosen. How to make this constrains in Matlab? Could I use Mixed-integer linear programming (MILP) to achieve it? Could anyone give me some suggestions on it? That will be very appreciated.