title: Convex optimization, java
body: <p>I'm looking for a <strong>java</strong> library to solve this problem:</p>
  
  <p><img src="https://i.stack.imgur.com/zIcVl.jpg" alt="enter image description here"></p>
  
  <p>We know X is sparse(most of it's entries are zero), so X can be recovered by solving this:  </p>
  
  <pre><code>   variable X;
     minimize(norm(X,1)+norm(A*X - Y,2));
  </code></pre>
  
  <p>It's a MATLAB code, matrix A and vector Y are known and I want the best X.</p>
  
  <p>I saw JOptimizer, But I couldn't use it. (has't good document or example).</p>
  
  <p>Thanks.</p>