L1-regularized quadratic function of multiple variables

From Calculus
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Definition

A L1-regularized quadratic functions of the variables x1,x2,,xn is a function of the form:

(i=1nj=1naijxixj)+(i=1nbixi)+λi=1n|xi|+c

In vector form, if we denote by x the column vector with coordinates x1,x2,,xn, then we can write the function as:

xTAx+bTx+λ|x|1+c

where A is the n×n matrix with entries aij and b is the column vector with entries bi.