}{ll}
    \text{minimize}   &amp; 2 v + w^2 \\
    \text{subject to} &amp; | x | \leq v + w \\
                      &amp; w \leq 1, ~ v \geq 0
\end{array}\end{split}\]</div>
<p>with scalar variables <span class="math">\(v\)</span> and <span class="math">\(w\)</span>. The optimal value of this
simple QP is equal to the Huber penalty function of <span class="math">\(x\)</span>. We note
that the objective and constraint functions in this QP are (jointly)
convex in <span class="math">\(v\)</span>, <span class=