import cvxpy as cp
import numpy as np

objective = cp.Minimize(0.5 / n * cp.sum_squares(y - X_model * beta))
problem = cp.Problem(objective)
result = problem.solve()
betas = beta.value

def quantile_function(tau_val, x):
    return 0.5 * abs(x) + (tau_val - 0.5)*x

objective = cp.Minimize(np.sum(quantile_function(tau_val=tau, x=(y - X_model * beta))))
problem = cp.Problem(objective)
result1 = problem.solve()
betas1 = beta.value

Traceback (most recent call last):
  File "<input>", line 1, in <module>
  File "<input>", line 2, in quantile_function
TypeError: bad operand type for abs(): 'AddExpression'

objective = 0
for i in range(n):
    tmp = y[i] - np.sum(X_model[i,:] * beta)
    objective += 0.5 * abs(tmp) + (tau - 0.5) * tmp

prob = cp.Problem(cp.Minimize(objective))