Hi
How can i solve joint norm using CVX, for solving these form of problem;
min ||X||_2,1 s.t. ||Y-HX|| < err or min ||Y-HX||_2^2 + lambda*||AX||_2,1
Regards
Hi
How can i solve joint norm using CVX, for solving these form of problem;
min ||X||_2,1 s.t. ||Y-HX|| < err or min ||Y-HX||_2^2 + lambda*||AX||_2,1
Regards
What exactly is the 2,1 norm?
Is your 2,1 norm
norms(norms(X,2,2),1,1)
or perhaps
norms(norms(P,1,2),2,1)
help norms
norms Computation of multiple vector norms.
norms( X ) provides a means to compute the norms of multiple vectors
packed into a matrix or N-D array. This is useful for performing
max-of-norms or sum-of-norms calculations.All of the vector norms, including the false "-inf" norm, supported by NORM() have been implemented in the norms() command. norms(X,P) = sum(abs(X).^P).^(1/P) norms(X) = norms(X,2). norms(X,inf) = max(abs(X)). norms(X,-inf) = min(abs(X)). If X is a vector, these computations are completely identical to their NORM equivalents. If X is a matrix, a row vector is returned of the norms of each column of X. If X is an N-D matrix, the norms are computed along the first non-singleton dimension. norms( X, [], DIM ) or norms( X, 2, DIM ) computes Euclidean norms along the dimension DIM. norms( X, P, DIM ) computes its norms along the dimension DIM. Disciplined convex programming information: norms is convex, except when P<1, so an error will result if these non-convex "norms" are used within CVX expressions. norms is nonmonotonic, so its input must be affine.
It looks like your example in effect reshapes a vector into a matrix, then computes the 2-norms across the rows, then sums those results.
So here is a guess, which you should check (input numerical values for X, and make sure the calculation is correct).
sum(norms(reshape(X,M,N),2,2))
If this isn’t correct, it should be something similar, which you should be able to figure out.