Nuclear norm minimization with tfocs


#1

I am having trouble writing code for this problem. Suppose I wanted to solve the following optimization problem
\begin{align}
\min_Z ||Z||{*}+||v^TZ||^2 \
\text{subject to } Z
{i,j}=A_{i,j} ~\forall{i,j\in\Omega}
\end{align}
Here vector v, and matrix A are fixed and provided as parameters.
How do I go about solving this. Perhaps it is pretty easy to do it using tfocs, but I am unable to do it. Any help, pointers will be deeply appreciated.


What's the fastest way to solve nuclear norm regularized problems currently?