The dimension of Y \in R^{M \times L}, W \in R^{M \times R} and H \in R^{R \times L}

w_i and w_j are the i^{th} and j^{th} columns of matrix W.

Given : Y, H, and \lambda

The optimization problem:

\min_{W} ||Y - W * H ||{_F^2} + \lambda \sum_{i \neq j} |w_i^T * w_j|

How to formulate this problem in cvx. Kindly help.