How can I implement the l1-SVD using cvx?

1

As you guys already know, l1- SVD optimization may be implemented by using CVX.

But how can I achieive commands in matlab about l1-SVD??. I would like to know the commands.

cvx_begin

variable S(m,n)
***||Y-AS||^2_f+lambda*||s||_1***

cvx_end

s is m*1 vector whose entries are defined to be the 2-norm of the corresponding rows of matrix S.
lambda is the pre-given regularization parameter.

I would appreciate any help

2

I believe the key function you are looking for here is sum(norms(S,2,2)). Look at the online help for the norms function for details. This is a CVX-specific function.

3

Thanks for the quick reply. Your comment is really helpful.