I am using CVX for solving a trace norm minimization problem. I am just wonder if there is a way that I can have the results of cvx in each iteration (i.e., primal value, dual value, cputime). To be more clear, I want to have them saved on a file then I can access them (not on my screen).
You can always use the ‘dumpfile’ feature; type
help cvx_solver_settings on the MATLAB command line for more information about this. But this only saves the screen output of the solver. There is no other way to save the intermediate results.