I have the following optimization problem $$\min_{A \in \textbf{R}^{k\times k}} \parallel Y - YA \parallel_2^2 + \lambda_1 \parallel A \parallel_{1,2} + \lambda_2 \parallel A \parallel_1$$
For this I have written the following code:
cvx_begin
variable A(n,n)
minimize(norm(Y - Y*A,2)^2 + lambda_1 * norms(norms(A,1,2)) ...
+ lambda_2 * sum(norms(A,1,1)))
cvx_end
I get the following error
Disciplined convex programming error:
Illegal operation: {convex} .^ {2}
(Consider POW_P, POW_POS, or POW_ABS instead.)
How should I formulate the problem?