I am wondering whether there is a command for the nuclear norm (or Schatten norms in general) in CVX?
Yes, please see
norm_nuc. It’s in the manual, but to be fair, we don’t call it the nuclear norm there, so it’s reasonable to miss it.
Thank you very much! I did a site search as well as a pdf full text search but have still missed it.
It would definitely be a good idea for me to include the word “nuclear” in the description!
Still to be done