Hi All,
How do I implement the sum of nuclear norms of a 3-D matrix in cvx?
Let X be a 3D matrix. I need to minimize the sum of the nuclear norm of each of the 2D matrix of X. i.e., minimize \sum (||X(:,:,i)||_{nuc})? where i is the index running through the number of 2D matrices
CVX throws an error when I tried implemented this: sum(nuc_norm(X(:,:,i)))