Using custom linear operators (e.g., SPOT)?

Is there a good way to use custom linear operators, such as those defined using the SPOT framework, within CVX blocks? For all intents and purposes, these are objects that function like normal matrices in terms of syntax, but in actual implementation the mtimes() function will be overloaded to perform the matrix-multiply procedurally. A good example is the DFT object which functions like a native matrix but is implemented with calls to fft().

Similar functionality already exists in TFOCS, where you can define a linear operator that functions as a wrapper for existing SPOT objects.

No, there is not. None of the four solvers that CVX supports provide for this. It’s something I have on a long-term plan, but it will still require a new solver that can handle it.