Nuclear Norm
The nuclear norm, i.e. sum of the singular values of a matrix. methods
norm_nuc(A)
A
: An Expression or matrix.An Expression representing the nuclear norm of the input.
C <- Variable(3,3) val <- cbind(3:5, 6:8, 9:11) prob <- Problem(Minimize(norm_nuc(C)), list(C == val)) result <- solve(prob) result$value