CVXR: norm_nuc – R documentation

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norm_nuc

Nuclear Norm

Description

The nuclear norm, i.e. sum of the singular values of a matrix.

Usage

norm_nuc(A)

Arguments

`A`	An Expression or matrix.

Value

An Expression representing the nuclear norm of the input.

Examples

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

CVXR

Disciplined Convex Optimization

v1.0-10

Apache License 2.0 | file LICENSE

Authors

Anqi Fu [aut, cre], Balasubramanian Narasimhan [aut], David W Kang [aut], Steven Diamond [aut], John Miller [aut], Stephen Boyd [ctb], Paul Kunsberg Rosenfield [ctb]

Initial release