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iglesias/run.m

Created October 12, 2020 08:52
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CVX experiment
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run.m
c_num_simulations = 1000;
for n = 1:c_num_simulations
cvx_begin
variable Z(66, 7);
rho = 1; tau = 0.5;
objective = rho*norm_nuc(Z) + tau*sum(norms(Z, 2, 2));
minimize(objective);
subject to
% y is an observation
% A and V are model matrices
y == V*A*vec(Z);
cvx_end
end
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