Dcp2Cone canonicalizer for the nuclear norm atom

Dcp2Cone.normNuc_canon(expr, args)

Arguments

expr

An Expression object

args

A list of Constraint objects

Value

A cone program constructed from a nuclear norm atom, where the objective function consists of .5 times the trace of a matrix X of size m+n by m+n where the constraint consist of the top right corner of the matrix being the original matrix.