I want to minimize $$W\, \text{tr}\left([A-Y_{pie}][A-Y_{pie}]^T\right) + \lambda\Vert A\Vert\, \enspace ,$$ however, I encounter the following problem:
Disciplined convex programming error: Only scalar quadratic forms can be specified in CVX.
Would you like to solve with this, please? Thank you!
Ypie=T*Y; % Y is k*n matrix,T is k*k matrix ,W is a n*k matrix
lamda=0.01;
cvx_begin
variable A(K,n)
minimize (W.*trace((A-Ypie)*(A-Ypie)')+lamda*norm_nuc(A))
cvx_end