## Is there a nuclear norm approximation for stochastic gradient descent optimization?

I want to minimize $E$ by using stochastic gradient descent. I know that there is a sub-differential for the nuclear norm, but i want to know if is there a approximation of nuclear norm in order to use stochastic gradient descent (s.g.d.) directly?. The cost function is defined as below: $$E(\Omega) = f(\Omega) + \lambda … Read more