I'm working on solving this kind of weird Lagrangian function like below:
$$ L_{X,U} = \| X \|_{1}^{TNN} + \lambda \| \hat{M} U \| - \lambda_2 \| U -D X_{rs} \| + \beta_2 \| U - DX_{rs} \|_{F}^2 $$
where $X_{rs}$ is the reshaped version of $X$. Say, $X$ has shape $50 \times 3$ and $X_{rs}$ has shape of $25 \times 2 \times 3$. Is there any way to solve this?