I want to define a weighted nuclear norm, i.e.,
$$\|X\|_{w,*}=\sum_{i=1}^{m}{w_i\sigma_i(X)}$$
in CVX, but I can't. CVX has a function for nuclear norm called norm_nuc, but I do not know how to change it to work with my function. The problem is that CVX does not understand svd.
Does anyone have experience in CVX ?