# Problem solving a simple SDP in ProximalAlgorithms.jl

**URL:** https://discourse.julialang.org/t/problem-solving-a-simple-sdp-in-proximalalgorithms-jl/37118
**Category:** General Usage
**Tags:** optimization
**Created:** [April 6, 2020, 4:50pm UTC](https://discourse.julialang.org/t/problem-solving-a-simple-sdp-in-proximalalgorithms-jl/37118 "2020-04-06T16:50:52Z")
**Posts on this page:** 1
**Page:** 1

<div class="post-metadata">

### Author: ![Shuvomoy\_Das\_Gupta](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/shuvomoy_das_gupta/32/10069_2.png) [@Shuvomoy\_Das\_Gupta](https://discourse.julialang.org/u/Shuvomoy_Das_Gupta)
#### Post date: [April 6, 2020, 4:50pm UTC](https://discourse.julialang.org/t/problem-solving-a-simple-sdp-in-proximalalgorithms-jl/37118/1 "2020-04-06T16:50:53Z")

</div>

Dear All,

I am having issues running the following trivial problem in `ProximalAlgorithms.jl`:

```julia
using ProximalAlgorithms, ProximalOperators

# optimization problem: 
# minimize || X ||_{*} // nuclear norm
# subject to X >= 0

f = IndPSD() # indicator function for PSD matrices
g = NuclearNorm() # nuclear norm function

x0 = zeros(10,10) # this is also the optimal solution

solver = ProximalAlgorithms.DouglasRachford{R}(gamma=Float64(1), tol=TOL, verbose = true, freq = 1)

y, z, it = solver(x0, f=f, g=g)

```

where I am getting the following error:

```julia
MethodError: no method matching prox!(::Array{Float64,2}, ::IndPSD, ::Array{Float64,2}, ::Float64)
Closest candidates are:
  prox!(::AbstractArray{T,N} where N, !Matched::CubeNormL2{R}, ::AbstractArray{T,N} where N, ::R) where {R, T<:Union{Complex{R}, R}} at C:\Users\shuvo\.julia\packages\ProximalOperators\18mAn\src\functions\cubeNormL2.jl:42
  prox!(::AbstractArray{R,N} where N, !Matched::ElasticNet{R}, ::AbstractArray{R,N} where N, ::R) where R<:Real at C:\Users\shuvo\.julia\packages\ProximalOperators\18mAn\src\functions\elasticNet.jl:39
  prox!(::AbstractArray{T,N} where N, !Matched::HuberLoss, ::AbstractArray{T,N} where N, ::Real) where T<:Union{Real, Complex} at C:\Users\shuvo\.julia\packages\ProximalOperators\18mAn\src\functions\huberLoss.jl:60
  ...
iterate(::ProximalAlgorithms.DRS_iterable{Float64,Float64,Array{Float64,2},IndPSD,NuclearNorm{Float64}}, ::ProximalAlgorithms.DRS_state{Array{Float64,2}}) at douglasrachford.jl:30
iterate(::ProximalAlgorithms.DRS_iterable{Float64,Float64,Array{Float64,2},IndPSD,NuclearNorm{Float64}}) at douglasrachford.jl:30
iterate(::ProximalAlgorithms.IterationTools.HaltingIterable{ProximalAlgorithms.DRS_iterable{Float64,Float64,Array{Float64,2},IndPSD,NuclearNorm{Float64}},ProximalAlgorithms.var"#stop#25"{ProximalAlgorithms.DouglasRachford{Float64}}}) at iterationtools.jl:20
iterate at iterators.jl:587 [inlined]
iterate at iterators.jl:585 [inlined]
iterate at iterators.jl:139 [inlined]
iterate at iterators.jl:138 [inlined]
iterate at iterationtools.jl:79 [inlined]
iterate at iterationtools.jl:79 [inlined]
iterate at iterationtools.jl:52 [inlined]
loop at iterationtools.jl:126 [inlined]
#_#24(::IndPSD, ::NuclearNorm{Float64}, ::ProximalAlgorithms.DouglasRachford{Float64}, ::Array{Float64,2}) at douglasrachford.jl:70
(::Core.var"#kw#Any")(::NamedTuple{(:f, :g),Tuple{IndPSD,NuclearNorm{Float64}}}, ::ProximalAlgorithms.DouglasRachford{Float64}, ::Array{Float64,2}) at none:0
top-level scope at testing_proximal_algorithms.jl:58

```

Please let me know how I can resolve the issue.

Best Regards,  
Shuvo