Parameters
        ----------
        m, n : int
            Dimensions that of solution matrix
        Returns the objective function and a variable representing the
        solution to the convex optimization problem.

def _create_objective(self, m, n):
        """
        Parameters
        ----------
        m, n : int
            Dimensions that of solution matrix
        Returns the objective function and a variable representing the
        solution to the convex optimization problem.
        """
        # S is the completed matrix
        shape = (m, n)
        S = cvxpy.Variable(shape, name="S")
        norm = cvxpy.norm(S, "nuc")
        objective = cvxpy.Minimize(norm)
        return S, objective