-In PortPy, you can apply the sparse-plus-low-rank compression using the following lines of code. Unlike the sparse-only compression using RMR, which did not require any changes other than replacing $𝐴x$ with $𝑆x$ in your optimization formulation and code, this compression requires adding a linear constraint $y=𝑊x$ and replacing $Ax$ with $𝑆x+Hy$. These changes can be easily implemented using CVXPy (see the [Sparse-Plus-Low-Rank Matrix Compression](https://github.com/PortPy-Project/CompressRTP/blob/main/examples/matrix_sparse_plus_low_rank.ipynb) for details).
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