for unconstrained optimization in MATLAB you can use fminunc
. To do so, you can define your cost function:
function z = costfun(x)
f = F*A*F'; % where F is a function of x=[x_1,...y_n]
then call fminunc
to find the minimum. Vector x0
is provided as a starting point for searching.
[x,zval] = fminunc(@costfun,x0);