From: Lena Yakovlev on
Dear MatLab Users,

I have to solve a minimization problem, such that (Y-Xp)`(Y-Xp), X, Y some given matrices and p is to be determined for minimization under some linear constraints (What I am trying to do is to estimate a Markov Transition Matrix through minimizing sum of squared errors).

All the stuff I come across in MatLab requires decision variable to be in vector form to undertake some kind of optimization. (Or is not it?)

Do you have some advise on this?

That might seem really simple, but I am pretty new to MatLab and it took me quite a while to figure out what I have asked here.

Best Regards,