Minimization of a function

I have only two matrices A=[1,2 4; 2, 3, 4; 1, 2,3] and B=[1,2 4; 1, 2,3] in my hands. I want to solve the following problem.

where ,

such that

,

.

Please help me in providing the complete program.

Once it is computed, then I can use ''for loop'' for computing min for all rows of A and then max.

Thanks for sparing time.

[Rik]

Related to this question?

[Sultan]

Rik Wisselink yes. Since people are confused about the question so I have reframed here.

I am still waiting for a solution.

Can anyone provide the program please?

Thanks!

[Image Analyst]

What is allowed to change? Lambda1 and lambda2? Is there some clever method you have heard of? Of course we could do it numerically with a simple brute force iteration over all possible values of lambda1 and lambda2. Would that be good enough?

[Walter Roberson]

We are not likely to give you complete code. If you show your code and your error message then we will help you debug.

Answer 1

[Matt J]

See lsqlin.

Answer 2

[Sultan]

Is it correct code for the above problem? In place of λ, I have used x.

A = [1 2 4; 2 3 4; 1 2 3]; B = [1 2 4; 1 2 3]
%Given: A; B;
%A = load('matrixA');
%B = load('matrixB');
n = length(B);
C = B'; 
D = ones(1,n);
for i = 1:length(A)
cvx_begin
    variable x(n)
    minimize( norm(A(i,:)' - C*x, 2))
    subject to
         D * x == 1
        0 <= x <= 1
cvx_end
optimalValue(i) = cvx_optval^2;
X(:,i) = x; 
end
maximumValue = max(optimalValue);

We can also use lsqlin. Thanks everyone for helping me.