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How can I find an optimised set of vectors

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I have a set of orthonormal vectors, . There are b-many of them. I want to form other vectors, v, using these as basis vectors, i.e.
here the are the coefficients in these linear combinations. Essentially, I want to find a new set of b-many vectors, , which are all mutually orthonormal, and hence form a basis for the same space. However, I want these vectors to be optimised, in that they minimize some function,
i.e. I'd be minimising C. Is there a form of constrained optimisation, implementable in MATLAB, that would allow me to do this?

Answers (1)

Chaitanya Mallela
Chaitanya Mallela on 22 Dec 2020
Refer the documentation for the Constrained Optimization Algorithms


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