given , , , , , and . We want to get by solving the following optimization problem:
where , whose entries are all 1's, is Hadamard product (elements-wise product).
For better reading, you can find this problem here.
I think it's a non-convex problem and those convex solver, such as CVXPY, can not handle it. I found a similar problem in StackExchange, and MANOPT is suggested to solve by Mark L. Stone. I am a fresh man in manifold and MANOPT, I would really appreciate it if someone can give me some advice about how to format the problem with MANOPT, or with other solver.