Multivariate Newton method: portfolio optimization

Hi,

I am trying to solve the following equation using newton's method with getting infinitely large:

I am not super sure how to start this, I am not great with MATLAB but it is the only language I have exerience with. I am trying to minimize the x values so they converge as goes to infinity.

Any guidance would be so appreciated

[Alan Weiss]

Sorry, I do not understand your question. You give a function but do not say what equation you are trying to solve. ? Minimize ? What is the problem?

Alan Weiss

MATLAB mathematical toolbox documentation

[Hannah Shadel Plant]

Ok I am sorry, I am trying to minimize each of the x variables, they are the variances for the function. I want to start with = 1 and multiply by factors of 10 until 10,000 then show as infinity

[Alan Weiss]

I'm sorry, I still do not understand your problem. What do you mean "minimize the x values?" Take or ? No, you want to take μ to inifinity, and μ is multiplying a sum of squares, so each of those terms in the sum has to be zero, But what your real problem is I still don't understand.

Alan Weiss

MATLAB mathematical toolbox documentation