title: Minimizing a function in matlab
body: <p>I would like to minimize w'Hw, with respect to w, where w is a vector, and H is matrix. </p>
  
  <p>And with the following constraint, |w1|+|w2|+|w3| &lt; 3, ie. the l1 norm of the weights vector is less that 3. </p>
  
  <p>How can I do this in matlab? </p>
  
  <p>Thanks</p>