The form of my problem is: $$ \min_W \|Y-WX\|_F^2-\|V-WU\|_F^2 $$ $$ s.t. \|W\|_F=1 $$
All five variables are matrices. Since the norm constraint is a non-convex one, I have no idea how to solve this problem. Could someone help me find the answer? Or if the answer cannot be found, is there anyway to rewrite this problem that gives similar result? Thanks!