Which solver should be used in MATLAB for the following optimization problem:
Generating a non symmetric positive matrix B such that the product of B with a non symmetric positive matrix A has the minimum second largest eigenvalue. Both A and B are stochastic so largest eigenvalue is 1. I want to generate B such that
minimize(second_largest_eigenvalue(B*A)), where A is known.
Note: cvx can only do this for symmetric matrices.