I need to solve the problem shown below, but I do not know what optimization libraries can solve this problem.
The optimization target is a 3x3 matrix A and a 3D vector b, given the 3D vectors xi where i=1,2,...,N.
I need a C/C++ optimization library, hopefully open source, light and fast. If you have any idea, help me. I would appreciate more if you let me know the related class or method in the library. Thank you!