# Optimization of difference of two convex function.

Suppose we have to minimize a function $f(X,Y)-g(X,Y)$, where both the functions are convex. How can this be solved in matlab? Is there any tool to solve this in matlab?

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There are a lot of optimization functions in Matlab. Which to choose depends on the functions $f$ and $g$. For example, you can try fminunc, especially if you know first or second derivatives, or fminsearch for a derivative-free method.
suppose $f(X,Y)=|l*X*h|^2/(Y(1,:)+0.01)$, then how it can be written using fminsearch . will you help me in writing the code for this? – user3256924 Feb 26 '14 at 10:50