multivariate optimazion question

#1
Hi all,

I need to solve a optimization problem like this
min||XW-YV||_{F}^{2}, that's to minimize the Frobenius norm. X and Y have the same number of rows and maybe different number of column. W and V are the transformation to be determined. The constraints are
1 W is a diagonal matrix and has the same number of columns as X
2 W'W=I

How to solve this problem and how do I start. Any input is appreciated.
 
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