Does Optim not support function optimization with matrix variables?

[Tamas_Papp]

@F-YF

When my objective function is multiple matrices, vectorization of variables with vec will cause problems, Is there any alternative that can replace vec?

You can split an input vector into two vectors, and reshape those. Eg something like

julia> a = 1:10
1:10

julia> reshape(@view(a[1:6]), 2, 3), reshape(@view(a[7:end]), 2, 2)
([1 3 5; 2 4 6], [7 9; 8 10])

Most (all?) multivariate optimization routines operate \mathbb{R}^n, so you have to map back and forth. This is a normal part of numerical optimization.