Question: Solve this minimization problem: min_{Lambda; F_t} 1/NT sum_{t=1}^T (X_t - Lambda F_t)' Sigma_{ee}^{-1} (X_t - Lambda F_t) subject to Lambda' Lambda =

Solve this minimization problem: \min_{\Lambda; F_t} 1/NT \sum_{t=1}^T (X_t - \Lambda F_t)' \Sigma_{ee}^{-1} (X_t - \Lambda F_t) subject to \Lambda' \Lambda =

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