How to minimize the portfolio variance with the weights

Hi all,

I have to try to find the weightings to minimize the portfolio variance/risk. I have 6 assets and all have a different variance, mean and return rate. I have made the covariance matrix and I now have to minimize

Does anybody have a clue how I am able to determine the w values for all 6 assets so that equation will be minimized? It is also important to know that the sum of all weights should be equal to 1.