@Craige_Hales and @jthi have pointed accurately to the Minimize() function.
However, it may be better to step back and ask what you're actually looking to do. MATLAB and JMP have very different usage paradigms, but some overlap in functional outcomes.
If you're looking to optimize a specific function you may find that the Profiler works better for you interactively and visually than approaching it through programming (with JSL).
What's your goal and what do you have to start with?
-Jeff