Copositive reformulation of an orthant Rayleigh minimum
ID: copositive-reformulation-of-an-orthant-rayleigh-minimum
Let for a real symmetric matrix . Compactness gives attainment. Homogeneity shows is a copositive matrix exactly when , provingIts conic program dual is the trace-normalized completely positive optimization problem. A minimizing vector gives , which certifies equality and dual attainment directly. In general differs from the unrestricted smallest eigenvalue.
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