Semidefinite relaxation of slab-constrained quadratic maximization
ID: semidefinite-relaxation-of-slab-constrained-quadratic-maximization
Replacing by a general positive semidefinite matrix relaxes maximization of subject to . The relaxed value is an upper bound because has trace and satisfies the same quadratic constraints. Both problems are unbounded if the fail to span the ambient space. If they span it, is positive definite and , proving boundedness and attainment of the relaxation.
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