Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 339 1 g Solution Created 2026-10-03 Updated 2026-10-06
Let . This set is nonempty and compact for , and the quadratic form is continuous. Its minimum is therefore attained.
For every nonzero in the nonnegative orthant, normalizing givesThe zero vector imposes no further condition. It follows that is a copositive matrix exactly when . Thus the feasible scalar set is , andBoth optima are attained. This copositive reformulation of an orthant Rayleigh minimum follows directly from homogeneity; it does not require invoking a duality theorem for the original nonconvex constraint.
The restriction to matters. For the matrix in part (a), this minimum is whereas the unrestricted smallest eigenvalue is .