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 gives
The zero vector imposes no further condition. It follows that is a copositive matrix exactly when . Thus the feasible scalar set is , and
Both 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 .