Use the optimization LagrangianSymmetry gives the gradient equations and . The positive-definite matrices are invertible, so defineThe affine constraint gives , henceFor a global certificate, write any other feasible point as . Feasibility implies . Expansion cancels the cross terms and leavesBy positive definiteness this is positive unless . Thus the solution is the unique global minimum, not merely a stationary point. This is a two-block instance of positive quadratic minimization under one affine constraint.
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