Hello all,
Is there any way to implement an algorithm on cvx to compute the unitary vectors at which a given matrix attains its norm? That is, we want to solve on cvx the following problem:
\begin{equation*}
\left{\begin{arrray}{l} \max |A x| \ |x|=1 \end{array} \right}
\end{equation*}
Thanks in advanced.
Clemente