This would be straightforward were it not for the Hadamard product.
By Schur product theorem, the Hadamard product of two psd matrices is psd. But have you proven this is a convex optimization problem? If so, is your proof constructive?
This would be straightforward were it not for the Hadamard product.
By Schur product theorem, the Hadamard product of two psd matrices is psd. But have you proven this is a convex optimization problem? If so, is your proof constructive?