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How to express trace(V'HV) using CVX?

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Mar 24, 2024
S
Mashauifei
Mar 24, 2024 #1

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Mashauifei
Mar 24, 2024 #2

I have solved it, thanks this platform.

M
Mark L. Stone
Mar 24, 2024 #3

Yes, presuming H_V and H_{VE} are psd, the Frobenius norm is your friend.

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