Hi all,

I have an optimization problem as following.

```
variable w(P,1)
minimize ||K-(w*w')*K*(w*w')||
subject to norm(w)=1
```

where the matrix K is a given P-by-P symmetric PSD matrix.

I have read a few tutorials about SDP problems but I haven’t got an idea how could I formulate my problem as an SDP problem.

Thanks for any advice in advance!