Rayleigh quotient optimization Nonconvex Jun 26, 2019 G Gyan Swarup Nag Jun 26, 2019 #1 How to solve the problem maximize x^Gx/x^*x subject to the constraints x^*H_1x=0 and x^H_2x=0, where G , H_1 and H_2 are hermitian matrices, my question is how to code this problem in cvx ? M Mark L. Stone Jun 26, 2019 #2 x^*H_1*x=0 and x^H_2*x=0 are non-convex constraints
