Hii Everyone, I am trying to maximize the function V_opt= Tr(V^H*A*V)/Tr(V^H*B*V) subject to a constraint Tr(V^H*V)=1 where A and B are Hermitian symmetric matrices and are known. Can anyone help me with this
Have you been able to formulate a convex or quasi-convex optimization problem? I don’t see what such a formulation would be.
I will assume this problem is non-convex, unless you show otherwise. Perhaps YALMIP could be used with a local or global optimization solver.
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