1
$\begingroup$

I'm trying to find good bounds for optimizing $A$ under following constraint:

$max_{{\left\|u\right\|}_{\infty}\le 1}{\quad u^T A u}$

Not really sure how to approach it but I guess a condition on some norm of A or its trace would be great.

$\endgroup$

0

You must log in to answer this question.

Browse other questions tagged .