Consider the following optimization problem:
Maximize $||X||$$\|X\|_2$, subject to $X$ being Hermitian (or symmetric, if you prefer) and a bunch of semidefinite constraints on $X$. I want to know if this can be written as a semidefinite program (SDP). Here, $||X||$$\|X\|_2$ is the spectral norm of $X$, which is justi.e., the largest eigenvalue of $X$ by magnitude since (since $X$ is Hermitian).
Can this be written as a semidefinite program (SDP)?
Instead of maximizemaximizing $||X||$$\|X\|_2$, if we had minimizeminimized $||X||$$\|X\|_2$, then this would be easy. We could add a new variable $t$ and minimize $t$ subject to $||X|| \leq t$$\|X\|_2 \leq t$ and the semidefinite constraints on $X$. Finally, $||X|| \leq t$$\|X\|_2 \leq t$ can be written as the constraint $-tI \preceq X \preceq tI$, which makes this a valid SDP.
My question is whether this can be done for maxwhen maximizing $||X||$$\|X\|_2$.