Given real vectors $v$ and $r$ of the same size, what are the following?
- $\inf\{v'R^{-1}v \colon R>0, \text{diag}(R)= r\}$$\inf\{v'R^{-1}v ~ \colon ~ R>0 \, , \, \text{diag}(R)= r\}$
- $\sup\{v'Rv \colon R>0, \text{diag}(R)= r\}$$\sup\{v'Rv ~ \colon ~ R>0\, , \, \text{diag}(R)= r\}$
Note: $R > 0$ denotes positive definiteness, $x'$ denotes transpose, $\text{diag}(R)$ is the vector of the diagonal entries of matrix $R$.