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Is there a closed-form solution for $\max_D \operatorname{Tr}(ADBD)$
Is there a closed-form solution for
$$\max_D \operatorname{Tr}(ADBD)$$
where $D$ is a $N\times N$ diagonal matrix with $m<N$ number of $1$'s and the rest are $0$'s, and $A$ and $B$ are real ...