Skip to main content

All Questions

Filter by
Sorted by
Tagged with
3 votes
2 answers
215 views

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 ...