$\min_{\beta}\beta^{T} A \beta$ $s.t. \ \beta^{T} C \beta=1\ and\ \beta\geqslant 0$ Here $A,C\in \mathbb{R}^{M\times M}$, $\beta \in \mathbb{R}^{M}$ I saw in one paper saying that it could be solved via its semidefinite programming relaxation by adding an auxiliary variable $B \in \mathbb{R}^{M \times M}$ like this: $\min_{\beta ,B}trace(AB)$ $s.t.trace(CB)=1$, $\beta \geqslant 0$, $\begin{bmatrix} 1 & \beta^{T}\\\\ \beta& B \end{bmatrix}\succeq 0$ where $\succeq 0$ means left matrix is positive semidefinite. I don't get how this is done, and besides, how to solve such a problem using any possible C/C++ software? Thanks. $;)$