I have an optimization problem of the following form $$\text{minimize} \,\|Qa-b\|_2 \quad \text{ subject to } Q \succeq 0$$ where $a,b \in \mathbb{R}^n$ are given and the $n \times n$ square matrix $Q$ is the variable. - It is most probably a semidefinite programming problem. Is there a standard answer to this problem? - If not, which algorithm is best suited to solve this problem?