Skip to main content

Minimizing the largest eigenvalue of matrices product

Let $A(m,n)$, $B(n,k)$, $C(k,m)$ be given complex matrices. The objective of the optimization problem is: \begin{equation} \mathop {\arg \min }\limits_X \left[ {{\lambda _{\max }}\left( {A + BXC} \right){{(A + BXC)}^H}} \right], \end{equation} where $X$ is a $(k,k)$ complex matrix

hichem hb
  • 377
  • 1
  • 11