Let $A\in\mathbb{C}^{m\times n}$, $B\in\mathbb{C}^{n\times k}$, $C\in\mathbb{C}^{k\times m}$ be given complex matrices. The objective of the optimization problem is \begin{equation} \mathop {\arg \min }\limits_X \lambda_{\max} \left( (A + BXC)(A + BXC)^H \right), \end{equation} where $X\in\mathbb{C}^{k\times k}$ is a matrix with $||x(i,j)||<1$?
Minimizing the largest eigenvalue of matrix product
hichem hb
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