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edited body

edited Oct 7, 2021 at 14:58

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This is shown in example 3.4 "Matrix Fractional Function" of Convex Optimization – Boyd and Vandenberghe. The epigraph is transformed via Schur Complement (to handle the matrix inverse) into a convex LMI.

answered Oct 7, 2021 at 14:33

Mark L. Stone

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