How to solve Rayleigh Quotient type problem?
$$\max (w+w_0)^tC(w+w_0) \text{ s.t. } w'w=1,$$
where $w_0$ is given.
Thank you!
How to solve Rayleigh Quotient type problem?
$$\max (w+w_0)^tC(w+w_0) \text{ s.t. } w'w=1,$$
where $w_0$ is given.
Thank you!