Minimize g: g=tr(WX) and X=TT^t
Under the constraint tr(KX^(-1) )=n and X=TT^t
K,W are symmetric and positive definite matrices
T is not singular
T∈R^nxn ,K,W ∈R^nxn , n is scalar
For which matrix T we have the minimum g?
Minimizing $\mbox{tr} (WX)$ subject to $\mbox{tr} (KX^{-1}) = n$ and $X \succ 0$
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optimization
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0T∈R^nxn ,K,W ∈R^nxn, n is scalar – 2017-02-04