Is 1/T_r(X^T PX) concave, if P is p.s.d?

Nigro6f

Nigro6f

Answered question

2022-10-31

Is 1 T r ( X T P X ) concave, if P is p.s.d?

Answer & Explanation

Travis Sellers

Travis Sellers

Beginner2022-11-01Added 18 answers

Notice that in the simplest case when P is a positive number, and X is a real number, we should consider 1 x 2 , which is convex in each piece of its domain.

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