Given two optimization problems:
- $ \underset{X}{max} \quad tr(X^T B X A) $
- $ \underset{X}{max} \quad tr(X^T B^2 X A^2) $
where A,B are both symmetrisch positive definite. How can I show, that both optimizations are the same?
Given two optimization problems:
where A,B are both symmetrisch positive definite. How can I show, that both optimizations are the same?
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