I have the following optimization problem
$$ \max_{R: RR^{T}=I} \mbox{Tr} \left( M \left( R A R^{T} - K R^{T} \right) \right) $$
where:
$A$ is a rank-one square matrix (assume the first row that are all positive, have been repeated for the next rows)
$K$ is a symmetric positive definite matrix
$M$ is a square, symmetric matrix with singular values $1$ or $0$, and $M^{2} = M$
How would one solve this optimization problem?