Let $C$ be a given symmetric matrix, $A$ be a given Hurwitz matrix and $X$ be a symmetric positive definite matrix. Is the following problem solvable to give unique, optimal $X$?
max $tr (CX)$ subject to
$AX + XA^T<0$ and $X>0$
Let $C$ be a given symmetric matrix, $A$ be a given Hurwitz matrix and $X$ be a symmetric positive definite matrix. Is the following problem solvable to give unique, optimal $X$?
max $tr (CX)$ subject to
$AX + XA^T<0$ and $X>0$
Without any extra conditions on $C$, then no. For example, think of $C=I$, $A=-\frac{1}{2}I$. Then your program becomes
$$\max \sum_i x_{ii}$$
$$\text{subject to } X>0$$
which does not have a unique solution.