I'm looking for insight in solving the following optimization over symmetric matrices A and positive-definite H.
$$R=\max_{A}\frac{\text{tr}(HA)^2+2\text{tr}(HAHA)}{\text{tr}(AHA)}$$
The paper originally states that this reduces to generalized eigenvalue problem, can anyone see the conversion?
Using CAS I can see the following sample solution
$$R=\frac{9+\sqrt{17}}{2}$$ for $$H=\left(\begin{matrix} 1 & 0 \\ 0 & 2\end{matrix}\right)$$