So here is the problem:
$\max_{D} ~~ \|A+BD\|$
subject to
$\|D\|<1$ (any norm you like)
where matrices A and B are given.
The cost function is evidently convex as well as the constraint, but I'm looking for the maximum which may occur at the boundary.
What solver do you suggest? or do you have any idea to convex it to a convex optimization?
Note that this is a "matrix" optimization problem.