I am trying to find the maximum of a hermitian positive definite quadratic form x...
I am trying to find the maximum of a hermitian positive definite quadratic form (where and all eigenvalues of are non-negative) over the complex unit cube , where .
This is the problem of minimizing a concave function over a convex domain. I have read that this problem is NP-hard but there exist some bounds on the optimum. What global optimization technique would your recommend to tackle this problem numerically? Since I am new to the field of optimization, I would appreciate every answer, thanks!