In[]:=
deploy
Sat 30 Nov 2019 18:57:15

Maximizing quantities of trace

In[]:=
Clear[a];​​​​d=2;​​A=Array[a[Min[#1,#2],Max[#1,#2]]&,{d,d}];​​vars=DeleteDuplicates[Flatten[A]];​​​​X=Transpose@RandomVariate[dist,n];​​H=DiagonalMatrix[{1,2}];​​objective=
2
Tr[H.A]
+2Tr[H.A.H.A]
Tr[A.H.A]
;​​Maximize[objective,vars]
Out[]=

1
2
(9+
17
),a[1,1]-1,a[1,2]0,a[2,2]
1
6+
1
2
(-9-
17
)
+
1
2
-16-
9
2
(-9-
17
)-
1
4
2
(-9-
17
)

-6+
1
2
(9+
17
)
