The function is described as follows:
I have found that it is not convex when N>=3, and I feel that it shall be pseudo-convex. Can anyone help to prove it? Thanks.
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What sets do $\mathbf{R}^{N-1}{++}$ and $\mathbf{R}^{N \times N}{+}$ denote? – Galen Jul 28 '23 at 03:16
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At a glance looks like a quadratic form, but I wonder if $W$ doesn't qualify. – Galen Jul 28 '23 at 03:20
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I like this question, but it may be better suited for the math SE community. It appears to be purely math with no clear connection to statistics or machine learning. – Galen Jul 28 '23 at 03:28