Consider a real symmetric matrix . The associated quadratic form is a convex function on all of iff is positive semidefinite, i.e., if for all .
Now suppose we have a convex subset of such that implies . Is a convex function on (even if is not positive definite)? Of course, the answer in general is "no," but we can still ask about the most inclusive conditions under which convexity holds for a given and . In particular I'm interested in the question:
Suppose we have a quadratic form . What is the weakest condition on that guarantees it will be convex when restricted to the set of positive semidefinite matrices?
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