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    $\begingroup$ Which variables here are kept fixed and which ones are you optimizing over? $\endgroup$ Commented Aug 13, 2019 at 15:44
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    $\begingroup$ the parameter to optimize is the matrix Q, its PSD symmetric and real with random value $\endgroup$ Commented Aug 16, 2019 at 9:42
  • $\begingroup$ What does it mean to say that you are optimizing with respect to a parameter that has "random value"? $\endgroup$ Commented Aug 19, 2019 at 3:58
  • $\begingroup$ @user44191 all data are random variable so Q will be combination of random matrix am looking for this relation, i have try to solve the problem based on KKT theorem $\endgroup$ Commented Aug 19, 2019 at 13:22