Maximizing f(x) = x'Ax  makes sense only when A is negative-definite.  Therefore, this is the same as minimizing x'Bx, where B = -A, and B is positive-definite.

In other words, you should be able to simply flip the sign of the original matrix .  This should yield a positive-definite matrix since the original matrix ought to be negative-definite.

Ravi

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Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University

Ph. (410) 502-2619
email: rvaradhan@jhmi.edu<mailto:rvaradhan@jhmi.edu>


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