Lemma 5: $M\succeq_{\mathcal C(\mathcal K)}A^\top A$ iff some $H\succeq0$ has $M\succeq_{\mathcal C(\mathcal K)}H$ and $[H\ A^\top;\ A\ \mathbb I]\succeq0$

Initializing...

Lemma 5: $M\succeq_{\mathcal C(\mathcal K)}A^\top A$ iff some $H\succeq0$ has $M\succeq_{\mathcal C(\mathcal K)}H$ and $[H\ A^\top;\ A\ \mathbb I]\succeq0$ · Prove2Me