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My question is as follows. Is it possible to obtain a closed form solution to

[itex] \displaystyle \max_{\xi\ge 0, \lambda\ge 0}\,\, -\frac{1}{2}\||\xi\||^2

+(\xi,\,\lambda) -\frac{1}{2}\||\lambda\||^2[/itex]

Here [itex]\xi[/itex] and [itex]\lambda[/itex] are vectors.

Thank you.

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# Closed-form solution of a quadratic optimization problem

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