v2009.01.01 - Convex Optimization

v2009.01.01 - Convex Optimization v2009.01.01 - Convex Optimization

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756 INDEX unique, 56 conic, 64, 135 empty set, 64 convex, 55, 59, 135, 346 empty set, 59 extreme directions, 100 orthogonal matrices, 64 orthonormal matrices, 64 outer product, 59 permutation matrices, 63 positive semidefinite cone, 113 projection matrices, 59 rank-1 matrices, 61, 62 rank-1 symmetric matrices, 113 unique, 59 hyperboloid, 574 hyperbox, 76, 683 hypercube, 76, 201, 683 nonnegative, 266 slice nonnegative, 296, 336 hyperdimensional, 614 hyperdisc, 621 hyperplane, 66–68, 224 hypersphere radius, 69 independent, 79 movement, 69, 82, 203 normal, 68 separating, 77, 155 supporting, 74, 75, 111, 113 nontrivially, 75 polarity, 75 strictly, 75, 93 unique, 228 vertex-description, 71 hypersphere, 61, 69, 361, 409 circumhypersphere, 397 hypograph, 214, 242 idempotent, 643, 647 symmetric, 649, 652 iff, 717 image, 44 inverse, 44, 107, 108, 164 magnetic resonance, 326 indefinite, 416 independence affine, 71, 72, 127 preservation, 72 conic, 25, 126–131 dual cone, 176 preservation, 129 linear, 35, 127, 130, 581 preservation, 35 inequality angle, 350, 437 matrix, 381 Bessel, 651 diagonal, 553 generalized, 25, 95, 140, 152 dual, 152, 160 partial order, 93 Hardy-Littlewood-Pólya, 508 linear, 153 matrix, 25, 161, 164, 254, 255, 258 norm, 263, 720 triangle, 199 spectral, 418 trace, 553 triangle, 347, 379, 400, 401, 436 norm, 199 strict, 402 unique, 435 variation, 157 inertia, 417, 558 complementary, 420, 558 Sylvester’s law, 550 infimum, 243, 595, 649, 670, 717 inflection, 231 injective, 48, 49, 96, 191, 387 non, 49, 50 pseudoinverse, 639, 640 innovation, 30 rate, 325 interior, 37, 38 cone EDM, 447, 462 membership, 153 positive semidefinite, 104, 256 empty, 37 halfspace, 87

INDEX 757 of point, 37 ray, 90 relative, 37, 86 interior-point method, 248, 364, 487 intersection, 42 cone, 92 halfspaces, 68 hyperplane, 79 convex set, 73 line with boundary, 39 nullspaces, 81 planes, 80 positive semidefinite cone affine, 124, 258 geometric center subspace, 573 line, 367 subspaces, 81 tangential, 40 invariance, 382 Gram form, 383 inner-product form, 386 orthogonal, 48, 433 reflection, 384 rotation, 384 set, 415 translation, 382 inversion conic coordinates, 191 Gram form, 389 matrix, 580, 626 operator, 48, 49 invertible, 48 is, 709 isometry, 48, 433, 502 isomorphic, 47, 50, 53, 707 face, 112, 360, 464 isometrically, 39, 47, 108, 160 non, 573 range, 47 isomorphism, 47, 163, 390, 392, 446 isometric, 48, 433 symmetric hollow subspace, 54 symmetric matrix subspace, 51 iterate, 687 iteration alternating projection, 527, 687, 701 convex, see convex Jacobian, 222 K-convexity, 196 Karhunen−Loéve transform, 424 kissing, 145, 201, 202, 303–305, 361, 643 number, 362 KKT conditions, 505 Kronecker product, 108, 540, 606, 614, 632 eigen, 540 inverse, 329 positive semidefinite, 352, 552 projector, 688 pseudoinverse, 641 vector, 616 vectorization, 539 Lagrange multiplier, 157 Lagrangian, 192, 321, 333 largest entries, 204 Lasso, 326 lattice, 283–286, 292, 293 regular, 27, 282 Laurent, 413 law of cosines, 378 least 1-norm, 201, 202, 262, 303 norm, 201, 263, 642 squares, 280, 281, 642 Legendre-Fenchel transform, 518 Lemaréchal, 19 line, 224, 236 tangential, 41 linear algebra, 537 bijection, see bijective complementarity, 185 function, see operator independence, 35, 127, 130, 581 preservation, 35 inequality, 153 matrix, 25, 161, 164, 254, 255, 258 operator, 43, 48, 53, 196, 209, 211, 355, 389, 391, 433, 467, 537, 672

INDEX 757<br />

of point, 37<br />

ray, 90<br />

relative, 37, 86<br />

interior-point method, 248, 364, 487<br />

intersection, 42<br />

cone, 92<br />

halfspaces, 68<br />

hyperplane, 79<br />

convex set, 73<br />

line with boundary, 39<br />

nullspaces, 81<br />

planes, 80<br />

positive semidefinite cone<br />

affine, 124, 258<br />

geometric center subspace, 573<br />

line, 367<br />

subspaces, 81<br />

tangential, 40<br />

invariance, 382<br />

Gram form, 383<br />

inner-product form, 386<br />

orthogonal, 48, 433<br />

reflection, 384<br />

rotation, 384<br />

set, 415<br />

translation, 382<br />

inversion<br />

conic coordinates, 191<br />

Gram form, 389<br />

matrix, 580, 626<br />

operator, 48, 49<br />

invertible, 48<br />

is, 709<br />

isometry, 48, 433, 502<br />

isomorphic, 47, 50, 53, 707<br />

face, 112, 360, 464<br />

isometrically, 39, 47, 108, 160<br />

non, 573<br />

range, 47<br />

isomorphism, 47, 163, 390, 392, 446<br />

isometric, 48, 433<br />

symmetric hollow subspace, 54<br />

symmetric matrix subspace, 51<br />

iterate, 687<br />

iteration<br />

alternating projection, 527, 687, 701<br />

convex, see convex<br />

Jacobian, 222<br />

K-convexity, 196<br />

Karhunen−Loéve transform, 424<br />

kissing, 145, 201, 202, 303–305, 361, 643<br />

number, 362<br />

KKT conditions, 505<br />

Kronecker product, 108, 540, 606, 614, 632<br />

eigen, 540<br />

inverse, 329<br />

positive semidefinite, 352, 552<br />

projector, 688<br />

pseudoinverse, 641<br />

vector, 616<br />

vectorization, 539<br />

Lagrange multiplier, 157<br />

Lagrangian, 192, 321, 333<br />

largest entries, 204<br />

Lasso, 326<br />

lattice, 283–286, 292, 293<br />

regular, 27, 282<br />

Laurent, 413<br />

law of cosines, 378<br />

least<br />

1-norm, 201, 202, 262, 303<br />

norm, 201, 263, 642<br />

squares, 280, 281, 642<br />

Legendre-Fenchel transform, 518<br />

Lemaréchal, 19<br />

line, 224, 236<br />

tangential, 41<br />

linear<br />

algebra, 537<br />

bijection, see bijective<br />

complementarity, 185<br />

function, see operator<br />

independence, 35, 127, 130, 581<br />

preservation, 35<br />

inequality, 153<br />

matrix, 25, 161, 164, 254, 255, 258<br />

operator, 43, 48, 53, 196, 209, 211, 355,<br />

389, 391, 433, 467, 537, 672

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