v2009.01.01 - Convex Optimization

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

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762 INDEX doubly stochastic matrices, 63 halfspace-description, 132 vertex-description, 59, 134 vertices, 134 polynomial, 558 constraint, 206, 315 objective, 315 quadratic, 558 polytope, 132 positive, 719 definite Farkas’ lemma, 256 semidefinite, 545 difference, 124 Farkas’ lemma, 255 square root, 564 strictly, 399 precision numerical, 248, 265, 291, 333, 525 primal feasible set, 254 problem, 146, 247 via dual, 261 principal component analysis, 323, 424 eigenvalue, 323 eigenvector, 323, 324 submatrix, 365, 435, 440, 464, 555 leading, 400, 402 theorem, 555 principle halfspace-description, 66 separating hyperplane, 77 supporting hyperplane, 75 problem 1-norm, 201–203, 262 nonnegative, 203, 297, 303, 304 Boolean, 63, 76, 261, 315, 409 cardinality, 296, 323, 333 Boolean, 261 nonnegative, 203, 294, 297, 303, 304 signed, 306 combinatorial, 204, 311, 315, 318, 536 completion, 348, 405, 412, 443, 452, 698, 699 compressed sensing, see compressed concave, 195, 246 conic, 146, 184, 246 convex, 146, 157, 184, 195, 200, 211, 218, 248, 255, 512, 673 geometry, 19, 25 nonlinear, 245 tractable, 246 dual, 144, 192, 204, 247, 259–261, 321 equivalent, 278 feasibility, 185 semidefinite, 251, 340 max cut, 318 minimax, 146 nonlinear, 365 convex, 245 prevalent, 501 primal, 146, 247 via dual, 261 Procrustes, see Procrustes proximity, 495, 497, 503 same, 278 statement as solution, 245 stress, 502, 523 procedure rank reduction, 269 Procrustes combinatorial, 311 compressed sensing, 314 diagonal, 608 linear program, 605 maximization, 605 orthogonal, 602 two sided, 604, 606 orthonormal, 310 solution unique, 603 symmetric, 607 translation, 603 product Cartesian, 43, 92, 147, 254, 695, 713 direct, 614 eigenvalue, 551, 552 Hadamard, 46, 514, 538, 615, 708 inner, 355

INDEX 763 vector, 45, 241, 248, 325, 379, 662, 709 vectorized matrix, 45, 547 Kronecker, 108, 540, 606, 614, 632 eigen, 540 inverse, 329 positive semidefinite, 352, 552 projector, 688 pseudoinverse, 641 vector, 616 vectorization, 539 outer, 59 positive definite nonsymmetric, 544 positive semidefinite symmetric, 555 pseudoinverse, 640 Kronecker, 641 tensor, 614 program, 76, 245 convex, see problem geometric, 8 integer, 63, 76, 409 linear, 76, 81, 82, 147, 199, 211, 245, 247, 248, 362 dual, 147, 247 prototypical, 147, 247 nonlinear convex, 245 semidefinite, 147, 199, 211, 245, 247, 313 dual, 147, 247 prototypical, 147, 247 Schur-form, 206, 219, 516, 527, 682 projection, 47, 639 algebra, 654 alternating, 361, 687, 688 convergence, 692, 694, 696, 699 distance, 690, 691 Dykstra algorithm, 687, 700, 701 feasibility, 690–692 iteration, 687, 701 on affine/psd cone, 697 on EDM cone, 527 on halfspaces, 689 on orthant/hyperplane, 693, 694 optimization, 690, 691, 700 over/under, 695 biorthogonal expansion, 656 coefficient, 167, 472, 661, 668 cyclic, 689 direction, 649, 652, 664 nonorthogonal, 646, 647, 661 dual, 674 on cone, 677 on convex set, 674, 676 on EDM cone, 529 optimization, 675 easy, 683 Euclidean, 122, 497, 500, 504, 506, 514, 525, 674 matrix, see matrix minimum-distance, 647, 650, 670, 673 nonorthogonal, 513, 646, 647, 661 eigenvalue coefficients, 663 oblique, 201, 202, 502, 643 of matrix, 669, 671 of origin, 201, 202, 643, 659 of PSD cone, 110 of range/rowspace, 673 on affine, 44, 655, 659, 661 origin, 201, 202, 643, 659 vertex-description, 660 on algebraic complement, 648 on basis nonorthogonal, 655 orthogonal, 655 on box, 683 on cardinality k , 684 on cone, 678, 680, 684 EDM, 515, 525 polyhedral, 684 truncated, 681 on convex set, 673 in affine subset, 686 in subspace, 685, 686 on convex sets, 689 on dyad, 662, 664 on ellipsoid, 308 on Euclidean ball, 683

762 INDEX<br />

doubly stochastic matrices, 63<br />

halfspace-description, 132<br />

vertex-description, 59, 134<br />

vertices, 134<br />

polynomial, 558<br />

constraint, 206, 315<br />

objective, 315<br />

quadratic, 558<br />

polytope, 132<br />

positive, 719<br />

definite<br />

Farkas’ lemma, 256<br />

semidefinite, 545<br />

difference, 124<br />

Farkas’ lemma, 255<br />

square root, 564<br />

strictly, 399<br />

precision<br />

numerical, 248, 265, 291, 333, 525<br />

primal<br />

feasible set, 254<br />

problem, 146, 247<br />

via dual, 261<br />

principal<br />

component analysis, 323, 424<br />

eigenvalue, 323<br />

eigenvector, 323, 324<br />

submatrix, 365, 435, 440, 464, 555<br />

leading, 400, 402<br />

theorem, 555<br />

principle<br />

halfspace-description, 66<br />

separating hyperplane, 77<br />

supporting hyperplane, 75<br />

problem<br />

1-norm, 201–203, 262<br />

nonnegative, 203, 297, 303, 304<br />

Boolean, 63, 76, 261, 315, 409<br />

cardinality, 296, 323, 333<br />

Boolean, 261<br />

nonnegative, 203, 294, 297, 303, 304<br />

signed, 306<br />

combinatorial, 204, 311, 315, 318, 536<br />

completion, 348, 405, 412, 443, 452,<br />

698, 699<br />

compressed sensing, see compressed<br />

concave, 195, 246<br />

conic, 146, 184, 246<br />

convex, 146, 157, 184, 195, 200, 211,<br />

218, 248, 255, 512, 673<br />

geometry, 19, 25<br />

nonlinear, 245<br />

tractable, 246<br />

dual, 144, 192, 204, 247, 259–261, 321<br />

equivalent, 278<br />

feasibility, 185<br />

semidefinite, 251, 340<br />

max cut, 318<br />

minimax, 146<br />

nonlinear, 365<br />

convex, 245<br />

prevalent, 501<br />

primal, 146, 247<br />

via dual, 261<br />

Procrustes, see Procrustes<br />

proximity, 495, 497, 503<br />

same, 278<br />

statement as solution, 245<br />

stress, 502, 523<br />

procedure<br />

rank reduction, 269<br />

Procrustes<br />

combinatorial, 311<br />

compressed sensing, 314<br />

diagonal, 608<br />

linear program, 605<br />

maximization, 605<br />

orthogonal, 602<br />

two sided, 604, 606<br />

orthonormal, 310<br />

solution<br />

unique, 603<br />

symmetric, 607<br />

translation, 603<br />

product<br />

Cartesian, 43, 92, 147, 254, 695, 713<br />

direct, 614<br />

eigenvalue, 551, 552<br />

Hadamard, 46, 514, 538, 615, 708<br />

inner, 355

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