v2007.09.13 - Convex Optimization

v2007.09.13 - Convex Optimization v2007.09.13 - Convex Optimization

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32 CHAPTER 1. OVERVIEW

Chapter 2Convex geometryConvexity has an immensely rich structure and numerousapplications. On the other hand, almost every “convex” idea canbe explained by a two-dimensional picture.−Alexander Barvinok [20, p.vii]There is relatively less published pertaining to matrix-valued convex sets andfunctions. [157] [150,6.6] [217] As convex geometry and linear algebra areinextricably bonded, we provide much background material on linear algebra(especially in the appendices) although a reader is assumed comfortablewith [247], [249], [149], or any other intermediate-level text. The essentialreferences to convex analysis are [147] [228]. The reader is referred to [245][20] [277] [30] [46] [225] [266] for a comprehensive treatment of convexity.2001 Jon Dattorro. CO&EDG version 2007.09.13. All rights reserved.Citation: Jon Dattorro, Convex Optimization & Euclidean Distance Geometry,Meboo Publishing USA, 2005.33

32 CHAPTER 1. OVERVIEW

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