v2007.09.13 - Convex Optimization

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

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724 INDEX-dimensional, 37, 89rank, 74functionaffine, 192, 206supremum, 195composition, 209, 222concave, 222convex, 183differentiable, 218strictly, 185linear, 184, 192matrix, 214monotonic, 183, 209, 222multidimensional, 183, 193, 204,217objective, 72, 140, 150, 175, 177linear, 193nonlinear, 194presorting, 449, 453, 474quadratic, 186, 202, 208, 218,296, 323, 468, 561, 606quasiconcave, 115, 249, 272quasiconvex, 115, 220, 222quasilinear, 222, 509sorting, 449, 453, 474step, 509matrix, 249support, 194vector, 184fundamentalconvexgeometry, 62, 68, 72, 301optimization, 225metric property, 291subspaces, 73, 589test semidefiniteness, 154, 483theorem algebra, 502Gâteaux differential, 558Gale matrix, 313generating list, 57generator, 93geometriccenter, 301, 327, 368subspace, 424, 610centeringmatrix, 526operator, 331Hahn-Banach theorem, 62multiplicity, 503realizability, 304Geršgorin, 113gimbal, 532global positioning system, 22, 259Gower, 289gradient, 150, 176, 194, 203, 204, 549,568derivative, 567first order, 567monotonic, 209product, 553second order, 568, 569table, 570Gram matrix, 299halfline, 81halfspace, 59, 61, 138description, 60, 63handoff, 319over, 319Hardy-Littlewood-Pólya, 450Hayden & Wells, 387, 400, 437Hermitian matrix, 483Hessian, 204, 549hexagon, 304

INDEX 725homogeneity, 297honeycomb, 27Horn & Johnson, 484, 485hull, 53, 55affine, 36, 53unique, 54conic, 59convex, 53, 56, 290of outer product, 57unique, 56hyperboloid, 514hyperdimensional, 554hyperdisc, 562hyperplane, 59, 61, 63, 206independent, 74movement, 64normal, 63radius, 64separating, 72supporting, 68, 70strictly, 70unique, 70, 210tangent, 70vertex description, 66hypersphere, 57, 305, 351hypograph, 197idempotent, 582, 587symmetric, 588, 591iff, 683imageinverse, 44indefinite, 358independenceaffine, 66, 121preservation, 67conic, 120–122, 125preservation, 122linear, 35, 121preservation, 35inequalitygeneralized, 25, 89, 134, 144dual, 146, 153linear, 147matrix, 25, 156, 157, 234, 235,238spectral, 360triangle, 342unique, 377inertia, 359, 499complementary, 362, 499Sylvester’s law, 491infimum, 223, 535, 588, 609, 683inflection, 214injective, 48, 90, 329, 579inner product, 45vectorized matrix, 45interior, 37interior-point method, 228, 308, 429intersection, 42cone, 86hyperplane with convex set, 68line with boundary, 39of subspaces, 76planes, 75positive semidefinite coneaffine, 118, 238line, 311tangential, 40invariance, 326Gram form, 327inner-product form, 328orthogonal, 48, 375translation, 326invariant set, 357inversion

INDEX 725homogeneity, 297honeycomb, 27Horn & Johnson, 484, 485hull, 53, 55affine, 36, 53unique, 54conic, 59convex, 53, 56, 290of outer product, 57unique, 56hyperboloid, 514hyperdimensional, 554hyperdisc, 562hyperplane, 59, 61, 63, 206independent, 74movement, 64normal, 63radius, 64separating, 72supporting, 68, 70strictly, 70unique, 70, 210tangent, 70vertex description, 66hypersphere, 57, 305, 351hypograph, 197idempotent, 582, 587symmetric, 588, 591iff, 683imageinverse, 44indefinite, 358independenceaffine, 66, 121preservation, 67conic, 120–122, 125preservation, 122linear, 35, 121preservation, 35inequalitygeneralized, 25, 89, 134, 144dual, 146, 153linear, 147matrix, 25, 156, 157, 234, 235,238spectral, 360triangle, 342unique, 377inertia, 359, 499complementary, 362, 499Sylvester’s law, 491infimum, 223, 535, 588, 609, 683inflection, 214injective, 48, 90, 329, 579inner product, 45vectorized matrix, 45interior, 37interior-point method, 228, 308, 429intersection, 42cone, 86hyperplane with convex set, 68line with boundary, 39of subspaces, 76planes, 75positive semidefinite coneaffine, 118, 238line, 311tangential, 40invariance, 326Gram form, 327inner-product form, 328orthogonal, 48, 375translation, 326invariant set, 357inversion

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