v2010.10.26 - Convex Optimization
v2010.10.26 - Convex Optimization v2010.10.26 - Convex Optimization
652 APPENDIX B. SIMPLE MATRICES
Appendix CSome analytical optimal resultsPeople have been working on Optimization since the ancientGreeks [Zenodorus, circa 200bc] learned that a string enclosesthe most area when it is formed into the shape of a circle.−Roman PolyakWe speculate that optimization problems possessing analytical solutionhave convex transformation or constructive global optimality conditions,perhaps yet unknown; e.g.,7.1.4, (1700),C.3.0.1.C.1 Properties of infimainf ∅ ∞(1677)sup ∅ −∞Given f(x) : X →R defined on arbitrary set X [199,0.1.2]inf f(x) = − sup −f(x)x∈X x∈Xsupx∈Xf(x) = −infx∈X −f(x) (1678)arg inf f(x) = arg sup −f(x)x∈X x∈Xarg supx∈Xf(x) = arg infx∈X −f(x) (1679)2001 Jon Dattorro. co&edg version 2010.10.26. All rights reserved.citation: Dattorro, Convex Optimization & Euclidean Distance Geometry,Mεβoo Publishing USA, 2005, v2010.10.26.653
- Page 601 and 602: A.3. PROPER STATEMENTS 601A.3.1Semi
- Page 603 and 604: A.3. PROPER STATEMENTS 603For A dia
- Page 605 and 606: A.3. PROPER STATEMENTS 605Diagonali
- Page 607 and 608: A.3. PROPER STATEMENTS 607For A,B
- Page 609 and 610: A.3. PROPER STATEMENTS 609When B is
- Page 611 and 612: A.4. SCHUR COMPLEMENT 611A.4 Schur
- Page 613 and 614: A.4. SCHUR COMPLEMENT 613A.4.0.0.3
- Page 615 and 616: A.4. SCHUR COMPLEMENT 615From Corol
- Page 617 and 618: A.5. EIGENVALUE DECOMPOSITION 617wh
- Page 619 and 620: A.5. EIGENVALUE DECOMPOSITION 619A.
- Page 621 and 622: A.6. SINGULAR VALUE DECOMPOSITION,
- Page 623 and 624: A.6. SINGULAR VALUE DECOMPOSITION,
- Page 625 and 626: A.7. ZEROS 625A.6.5SVD of symmetric
- Page 627 and 628: A.7. ZEROS 627(Transpose.)Likewise,
- Page 629 and 630: A.7. ZEROS 629For X,A∈ S M +[34,2
- Page 631 and 632: A.7. ZEROS 631A.7.5.0.1 Proposition
- Page 633 and 634: Appendix BSimple matricesMathematic
- Page 635 and 636: B.1. RANK-ONE MATRIX (DYAD) 635R(v)
- Page 637 and 638: B.1. RANK-ONE MATRIX (DYAD) 637B.1.
- Page 639 and 640: B.2. DOUBLET 639R([u v ])R(Π)= R([
- Page 641 and 642: B.3. ELEMENTARY MATRIX 641has N −
- Page 643 and 644: B.4. AUXILIARY V -MATRICES 643is an
- Page 645 and 646: B.4. AUXILIARY V -MATRICES 64514. [
- Page 647 and 648: B.5. ORTHOGONAL MATRIX 647Given X
- Page 649 and 650: B.5. ORTHOGONAL MATRIX 649Figure 15
- Page 651: B.5. ORTHOGONAL MATRIX 651which is
- Page 655 and 656: C.2. TRACE, SINGULAR AND EIGEN VALU
- Page 657 and 658: C.2. TRACE, SINGULAR AND EIGEN VALU
- Page 659 and 660: C.2. TRACE, SINGULAR AND EIGEN VALU
- Page 661 and 662: C.3. ORTHOGONAL PROCRUSTES PROBLEM
- Page 663 and 664: C.4. TWO-SIDED ORTHOGONAL PROCRUSTE
- Page 665 and 666: C.4. TWO-SIDED ORTHOGONAL PROCRUSTE
- Page 667 and 668: C.4. TWO-SIDED ORTHOGONAL PROCRUSTE
- Page 669 and 670: Appendix DMatrix calculusFrom too m
- Page 671 and 672: D.1. DIRECTIONAL DERIVATIVE, TAYLOR
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- Page 677 and 678: D.1. DIRECTIONAL DERIVATIVE, TAYLOR
- Page 679 and 680: D.1. DIRECTIONAL DERIVATIVE, TAYLOR
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- Page 683 and 684: D.1. DIRECTIONAL DERIVATIVE, TAYLOR
- Page 685 and 686: D.1. DIRECTIONAL DERIVATIVE, TAYLOR
- Page 687 and 688: D.1. DIRECTIONAL DERIVATIVE, TAYLOR
- Page 689 and 690: D.1. DIRECTIONAL DERIVATIVE, TAYLOR
- Page 691 and 692: D.2. TABLES OF GRADIENTS AND DERIVA
- Page 693 and 694: D.2. TABLES OF GRADIENTS AND DERIVA
- Page 695 and 696: D.2. TABLES OF GRADIENTS AND DERIVA
- Page 697 and 698: D.2. TABLES OF GRADIENTS AND DERIVA
- Page 699 and 700: Appendix EProjectionFor any A∈ R
- Page 701 and 702: 701U T = U † for orthonormal (inc
Appendix CSome analytical optimal resultsPeople have been working on <strong>Optimization</strong> since the ancientGreeks [Zenodorus, circa 200bc] learned that a string enclosesthe most area when it is formed into the shape of a circle.−Roman PolyakWe speculate that optimization problems possessing analytical solutionhave convex transformation or constructive global optimality conditions,perhaps yet unknown; e.g.,7.1.4, (1700),C.3.0.1.C.1 Properties of infimainf ∅ ∞(1677)sup ∅ −∞Given f(x) : X →R defined on arbitrary set X [199,0.1.2]inf f(x) = − sup −f(x)x∈X x∈Xsupx∈Xf(x) = −infx∈X −f(x) (1678)arg inf f(x) = arg sup −f(x)x∈X x∈Xarg supx∈Xf(x) = arg infx∈X −f(x) (1679)2001 Jon Dattorro. co&edg version 2010.10.26. All rights reserved.citation: Dattorro, <strong>Convex</strong> <strong>Optimization</strong> & Euclidean Distance Geometry,Mεβoo Publishing USA, 2005, <strong>v2010.10.26</strong>.653