v2010.10.26 - Convex Optimization

More documents

Recommendations

Info

798 BIBLIOGRAPHY[140] Richard Phillips Feynman, Robert B. Leighton, and Matthew L. Sands. TheFeynman Lectures on Physics: Commemorative Issue, volume I. Addison-Wesley,1989.[141] Anthony V. Fiacco and Garth P. McCormick. Nonlinear Programming: SequentialUnconstrained Minimization Techniques. SIAM, 1990.[142] Önder Filiz and Aylin Yener. Rank constrained temporal-spatial filters for CDMAsystems with base station antenna arrays. In Proceedings of the Johns HopkinsUniversity Conference on Information Sciences and Systems, March 2003.labs.ee.psu.edu/labs/wcan/Publications/filiz-yener ciss03.pdf[143] P. A. Fillmore and J. P. Williams. Some convexity theorems for matrices. GlasgowMathematical Journal, 12:110–117, 1971.[144] Paul Finsler. Über das Vorkommen definiter und semidefiniter Formen in Scharenquadratischer Formen. Commentarii Mathematici Helvetici, 9:188–192, 1937.[145] Anders Forsgren, Philip E. Gill, and Margaret H. Wright. Interior methods fornonlinear optimization. SIAM Review, 44(4):525–597, 2002.[146] Shmuel Friedland and Anatoli Torokhti. Generalized rank-constrained matrixapproximations. SIAM Journal on Matrix Analysis and Applications, 29(2):656–659,March 2007.http://www2.math.uic.edu/~friedlan/frtor8.11.06.pdf[147] Ragnar Frisch. The multiplex method for linear programming. SANKHYĀ : TheIndian Journal of Statistics, 18(3/4):329–362, September 1957.http://www.convexoptimization.com/TOOLS/Frisch57.pdf[148] Norbert Gaffke and Rudolf Mathar. A cyclic projection algorithm via duality.Metrika, 36:29–54, 1989.[149] Jérôme Galtier. Semi-definite programming as a simple extension to linearprogramming: convex optimization with queueing, equity and other telecomfunctionals. In 3ème Rencontres Francophones sur les Aspects Algorithmiques desTélécommunications (AlgoTel), pages 21–28. INRIA, Saint Jean de Luz FRANCE,May 2001.http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.8.7378[150] Laurent El Ghaoui. EE 227A: Convex Optimization and Applications, Lecture 11− October 3. University of California, Berkeley, Fall 2006. Scribe: Nikhil Shetty.http://www.convexoptimization.com/TOOLS/Ghaoui.pdf[151] Laurent El Ghaoui and Silviu-Iulian Niculescu, editors. Advances in Linear MatrixInequality Methods in Control. SIAM, 2000.[152] Philip E. Gill, Walter Murray, and Margaret H. Wright. Practical Optimization.Academic Press, 1981.[153] Philip E. Gill, Walter Murray, and Margaret H. Wright. Numerical Linear Algebraand Optimization, volume 1. Addison-Wesley, 1991.
BIBLIOGRAPHY 799[154] James Gleik. Isaac Newton. Pantheon Books, 2003.[155] W. Glunt, Tom L. Hayden, S. Hong, and J. Wells. An alternating projectionalgorithm for computing the nearest Euclidean distance matrix. SIAM Journalon Matrix Analysis and Applications, 11(4):589–600, 1990.[156] K. Goebel and W. A. Kirk. Topics in Metric Fixed Point Theory. CambridgeUniversity Press, 1990.[157] Michel X. Goemans and David P. Williamson. Improved approximation algorithmsfor maximum cut and satisfiability problems using semidefinite programming.Journal of the Association for Computing Machinery, 42(6):1115–1145, November1995.http://www.convexoptimization.com/TOOLS/maxcut-jacm.pdf[158] D. Goldfarb and K. Scheinberg. Interior point trajectories in semidefiniteprogramming. SIAM Journal on Optimization, 8(4):871–886, 1998.[159] Gene H. Golub and Charles F. Van Loan. Matrix Computations. Johns Hopkins,third edition, 1996.[160] P. Gordan. Ueber die auflösung linearer gleichungen mit reellen coefficienten.Mathematische Annalen, 6:23–28, 1873.[161] Irina F. Gorodnitsky and Bhaskar D. Rao. Sparse signal reconstruction from limiteddata using FOCUSS: A re-weighted minimum norm algorithm. IEEE Transactionson Signal Processing, 45(3):600–616, March 1997.http://www.convexoptimization.com/TOOLS/focuss.pdf[162] John Clifford Gower. Euclidean distance geometry. The Mathematical Scientist,7:1–14, 1982.http://www.convexoptimization.com/TOOLS/Gower2.pdf[163] John Clifford Gower. Properties of Euclidean and non-Euclidean distance matrices.Linear Algebra and its Applications, 67:81–97, 1985.http://www.convexoptimization.com/TOOLS/Gower1.pdf[164] John Clifford Gower and Garmt B. Dijksterhuis. Procrustes Problems. OxfordUniversity Press, 2004.[165] John Clifford Gower and David J. Hand. Biplots. Chapman & Hall, 1996.[166] Alexander Graham. Kronecker Products and Matrix Calculus with Applications.Ellis Horwood Limited, 1981.[167] Michael Grant, Stephen Boyd, and Yinyu Ye.cvx: Matlab software for disciplined convex programming, 2007.http://www.stanford.edu/~boyd/cvx[168] Robert M. Gray. Toeplitz and circulant matrices: A review. Foundations andTrends in Communications and Information Theory, 2(3):155–239, 2006.http://www-ee.stanford.edu/~gray/toeplitz.pdf
Page 1 and 2:
DATTORROCONVEXOPTIMIZATION&EUCLIDEA
Page 3 and 4:
Convex Optimization&Euclidean Dista
Page 5 and 6:
for Jennie Columba♦Antonio♦♦&
Page 7 and 8:
PreludeThe constant demands of my d
Page 9 and 10:
Convex Optimization&Euclidean Dista
Page 11 and 12:
CONVEX OPTIMIZATION & EUCLIDEAN DIS
Page 13 and 14:
List of Figures1 Overview 211 Orion
Page 15 and 16:
LIST OF FIGURES 1562 Shrouded polyh
Page 17:
LIST OF FIGURES 17130 Elliptope E 3
Page 21 and 22:
Chapter 1OverviewConvex Optimizatio
Page 23 and 24:
ˇx 4ˇx 3ˇx 2Figure 2: Applicatio
Page 25 and 26:
25Figure 4: This coarsely discretiz
Page 27 and 28:
(biorthogonal expansion) is examine
Page 29 and 30:
29cardinality Boolean solution to a
Page 31 and 32:
31Figure 8: Robotic vehicles in con
Page 33 and 34:
an elaborate exposition offering in
Page 35 and 36:
Chapter 2Convex geometryConvexity h
Page 37 and 38:
2.1. CONVEX SET 372.1.2 linear inde
Page 39 and 40:
2.1. CONVEX SET 392.1.6 empty set v
Page 41 and 42:
2.1. CONVEX SET 41(a)R(b)R 2(c)R 3F
Page 43 and 44:
2.1. CONVEX SET 43where Q∈ R 3×3
Page 45 and 46:
2.1. CONVEX SET 45Now let’s move
Page 47 and 48:
2.1. CONVEX SET 47By additive inver
Page 49 and 50:
2.1. CONVEX SET 49R nR mR(A T )x px
Page 51 and 52:
2.2. VECTORIZED-MATRIX INNER PRODUC
Page 53 and 54:
Page 55 and 56:
Page 57 and 58:
Page 59 and 60:
Page 61 and 62:
2.3. HULLS 61Figure 20: Convex hull
Page 63 and 64:
2.3. HULLS 63Aaffine hull (drawn tr
Page 65 and 66:
2.3. HULLS 65subset of the affine h
Page 67 and 68:
2.3. HULLS 672.3.2.0.2 Example. Nuc
Page 69 and 70:
2.3. HULLS 692.3.2.0.3 Exercise. Co
Page 71 and 72:
2.3. HULLS 71Figure 24: A simplicia
Page 73 and 74:
2.4. HALFSPACE, HYPERPLANE 73H + =
Page 75 and 76:
2.4. HALFSPACE, HYPERPLANE 7511−1
Page 77 and 78:
2.4. HALFSPACE, HYPERPLANE 772.4.2.
Page 79 and 80:
Page 81 and 82:
2.4. HALFSPACE, HYPERPLANE 81tradit
Page 83 and 84:
Page 85 and 86:
2.5. SUBSPACE REPRESENTATIONS 852.5
Page 87 and 88:
2.5. SUBSPACE REPRESENTATIONS 87(Ex
Page 89 and 90:
2.5. SUBSPACE REPRESENTATIONS 89(a)
Page 91 and 92:
2.5. SUBSPACE REPRESENTATIONS 91are
Page 93 and 94:
2.6. EXTREME, EXPOSED 93A one-dimen
Page 95 and 96:
2.6. EXTREME, EXPOSED 952.6.1.1 Den
Page 97 and 98:
2.7. CONES 97X(a)00(b)XFigure 33: (
Page 99 and 100:
2.7. CONES 99XXFigure 37: Truncated
Page 101 and 102:
2.7. CONES 101Figure 39: Not a cone
Page 103 and 104:
2.7. CONES 103cone that is a halfli
Page 105 and 106:
2.7. CONES 105A pointed closed conv
Page 107 and 108:
2.8. CONE BOUNDARY 107That means th
Page 109 and 110:
2.8. CONE BOUNDARY 1092.8.1.1 extre
Page 111 and 112:
2.8. CONE BOUNDARY 1112.8.2 Exposed
Page 113 and 114:
2.9. POSITIVE SEMIDEFINITE (PSD) CO
Page 115 and 116:
Page 117 and 118:
Page 119 and 120:
Page 121 and 122:
Page 123 and 124:
Page 125 and 126:
Page 127 and 128:
Page 129 and 130:
Page 131 and 132:
Page 133 and 134:
Page 135 and 136:
Page 137 and 138:
Page 139 and 140:
Page 141 and 142:
2.10. CONIC INDEPENDENCE (C.I.) 141
Page 143 and 144:
Page 145 and 146:
Page 147 and 148:
2.12. CONVEX POLYHEDRA 147all dimen
Page 149 and 150:
2.12. CONVEX POLYHEDRA 149convex po
Page 151 and 152:
2.12. CONVEX POLYHEDRA 1512.12.2.2
Page 153 and 154:
2.13. DUAL CONE & GENERALIZED INEQU
Page 155 and 156:
Page 157 and 158:
Page 159 and 160:
Page 161 and 162:
Page 163 and 164:
Page 165 and 166:
Page 167 and 168:
Page 169 and 170:
Page 171 and 172:
Page 173 and 174:
Page 175 and 176:
Page 177 and 178:
Page 179 and 180:
Page 181 and 182:
Page 183 and 184:
Page 185 and 186:
Page 187 and 188:
Page 189 and 190:
Page 191 and 192:
Page 193 and 194:
Page 195 and 196:
Page 197 and 198:
Page 199 and 200:
Page 201 and 202:
Page 203 and 204:
Page 205 and 206:
Page 207 and 208:
Page 209 and 210:
Page 211 and 212:
Page 213 and 214:
Page 215 and 216:
Page 217 and 218:
Page 219 and 220:
Chapter 3Geometry of convex functio
Page 221 and 222:
3.1. CONVEX FUNCTION 221f 1 (x)f 2
Page 223 and 224:
3.1. CONVEX FUNCTION 223Rf(b)f(X
Page 225 and 226:
3.2. PRACTICAL NORM FUNCTIONS, ABSO
Page 227 and 228:
Page 229 and 230:
Page 231 and 232:
Page 233 and 234:
Page 235 and 236:
3.3. INVERTED FUNCTIONS AND ROOTS 2
Page 237 and 238:
3.4. AFFINE FUNCTION 237rather]x >
Page 239 and 240:
3.4. AFFINE FUNCTION 239f(z)Az 2z 1
Page 241 and 242:
3.5. EPIGRAPH, SUBLEVEL SET 241{a T
Page 243 and 244:
3.5. EPIGRAPH, SUBLEVEL SET 243Subl
Page 245 and 246:
3.5. EPIGRAPH, SUBLEVEL SET 245wher
Page 247 and 248:
3.5. EPIGRAPH, SUBLEVEL SET 247part
Page 249 and 250:
3.5. EPIGRAPH, SUBLEVEL SET 249that
Page 251 and 252:
3.6. GRADIENT 251respect to its vec
Page 253 and 254:
3.6. GRADIENT 253Invertibility is g
Page 255 and 256:
3.6. GRADIENT 2553.6.1.0.2 Theorem.
Page 257 and 258:
3.6. GRADIENT 257f(Y )[ ∇f(X)−1
Page 259 and 260:
3.6. GRADIENT 259αβα ≥ β ≥
Page 261 and 262:
3.6. GRADIENT 2613.6.4 second-order
Page 263 and 264:
3.7. CONVEX MATRIX-VALUED FUNCTION
Page 265 and 266:
Page 267 and 268:
Page 269 and 270:
3.8. QUASICONVEX 269exponential alw
Page 271 and 272:
3.9. SALIENT PROPERTIES 2713.8.0.0.
Page 273 and 274:
Chapter 4Semidefinite programmingPr
Page 275 and 276:
4.1. CONIC PROBLEM 275(confer p.162
Page 277 and 278:
4.1. CONIC PROBLEM 277PCsemidefinit
Page 279 and 280:
4.1. CONIC PROBLEM 279is the affine
Page 281 and 282:
4.1. CONIC PROBLEM 281faces of S 3
Page 283 and 284:
4.1. CONIC PROBLEM 2834.1.2.3 Previ
Page 285 and 286:
4.2. FRAMEWORK 285Semidefinite Fark
Page 287 and 288:
4.2. FRAMEWORK 287On the other hand
Page 289 and 290:
4.2. FRAMEWORK 2894.2.2.1 Dual prob
Page 291 and 292:
4.2. FRAMEWORK 291For symmetric pos
Page 293 and 294:
4.2. FRAMEWORK 293has norm ‖x ⋆
Page 295 and 296:
4.2. FRAMEWORK 295minimize 1 TˆxX
Page 297 and 298:
4.2. FRAMEWORK 297asminimize ‖ỹ
Page 299 and 300:
4.3. RANK REDUCTION 2994.3 Rank red
Page 301 and 302:
4.3. RANK REDUCTION 301A rank-reduc
Page 303 and 304:
4.3. RANK REDUCTION 303(t ⋆ i)
Page 305 and 306:
4.3. RANK REDUCTION 3054.3.3.0.1 Ex
Page 307 and 308:
4.3. RANK REDUCTION 3074.3.3.0.2 Ex
Page 309 and 310:
4.4. RANK-CONSTRAINED SEMIDEFINITE
Page 311 and 312:
Page 313 and 314:
Page 315 and 316:
Page 317 and 318:
Page 319 and 320:
Page 321 and 322:
Page 323 and 324:
Page 325 and 326:
Page 327 and 328:
Page 329 and 330:
Page 331 and 332:
Page 333 and 334:
4.5. CONSTRAINING CARDINALITY 333mi
Page 335 and 336:
4.5. CONSTRAINING CARDINALITY 3350R
Page 337 and 338:
4.5. CONSTRAINING CARDINALITY 337it
Page 339 and 340:
4.5. CONSTRAINING CARDINALITY 339m/
Page 341 and 342:
4.5. CONSTRAINING CARDINALITY 341we
Page 343 and 344:
4.5. CONSTRAINING CARDINALITY 343fl
Page 345 and 346:
4.5. CONSTRAINING CARDINALITY 345We
Page 347 and 348:
4.5. CONSTRAINING CARDINALITY 3474.
Page 349 and 350:
4.5. CONSTRAINING CARDINALITY 349R
Page 351 and 352:
4.5. CONSTRAINING CARDINALITY 351pe
Page 353 and 354:
4.6. CARDINALITY AND RANK CONSTRAIN
Page 355 and 356:
Page 357 and 358:
Page 359 and 360:
Page 361 and 362:
Page 363 and 364:
Page 365 and 366:
Page 367 and 368:
Page 369 and 370:
Page 371 and 372:
Page 373 and 374:
Page 375 and 376:
Page 377 and 378:
Page 379 and 380:
Page 381 and 382:
Page 383 and 384:
Page 385 and 386:
4.7. CONSTRAINING RANK OF INDEFINIT
Page 387 and 388:
Page 389 and 390:
Page 391 and 392:
4.8. CONVEX ITERATION RANK-1 391whi
Page 393 and 394:
4.8. CONVEX ITERATION RANK-1 393the
Page 395 and 396:
Chapter 5Euclidean Distance MatrixT
Page 397 and 398:
5.2. FIRST METRIC PROPERTIES 397to
Page 399 and 400:
5.3. ∃ FIFTH EUCLIDEAN METRIC PRO
Page 401 and 402:
5.3. ∃ FIFTH EUCLIDEAN METRIC PRO
Page 403 and 404:
5.4. EDM DEFINITION 403The collecti
Page 405 and 406:
5.4. EDM DEFINITION 4055.4.2 Gram-f
Page 407 and 408:
5.4. EDM DEFINITION 407We provide a
Page 409 and 410:
5.4. EDM DEFINITION 4095.4.2.3.1 Ex
Page 411 and 412:
5.4. EDM DEFINITION 411is the fact:
Page 413 and 414:
5.4. EDM DEFINITION 413Figure 120:
Page 415 and 416:
5.4. EDM DEFINITION 415is found fro
Page 417 and 418:
5.4. EDM DEFINITION 417one less dim
Page 419 and 420:
5.4. EDM DEFINITION 419equality con
Page 421 and 422:
5.4. EDM DEFINITION 421How much dis
Page 423 and 424:
5.4. EDM DEFINITION 423105ˇx 4ˇx
Page 425 and 426:
5.4. EDM DEFINITION 425now implicit
Page 427 and 428:
5.4. EDM DEFINITION 427by translate
Page 429 and 430:
5.4. EDM DEFINITION 429Crippen & Ha
Page 431 and 432:
5.4. EDM DEFINITION 431where ([√t
Page 433 and 434:
5.4. EDM DEFINITION 433because (A.3
Page 435 and 436:
5.5. INVARIANCE 4355.5.1.0.1 Exampl
Page 437 and 438:
5.5. INVARIANCE 437x 2 x 2x 3 x 1 x
Page 439 and 440:
5.6. INJECTIVITY OF D & UNIQUE RECO
Page 441 and 442:
Page 443 and 444:
Page 445 and 446:
5.7. EMBEDDING IN AFFINE HULL 4455.
Page 447 and 448:
5.7. EMBEDDING IN AFFINE HULL 447Fo
Page 449 and 450:
5.7. EMBEDDING IN AFFINE HULL 4495.
Page 451 and 452:
5.8. EUCLIDEAN METRIC VERSUS MATRIX
Page 453 and 454:
Page 455 and 456:
Page 457 and 458:
Page 459 and 460:
5.9. BRIDGE: CONVEX POLYHEDRA TO ED
Page 461 and 462:
Page 463 and 464:
Page 465 and 466:
5.10. EDM-ENTRY COMPOSITION 465of a
Page 467 and 468:
5.10. EDM-ENTRY COMPOSITION 467Then
Page 469 and 470:
5.11. EDM INDEFINITENESS 4695.11.1
Page 471 and 472:
5.11. EDM INDEFINITENESS 471we have
Page 473 and 474:
5.11. EDM INDEFINITENESS 473So beca
Page 475 and 476:
5.11. EDM INDEFINITENESS 475holds o
Page 477 and 478:
5.12. LIST RECONSTRUCTION 477where
Page 479 and 480:
5.12. LIST RECONSTRUCTION 479(a)(c)
Page 481 and 482:
5.13. RECONSTRUCTION EXAMPLES 481Wi
Page 483 and 484:
5.13. RECONSTRUCTION EXAMPLES 483d
Page 485 and 486:
5.13. RECONSTRUCTION EXAMPLES 485Th
Page 487 and 488:
5.14. FIFTH PROPERTY OF EUCLIDEAN M
Page 489 and 490:
Page 491 and 492:
Page 493 and 494:
Page 495 and 496:
Page 497 and 498:
Chapter 6Cone of distance matricesF
Page 499 and 500:
6.1. DEFINING EDM CONE 4996.1 Defin
Page 501 and 502:
6.2. POLYHEDRAL BOUNDS 501This cone
Page 503 and 504:
6.4. EDM DEFINITION IN 11 T 503That
Page 505 and 506:
6.4. EDM DEFINITION IN 11 T 505N(1
Page 507 and 508:
6.4. EDM DEFINITION IN 11 T 507Then
Page 509 and 510:
6.4. EDM DEFINITION IN 11 T 5096.4.
Page 511 and 512:
6.5. CORRESPONDENCE TO PSD CONE S N
Page 513 and 514:
Page 515 and 516:
Page 517 and 518:
6.6. VECTORIZATION & PROJECTION INT
Page 519 and 520:
Page 521 and 522:
Page 523 and 524:
6.7. A GEOMETRY OF COMPLETION 523(b
Page 525 and 526:
6.7. A GEOMETRY OF COMPLETION 525[3
Page 527 and 528:
6.7. A GEOMETRY OF COMPLETION 527wh
Page 529 and 530:
6.8. DUAL EDM CONE 529to the geomet
Page 531 and 532:
6.8. DUAL EDM CONE 531Proof. First,
Page 533 and 534:
6.8. DUAL EDM CONE 533EDM 2 = S 2 h
Page 535 and 536:
6.8. DUAL EDM CONE 535therefore the
Page 537 and 538:
6.8. DUAL EDM CONE 537Elegance of t
Page 539 and 540:
6.8. DUAL EDM CONE 5396.8.1.5 Affin
Page 541 and 542:
6.8. DUAL EDM CONE 5416.8.1.7 Schoe
Page 543 and 544:
6.8. DUAL EDM CONE 5430dvec rel ∂
Page 545 and 546:
6.10. POSTSCRIPT 5456.10 Postscript
Page 547 and 548:
Chapter 7Proximity problemsIn the
Page 549 and 550:
549project on the subspace, then pr
Page 551 and 552:
551HS N h0EDM NK = S N h ∩ R N×N
Page 553 and 554:
5537.0.3 Problem approachProblems t
Page 555 and 556:
7.1. FIRST PREVALENT PROBLEM: 555fi
Page 557 and 558:
7.1. FIRST PREVALENT PROBLEM: 5577.
Page 559 and 560:
7.1. FIRST PREVALENT PROBLEM: 559di
Page 561 and 562:
7.1. FIRST PREVALENT PROBLEM: 5617.
Page 563 and 564:
7.1. FIRST PREVALENT PROBLEM: 563wh
Page 565 and 566:
7.1. FIRST PREVALENT PROBLEM: 565Th
Page 567 and 568:
7.2. SECOND PREVALENT PROBLEM: 567O
Page 569 and 570:
7.2. SECOND PREVALENT PROBLEM: 569S
Page 571 and 572:
7.2. SECOND PREVALENT PROBLEM: 571r
Page 573 and 574:
7.2. SECOND PREVALENT PROBLEM: 573w
Page 575 and 576:
7.2. SECOND PREVALENT PROBLEM: 5757
Page 577 and 578:
7.2. SECOND PREVALENT PROBLEM: 577a
Page 579 and 580:
7.3. THIRD PREVALENT PROBLEM: 579is
Page 581 and 582:
7.3. THIRD PREVALENT PROBLEM: 581We
Page 583 and 584:
7.3. THIRD PREVALENT PROBLEM: 583su
Page 585 and 586:
7.3. THIRD PREVALENT PROBLEM: 585Gi
Page 587 and 588:
7.3. THIRD PREVALENT PROBLEM: 587Op
Page 589 and 590:
7.4. CONCLUSION 589filtering, multi
Page 591 and 592:
Appendix ALinear algebraA.1 Main-di
Page 593 and 594:
A.1. MAIN-DIAGONAL δ OPERATOR, λ
Page 595 and 596:
A.1. MAIN-DIAGONAL δ OPERATOR, λ
Page 597 and 598:
A.2. SEMIDEFINITENESS: DOMAIN OF TE
Page 599 and 600:
A.3. PROPER STATEMENTS 599(AB) T
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 and 652:
B.5. ORTHOGONAL MATRIX 651which is
Page 653 and 654:
Appendix CSome analytical optimal r
Page 655 and 656:
C.2. TRACE, SINGULAR AND EIGEN VALU
Page 657 and 658:
Page 659 and 660:
Page 661 and 662:
C.3. ORTHOGONAL PROCRUSTES PROBLEM
Page 663 and 664:
C.4. TWO-SIDED ORTHOGONAL PROCRUSTE
Page 665 and 666:
Page 667 and 668:
Page 669 and 670:
Appendix DMatrix calculusFrom too m
Page 671 and 672:
D.1. DIRECTIONAL DERIVATIVE, TAYLOR
Page 673 and 674:
Page 675 and 676:
Page 677 and 678:
Page 679 and 680:
Page 681 and 682:
Page 683 and 684:
Page 685 and 686:
Page 687 and 688:
Page 689 and 690:
Page 691 and 692:
D.2. TABLES OF GRADIENTS AND DERIVA
Page 693 and 694:
Page 695 and 696:
Page 697 and 698:
Page 699 and 700:
Appendix EProjectionFor any A∈ R
Page 701 and 702:
701U T = U † for orthonormal (inc
Page 703 and 704:
E.1. IDEMPOTENT MATRICES 703where A
Page 705 and 706:
E.1. IDEMPOTENT MATRICES 705order,
Page 707 and 708:
E.1. IDEMPOTENT MATRICES 707are lin
Page 709 and 710:
E.3. SYMMETRIC IDEMPOTENT MATRICES
Page 711 and 712:
Page 713 and 714:
Page 715 and 716:
E.4. ALGEBRA OF PROJECTION ON AFFIN
Page 717 and 718:
E.5. PROJECTION EXAMPLES 717a ∗ 2
Page 719 and 720:
E.5. PROJECTION EXAMPLES 719where Y
Page 721 and 722:
E.5. PROJECTION EXAMPLES 721(B.4.2)
Page 723 and 724:
E.6. VECTORIZATION INTERPRETATION,
Page 725 and 726:
Page 727 and 728:
Page 729 and 730:
E.7. PROJECTION ON MATRIX SUBSPACES
Page 731 and 732:
E.7. PROJECTION ON MATRIX SUBSPACES
Page 733 and 734:
E.8. RANGE/ROWSPACE INTERPRETATION
Page 735 and 736:
E.9. PROJECTION ON CONVEX SET 735As
Page 737 and 738:
E.9. PROJECTION ON CONVEX SET 737Wi
Page 739 and 740:
E.9. PROJECTION ON CONVEX SET 739R(
Page 741 and 742:
E.9. PROJECTION ON CONVEX SET 741E.
Page 743 and 744:
E.9. PROJECTION ON CONVEX SET 743E.
Page 745 and 746:
E.9. PROJECTION ON CONVEX SET 745Un
Page 747 and 748: E.9. PROJECTION ON CONVEX SET 747ac
Page 749 and 750: E.10. ALTERNATING PROJECTION 749bC
Page 751 and 752: E.10. ALTERNATING PROJECTION 7510
Page 753 and 754: E.10. ALTERNATING PROJECTION 753E.1
Page 755 and 756: E.10. ALTERNATING PROJECTION 755y 2
Page 757 and 758: E.10. ALTERNATING PROJECTION 757Def
Page 759 and 760: E.10. ALTERNATING PROJECTION 759Dis
Page 761 and 762: E.10. ALTERNATING PROJECTION 761mat
Page 763 and 764: E.10. ALTERNATING PROJECTION 763K
Page 769 and 770: Appendix FNotation and a few defini
Page 771 and 772: 771A ij or A(i, j) , ij th entry of
Page 773 and 774: 773⊞orthogonal vector sum of sets
Page 775 and 776: 775x +vector x whose negative entri
Page 777 and 778: 777X point list ((76) having cardin
Page 779 and 780: 779SDPSVDSNRdBEDMS n 1S n hS n⊥hS
Page 781 and 782: 781vectorentrycubixquartixfeasible
Page 783 and 784: 783Oorder of magnitude information
Page 785 and 786: 785cofmatrix of cofactors correspon
Page 787 and 788: Bibliography[1] Edwin A. Abbott. Fl
Page 789 and 790: BIBLIOGRAPHY 789[23] Dror Baron, Mi
Page 791 and 792: BIBLIOGRAPHY 791[49] Leonard M. Blu
Page 793 and 794: BIBLIOGRAPHY 793[74] Yves Chabrilla
Page 795 and 796: BIBLIOGRAPHY 795[102] Etienne de Kl
Page 797: BIBLIOGRAPHY 797[129] Carl Eckart a
Page 801 and 802: BIBLIOGRAPHY 801[182] Johan Håstad
Page 803 and 804: BIBLIOGRAPHY 803[212] Viren Jain an
Page 805 and 806: BIBLIOGRAPHY 805[237] Monique Laure
Page 807 and 808: BIBLIOGRAPHY 807[265] Sunderarajan
Page 809 and 810: BIBLIOGRAPHY 809Notes in Computer S
Page 811 and 812: BIBLIOGRAPHY 811[319] Anthony Man-C
Page 813 and 814: BIBLIOGRAPHY 813[346] Pham Dinh Tao
Page 815 and 816: BIBLIOGRAPHY 815[375] Bernard Widro
Page 817 and 818: Index∅, see empty set0-norm, 229,
Page 819 and 820: INDEX 819bees, 30, 413Bellman, 276b
Page 821 and 822: INDEX 821circular, 130construction,
Page 823 and 824: INDEX 823measure, 295convex, 21, 36
Page 825 and 826: INDEX 825duality, 160, 410gap, 161,
Page 827 and 828: INDEX 827positive semidefinite, 284
Page 829 and 830: INDEX 829point, 39, 62positive semi
Page 831 and 832: INDEX 831isomorphic, 52, 56, 59, 77
Page 833 and 834: INDEX 833nonsymmetric, 703range, 70
Page 835 and 836: INDEX 835Muller, 624multidimensiona
Page 837 and 838: INDEX 837projection on, 739, 745tra
Page 839 and 840: INDEX 839pseudoinverse, 701trace, 5
Page 841 and 842: INDEX 841coordinate system, 156line
Page 843 and 844: INDEX 843nonconvex, 40, 97-101nulls
Page 845 and 846: INDEX 845faces, 106intersection, 10
Page 847 and 848: INDEX 847projection, 517symmetric,
Page 849 and 850:
849
Page 852:
Convex Optimization & Euclidean Dis
show all

v2010.10.26 - Convex Optimization

Create successful ePaper yourself

Delete template?

Save as template?