v2010.10.26 - Convex Optimization

v2010.10.26 - Convex Optimization v2010.10.26 - Convex Optimization

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820 INDEXclipping, 234, 548, 744, 775closed, see setcoefficientbinomial, 232, 350projection, 186, 517, 722, 728cofactor, 492compaction, 318, 331, 408, 412, 525, 573comparable, 105, 187complement, 72algebraic, 96, 97, 156, 203, 708, 712,772projection on, 708, 740orthogonal, 56, 85, 310, 708, 712, 773,779cone, 156, 166, 740, 765vector, 779relative, 92, 773complementarity, 203, 226, 291, 309, 334linear, 207maximal, 278, 283, 307problem, 206linear, 207strict, 291complementaryaffine dimension, 539dimension, 85eigenvalues, 708halfspace, 76inertia, 472, 612slackness, 290subspace, see complementcompressed sensing, 225, 227–230, 233, 298,337–340, 351–353, 371–375, 381,385formula, 339, 372nonnegative, 229, 230, 339, 346–350Procrustes, 359compressive sampling, see compressedcomputational complexity, 276concave, 219, 220, 235conditionbiorthogonality, 186, 619, 638convexity, 256first order, 256, 260, 262, 264second order, 261, 266Moore-Penrose, 699necessary, 773optimality, 289dual, 160first order, 173, 174, 203–208KKT, 206, 208, 557, 668semidefinite program, 290Slater, 162, 216, 285, 289, 290unconstrained, 174, 251, 252, 730orthonormality, 189sufficient, 773cone, 70, 96, 100, 784algebra, 164blade, 167boundary, see boundaryCartesian, see orthantproduct, 102, 103, 163circular, 45, 101, 129–132, 544Lorentz, see cone, Lorentzright, 131closed, see set, closedconvex, 70, 100–102, 109difference, 47, 163dimension, 141dual, 153, 156, 158–160, 163–166, 208,211, 212, 475algorithm, 208construction, 158, 159dual, 163, 176facet, 186, 213formula, 175, 176, 194, 201, 202halfspace-description, 175in subspace, 164, 169, 191, 195, 196Lorentz, 165, 182orthant, see orthantpointed, 151, 163product, Cartesian, 163properties, 163self, 170, 180, 181unique, 156, 185vertex-description, 194, 208EDM, 403, 497, 499, 500, 523√EDM , 500, 566√EDM , 502boundary, 499, 507, 514

INDEX 821circular, 130construction, 508convexity, 502decomposition, 538dual, 529, 530, 535, 540, 542–544extreme direction, 510face, 509, 511interior, 499, 507one-dimensional, 111positive semidefinite, 511, 519, 535projection, 566, 578, 581empty set, 100face, 106intersection, 178pointed, 103PSD, 147PSD, smallest, 122–126, 518, 531,541smallest, 102, 139, 178, 179, 230, 281,350, 509facet, 186, 213halfline, 96, 101, 103, 109, 111, 142, 151halfspace, 151, 160hull, 164ice cream, see cone, circularinterior, see interiorintersection, 102, 164pointed, 103invariance, see invarianceLorentzcircular, 101, 129dual, 165, 182polyhedral, 149, 165majorization, 595membership, see membership relationmonotone, 199–201, 472, 586, 667nonnegative, 197–199, 474, 475, 481,483, 484, 560–562, 586, 595, 745negative, 187, 717nonconvex, 97–100normal, 203, 204, 206, 224, 516, 735,741, 763–766affine, 765elliptope, 764membership relation, 203orthant, 203one-dimensional, 96, 101, 103, 142, 151EDM, 111PSD, 109origin, 72, 100, 102, 103, 107, 109, 142orthant, see orthantorthogonal complement, 166, 740, 765pointed, 102, 103, 106–109, 151, 168,188, 201closed convex, 103, 144dual, 151, 163extreme, 103, 109, 151, 160face, 103polyhedral, 108, 151, 184, 185polar, 96, 156, 516, 739, 780polyhedral, 70, 142, 148–151, 160dual, 143, 165, 170, 176, 181, 184,186equilateral, 181facet, 186, 213halfspace-description, 148majorization, 586pointed, 108, 151, 184, 185proper, 143vertex-description, 70, 150, 170, 185positive semidefinite, 43, 113–116, 533boundary, 114, 119, 135, 287, 519circular, 129–132, 235dimension, 122dual, 180EDM, 535extreme direction, 109, 115, 127face, 147face, smallest, 122–126, 518, 531, 541hyperplane, supporting, 121, 123inscription, 133interior, 114, 286inverse image, 117, 118one-dimensional, 109optimization, 282polyhedral, 132rank, 122–126, 136, 279visualization, 280productCartesian, 102, 103, 163

820 INDEXclipping, 234, 548, 744, 775closed, see setcoefficientbinomial, 232, 350projection, 186, 517, 722, 728cofactor, 492compaction, 318, 331, 408, 412, 525, 573comparable, 105, 187complement, 72algebraic, 96, 97, 156, 203, 708, 712,772projection on, 708, 740orthogonal, 56, 85, 310, 708, 712, 773,779cone, 156, 166, 740, 765vector, 779relative, 92, 773complementarity, 203, 226, 291, 309, 334linear, 207maximal, 278, 283, 307problem, 206linear, 207strict, 291complementaryaffine dimension, 539dimension, 85eigenvalues, 708halfspace, 76inertia, 472, 612slackness, 290subspace, see complementcompressed sensing, 225, 227–230, 233, 298,337–340, 351–353, 371–375, 381,385formula, 339, 372nonnegative, 229, 230, 339, 346–350Procrustes, 359compressive sampling, see compressedcomputational complexity, 276concave, 219, 220, 235conditionbiorthogonality, 186, 619, 638convexity, 256first order, 256, 260, 262, 264second order, 261, 266Moore-Penrose, 699necessary, 773optimality, 289dual, 160first order, 173, 174, 203–208KKT, 206, 208, 557, 668semidefinite program, 290Slater, 162, 216, 285, 289, 290unconstrained, 174, 251, 252, 730orthonormality, 189sufficient, 773cone, 70, 96, 100, 784algebra, 164blade, 167boundary, see boundaryCartesian, see orthantproduct, 102, 103, 163circular, 45, 101, 129–132, 544Lorentz, see cone, Lorentzright, 131closed, see set, closedconvex, 70, 100–102, 109difference, 47, 163dimension, 141dual, 153, 156, 158–160, 163–166, 208,211, 212, 475algorithm, 208construction, 158, 159dual, 163, 176facet, 186, 213formula, 175, 176, 194, 201, 202halfspace-description, 175in subspace, 164, 169, 191, 195, 196Lorentz, 165, 182orthant, see orthantpointed, 151, 163product, Cartesian, 163properties, 163self, 170, 180, 181unique, 156, 185vertex-description, 194, 208EDM, 403, 497, 499, 500, 523√EDM , 500, 566√EDM , 502boundary, 499, 507, 514

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