v2010.10.26 - Convex Optimization

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

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824 INDEXof halfspace, 145of hyperplane, 77of polyhedral cone, 70, 150, 170, 185of polyhedron, 64, 150projection on affine, 720determinant, 269, 488, 602, 615, 690, 696Cayley-Menger, 491, 493inequality, 607Kronecker, 594product, 604Deza, 301, 516diag(), see δdiagonal, 591, 606, 775δ , 591, 606, 775binary, 704dominance, 134inequality, 607matrix, 617commutative, 605diagonalization, 620valueseigen, 617singular, 621diagonalizable, 188, 616simultaneously, 123, 291, 603, 605, 629diagonalization, 42, 91, 616, 618–620diagonal matrix, 620expansion by, 188symmetric, 619diamond, 437differenceconvex functions, 233, 249, 337differentiable, see functiondifferentialFréchet, 678partial, 776diffusion, 525dilation, 481dimension, 38affine, see affinecomplementary, 85conservation, 85, 448, 626, 627, 641domain, 55embedding, 61Euclidean, 777invariance, 55nullspace, 85positive semidefinite coneface, 122Précis, 448range, 55rank, 141, 447, 448, 784direction, 96, 109, 677matrix, 308, 325, 330, 370, 415, 576interpretation, 309Newton, 251steepest descent, 251, 680vector, 308–313, 334–337interpretation, 335, 336, 572disc, 65discretization, 175, 221, 261, 541dist, 751, 785distance, 751, 7521-norm, 226–228, 263, 264absolute, 397, 467comparative, see distance, ordinalEuclidean, 402geometry, 22, 425matrix, see EDMordinal, 479–486origin to affine, 77, 227, 228, 703, 719nonnegative, 229, 230, 346property, 397taxicab, see distance, 1-normDonoho, 385doublet, see matrixdualaffine dimension, 539dual, 163, 170, 176, 290, 294, 367feasible set, 284norm, 165, 655, 786problem, 160, 161, 216, 231, 232, 275,288, 290, 291, 367, 410, 529projection, 734, 736on cone, 737on convex set, 734, 736on EDM cone, 581optimization, 735strong, 161, 162, 289, 665variable, 160, 206, 208, 216, 775

INDEX 825duality, 160, 410gap, 161, 162, 285, 289, 290, 367strong, 162, 216, 238, 290weak, 288dvec, 60, 483, 785dyad, see matrixDykstra, 751, 763algorithm, 748, 761, 762, 767− E −, 460Eckart, 556, 558, 589edge, 93 √EDM , 502EDM, 28, 395, 396, 403, 544closest, 557composition, 465–468, 500–502construction, 505criterion, 517, 521dual, 536definition, 402, 503Gram form, 405, 514inner-product form, 430interpoint angle, 405relative-angle form, 432dual, 536, 537exponential entry, 465graph, 399, 414, 418, 421, 422, 525indefinite, 468membership relation, 541nonnegative, 535projection, 520range, 506test, numerical, 400, 407unique, 464, 477, 478, 558eigen, 616matrix, 116, 189, 619spectrum, 470, 559ordered, 472unordered, 474value, 601, 616, 617, 654, 656λ , 592, 606, 775coefficients, 723, 726decomposition, 616, 618–620EDM, 449, 469, 482, 504inequality, 603, 664interlaced, 455, 469, 609intertwined, 455inverse, 618, 620, 624Kronecker, 594largest, 457, 608, 656, 657, 659left, 617of sum, 608principal, 369product, 603, 605, 606, 661real, 596, 617, 619repeated, 137, 617, 618Schur, 614singular, 621, 624smallest, 457, 466, 529, 608, 656sum of, 53, 602, 658, 660symmetric matrix, 619, 625transpose, 617unique, 128, 617zero, 626, 635vector, 616, 656, 657distinct, 618EDM, 504Kronecker, 594left, 617normal, 619principal, 369, 371real, 617, 619, 627symmetric, 619unique, 618elbow, 551, 552ellipsoid, 36, 41, 43, 353invariance, 49elliptope, 294, 296, 408, 417, 459, 460, 468,514–516smooth, 459vertex, 295, 460, 461embedding, 445dimension, 61emptyinterior, 39set, 38, 39, 46, 653affine, 38closed, 41cone, 100face, 92

824 INDEXof halfspace, 145of hyperplane, 77of polyhedral cone, 70, 150, 170, 185of polyhedron, 64, 150projection on affine, 720determinant, 269, 488, 602, 615, 690, 696Cayley-Menger, 491, 493inequality, 607Kronecker, 594product, 604Deza, 301, 516diag(), see δdiagonal, 591, 606, 775δ , 591, 606, 775binary, 704dominance, 134inequality, 607matrix, 617commutative, 605diagonalization, 620valueseigen, 617singular, 621diagonalizable, 188, 616simultaneously, 123, 291, 603, 605, 629diagonalization, 42, 91, 616, 618–620diagonal matrix, 620expansion by, 188symmetric, 619diamond, 437differenceconvex functions, 233, 249, 337differentiable, see functiondifferentialFréchet, 678partial, 776diffusion, 525dilation, 481dimension, 38affine, see affinecomplementary, 85conservation, 85, 448, 626, 627, 641domain, 55embedding, 61Euclidean, 777invariance, 55nullspace, 85positive semidefinite coneface, 122Précis, 448range, 55rank, 141, 447, 448, 784direction, 96, 109, 677matrix, 308, 325, 330, 370, 415, 576interpretation, 309Newton, 251steepest descent, 251, 680vector, 308–313, 334–337interpretation, 335, 336, 572disc, 65discretization, 175, 221, 261, 541dist, 751, 785distance, 751, 7521-norm, 226–228, 263, 264absolute, 397, 467comparative, see distance, ordinalEuclidean, 402geometry, 22, 425matrix, see EDMordinal, 479–486origin to affine, 77, 227, 228, 703, 719nonnegative, 229, 230, 346property, 397taxicab, see distance, 1-normDonoho, 385doublet, see matrixdualaffine dimension, 539dual, 163, 170, 176, 290, 294, 367feasible set, 284norm, 165, 655, 786problem, 160, 161, 216, 231, 232, 275,288, 290, 291, 367, 410, 529projection, 734, 736on cone, 737on convex set, 734, 736on EDM cone, 581optimization, 735strong, 161, 162, 289, 665variable, 160, 206, 208, 216, 775

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