v2010.10.26 - Convex Optimization

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