v2010.10.26 - Convex Optimization

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

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826 INDEXhull, 62, 65, 72open, 41entry, 37, 220, 769, 774–776, 781largest, 231smallest, 231epigraph, 219, 222, 241, 242, 265, 271form, 248, 580, 581intersection, 241, 268, 272equalityconstraint, 174, 208affine, 274EDM, 535normal equation, 702errata, 212, 238, 315, 442, 660, 743Euclideanball, 39, 227, 228, 413, 703, 744smallest, 64distance, 396, 402geometry, 22, 418, 425, 729matrix, see EDMmetric, 397, 451fifth property, 397, 400, 401, 486,489, 495norm, see 2-normprojection, 136space, 36, 396, 778exclusivemutually, 172expansion, 191, 780biorthogonal, 153, 168, 186, 190, 705EDM, 510projection, 716unique, 188, 190, 193, 511, 638, 717implied by diagonalization, 188orthogonal, 58, 156, 189, 711, 713w.r.t orthant, 190exponential, 697exposed, 92closed, 511direction, 111extreme, 94, 103, 146face, 93, 147point, 93, 94, 111density, 95extreme, 92boundary, 111direction, 89, 107, 112, 144distinct, 109dual cone, 143, 186, 191, 193, 196,210–212EDM cone, 111, 510, 535one-dimensional, 109, 111origin, 109orthant, 89pointed cone, 103, 109, 151, 160PSD cone, 109, 115, 127shared, 212supporting hyperplane, 186unique, 109exposed, 94, 103, 146point, 69, 92, 94, 95, 283cone, 103, 139Fantope, 309hypercube slice, 336ray, 107, 514− F −, 95face, 42, 92affine, 95algebra, 95cone, see coneexposed, see exposedintersection, 178isomorphic, 122, 410, 509of face, 95polyhedron, 147recognition, 25smallest, 95, 122–126, 178, 179, seeconetransitivity, 95facet, 93, 186, 213factorizationmatrix, 655nonnegative matrix, 314Fan, 65, 276, 603, 658Fantope, 65, 66, 128, 246, 309extreme point, 309Farkas’ lemma, 168, 171positive definite, 286not, 287

INDEX 827positive semidefinite, 284fat, see matrixFejér, 180, 754Fenchel, 219Fermat point, 410, 411Fiacco, 276find, 783finitely generated, 148floor, 786Forsgren & Gill, 273Fouriertransform, discrete, 54, 375Frisch, 276Frobenius, 52, see normfull, 39-dimensional, 39, 106-rank, 86, 298function, see operatoraffine, 47, 224, 237–240, 253supremum, 241, 655bilinear, 271composition, 235, 255, 676affine, 255, 272concave, 219, 235, 271, 574, 656conjugate, 570, 775continuity, 220, 262, 271convex, 219, 220, 404, 433difference, 233, 249, 337invariance, 220, 241, 272, 653, 654matrix, 262nonlinear, 220, 240simultaneously, 244, 245, 265strictly, 221, 222, 224, 255, 256, 258,261, 267, 268, 567, 573, 579, 680,681sum, 224, 255, 272supremum, 268, 272trivial, 224vector, 220differentiable, 220, 240, 258, 266non, 220, 221, 226, 252, 271, 381, 382distance1-norm, 263, 264Euclidean, 402, 403fractional, 244, 256, 261, 265, 613inverted, 235, 690, 697power, 236, 697projector, 245root, 235, 607, 620, 770inverted, see function, fractionalinvertible, 49, 53, 55linear, see operatormonotonic, 219, 231–233, 254, 271, 337multidimensional, 219, 250, 266, 782affine, 224, 238negative, 235objective, see objectivepresorting, 231, 334, 559, 563, 585, 775product, 244, 256, 271projection, see projectorpseudofractional, 243quadratic, 222, 248, 257, 261, 267, 431,612, 727convex, strictly, 222, 261, 267, 579,680, 681distance, 402nonconvex, 360, 668nonnegative, 612quasiconcave, 269–271, 301cardinality, 233, 334rank, 135quasiconvex, 136, 242, 269–271continuity, 270, 271quasilinear, 261, 271, 625quotient, see function, fractionalratio, see function, fractionalsmooth, 220, 226sorting, 231, 334, 559, 563, 585, 775step, 625matrix, 301stress, 262, 554, 576support, 82, 240algebra, 240fundamentalconvexgeometry, 74, 79, 84, 395, 407optimization, 274metric property, 397, 451semidefiniteness test, 180, 596, 727

INDEX 827positive semidefinite, 284fat, see matrixFejér, 180, 754Fenchel, 219Fermat point, 410, 411Fiacco, 276find, 783finitely generated, 148floor, 786Forsgren & Gill, 273Fouriertransform, discrete, 54, 375Frisch, 276Frobenius, 52, see normfull, 39-dimensional, 39, 106-rank, 86, 298function, see operatoraffine, 47, 224, 237–240, 253supremum, 241, 655bilinear, 271composition, 235, 255, 676affine, 255, 272concave, 219, 235, 271, 574, 656conjugate, 570, 775continuity, 220, 262, 271convex, 219, 220, 404, 433difference, 233, 249, 337invariance, 220, 241, 272, 653, 654matrix, 262nonlinear, 220, 240simultaneously, 244, 245, 265strictly, 221, 222, 224, 255, 256, 258,261, 267, 268, 567, 573, 579, 680,681sum, 224, 255, 272supremum, 268, 272trivial, 224vector, 220differentiable, 220, 240, 258, 266non, 220, 221, 226, 252, 271, 381, 382distance1-norm, 263, 264Euclidean, 402, 403fractional, 244, 256, 261, 265, 613inverted, 235, 690, 697power, 236, 697projector, 245root, 235, 607, 620, 770inverted, see function, fractionalinvertible, 49, 53, 55linear, see operatormonotonic, 219, 231–233, 254, 271, 337multidimensional, 219, 250, 266, 782affine, 224, 238negative, 235objective, see objectivepresorting, 231, 334, 559, 563, 585, 775product, 244, 256, 271projection, see projectorpseudofractional, 243quadratic, 222, 248, 257, 261, 267, 431,612, 727convex, strictly, 222, 261, 267, 579,680, 681distance, 402nonconvex, 360, 668nonnegative, 612quasiconcave, 269–271, 301cardinality, 233, 334rank, 135quasiconvex, 136, 242, 269–271continuity, 270, 271quasilinear, 261, 271, 625quotient, see function, fractionalratio, see function, fractionalsmooth, 220, 226sorting, 231, 334, 559, 563, 585, 775step, 625matrix, 301stress, 262, 554, 576support, 82, 240algebra, 240fundamentalconvexgeometry, 74, 79, 84, 395, 407optimization, 274metric property, 397, 451semidefiniteness test, 180, 596, 727

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