v2010.10.26 - Convex Optimization

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

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830 INDEXnorm, 293, 786triangle, 225rank, 607singular value, 70, 666spectral, 70, 470trace, 607triangle, 397, 398, 431, 451–458, 464,487–492, 501, 502norm, 225strict, 454unique, 487vector, 225variation, 173inertia, 469, 612complementary, 472, 612Sylvester’s law, 604infimum, 272, 653, 656, 709, 730, 783inflection, 261injective, 53, 54, 106, 215, 439, 777Gram form, 435, 439, 442inner-product form, 443, 444invertible, 53, 699, 700non, 55nullspace, 53innovationrate, 372interior, 39, 40, 46, 96-point, 39method, 148, 273, 276, 278, 295, 332,414, 416, 540, 577algebra, 40, 46, 183empty, 39of affine, 40of cone, 183, 185EDM, 499, 507membership, 169positive semidefinite, 114, 286of halfspace, 46of point, 39, 41of ray, 96relative, 39, 40, 46, 96transformation, 183intersection, 46cone, 102, 164pointed, 103epigraph, 241, 268, 272face, 178halfspace, 74, 163, 182hyperplane, 86, 178convex set, 80, 523line with boundary, 42nullspace, 88planes, 87positive semidefinite coneaffine, 139, 287geometric center subspace, 629line, 419subspace, 88tangential, 43invarianceclosure, 39, 148, 183cone, 102, 103, 144, 164, 499pointed, 106, 151convexity, 46, 47dimension, 55ellipsoid, 49function, 653, 654convex, 220, 241, 272Gram form, 435inner-product form, 438isometric, 23, 420, 434, 438, 476, 477optimization, 239, 654orthogonal, 54, 485, 552, 647, 650reflection, 436rotation, 130, 436scaling, 272, 403, 653, 654set, 467translation, 434–436, 441, 462function, 220, 272, 654subspace, 529, 731inversionconic coordinates, 215Gram form, 441injective, 53matrix, see matrix, inversenullspace, 49, 53operator, 49, 53, 55, 183is, 773isedm(), 400, 407isometry, 54, 485, 554

INDEX 831isomorphic, 52, 56, 59, 772face, 122, 410, 509isometrically, 42, 53, 118, 180non, 629isomorphism, 52, 183, 184, 442, 444, 485,498isometric, 53, 54, 57, 60, 485symmetric hollow subspace, 60symmetric matrix subspace, 57isotonic, 481iterate, 748, 758, 759, 762iterationalternating projection, 580, 748, 754,763convex, see convex− j − , 375Jacobian, 251Johnson, 597, 598− K − , 100Karhunen-Loéve transform, 476kissing, 161, 227, 228, 346–348, 413, 703number, 413KKT conditions, 206, 208, 557, 668Klanfer, 408Klee, 110Krein-Rutman, 164Kronecker product, 118, 592–594, 665, 674,675, 692eigen, 594inverse, 376orthogonal, 651positive semidefinite, 402, 606projector, 749pseudoinverse, 701trace, 594vector, 676vectorization, 593Kuhn, 411− L −, 240Lagrange multiplier, 174, 668sign, 216Lagrangian, 216, 224, 367, 379, 410Lasso, 372lattice, 319–322, 326–328regular, 30, 319Laurent, 299, 301, 460, 465, 516, 521, 760law of cosines, 430least1-norm, 227, 228, 293, 347energy, 408, 573norm, 227, 293, 702squares, 315, 317, 702Legendre-Fenchel transform, 570Lemaréchal, 21, 82line, 253, 266tangential, 44linearalgebra, 85, 591bijection, see bijectivecomplementarity, 207function, see operatorindependence, 37, 71, 141, 142, 145,298, 348, 637matrix, 603of affine, 86, 88preservation, 37subspace, 37, 772inequality, 35, 72, 169matrix, 182–184, 284, 287injective, see injectiveoperator, 47, 59, 220, 237, 238, 405,441, 443, 485, 512, 591, 732projector, 707, 712, 715, 735program, 83, 88–90, 162, 226, 238, 273,275–278, 414, 781dual, 162, 275prototypical, 163, 275regression, 372surjective, see surjectivetransformation, see transformationlist, 28Littlewood, 560Liu, 497, 504, 511, 578localization, 24, 419sensor network, 315, 316

830 INDEXnorm, 293, 786triangle, 225rank, 607singular value, 70, 666spectral, 70, 470trace, 607triangle, 397, 398, 431, 451–458, 464,487–492, 501, 502norm, 225strict, 454unique, 487vector, 225variation, 173inertia, 469, 612complementary, 472, 612Sylvester’s law, 604infimum, 272, 653, 656, 709, 730, 783inflection, 261injective, 53, 54, 106, 215, 439, 777Gram form, 435, 439, 442inner-product form, 443, 444invertible, 53, 699, 700non, 55nullspace, 53innovationrate, 372interior, 39, 40, 46, 96-point, 39method, 148, 273, 276, 278, 295, 332,414, 416, 540, 577algebra, 40, 46, 183empty, 39of affine, 40of cone, 183, 185EDM, 499, 507membership, 169positive semidefinite, 114, 286of halfspace, 46of point, 39, 41of ray, 96relative, 39, 40, 46, 96transformation, 183intersection, 46cone, 102, 164pointed, 103epigraph, 241, 268, 272face, 178halfspace, 74, 163, 182hyperplane, 86, 178convex set, 80, 523line with boundary, 42nullspace, 88planes, 87positive semidefinite coneaffine, 139, 287geometric center subspace, 629line, 419subspace, 88tangential, 43invarianceclosure, 39, 148, 183cone, 102, 103, 144, 164, 499pointed, 106, 151convexity, 46, 47dimension, 55ellipsoid, 49function, 653, 654convex, 220, 241, 272Gram form, 435inner-product form, 438isometric, 23, 420, 434, 438, 476, 477optimization, 239, 654orthogonal, 54, 485, 552, 647, 650reflection, 436rotation, 130, 436scaling, 272, 403, 653, 654set, 467translation, 434–436, 441, 462function, 220, 272, 654subspace, 529, 731inversionconic coordinates, 215Gram form, 441injective, 53matrix, see matrix, inversenullspace, 49, 53operator, 49, 53, 55, 183is, 773isedm(), 400, 407isometry, 54, 485, 554

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