v2010.10.26 - Convex Optimization

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