v2010.10.26 - Convex Optimization

INDEX 841coordinate system, 156linear program, 275SDP, 163, 275, 289, 307, 781signal, 372pyramid, 493, 494− Q − , 647quadrant, 37quadratic, see functionquadrature, 436quartix, 672, 781quasi-, see functionquotientHadamard, 690, 697, 772Rayleigh, 728− R −, 85range, 63, 85, 730, 777dimension, 55doublet, 639, 640dyad, 634, 635elementary matrix, 640, 641form, 85idempotent, 703, 704orthogonal complement, 85product, 604, 634, 638, 710pseudoinverse, 699, 700rotation, 648rank, 603, 604, 621, 622, 784-ρ subset, 121, 137, 556, 558–565, 583,589constraint, see constraintconvex envelope, see convexconvex iteration, see convexdiagonalizable, 603dimension, 141, 447, 448, 784affine, 449, 575full, 86, 298heuristic, 572, 575inequality, 607log det, 574, 575lowest, 309minimization, 308, 355, 387, 390, 575,583cardinality connection, 310cardinality constrained, 369fat, 384indefinite, 384one, 631, 634Boolean, 295, 461convex iteration, 355, 390, 587hull, see hull, convexmodification, 636, 640PSD, 127, 609, 610, 636subset, 251symmetric, 127, 609, 610, 636update, see rank, one, modificationpartitioned matrix, 614positive semidefinite cone, 136, 279face, 122–126Précis, 448product, 603, 604projection matrix, 708, 712quasiconcavity, 135reduction, 278, 299, 300, 305procedure, 300regularization, 332, 355, 365, 389, 390,575, 587Schur-form, 614, 615sum, 135positive semidefinite, 135, 603trace heuristic, 310–312, 384, 570–573,655ray, 96boundary of, 96cone, 96, 100, 101, 103, 142, 151boundary, 107EDM, 111positive semidefinite, 109extreme, 107, 514interior, 96Rayleigh quotient, 728realizable, 22, 412, 554, 555reconstruction, 476isometric, 420, 480isotonic, 479–482, 484, 486list, 476unique, 399, 421, 422, 438, 439recursion, 381, 539, 591, 609