26. Reference
- Boyd, S. and Vandenberghe, L. (2004). Convex Optimization. Cambridge University Press.
- Boyd, S. and Vandenberghe, L. (2014). Convex Optimization Lecture Slides.
- Tibshirani, R. (2016). Convex Optimization: Fall 2016.
- Wikipedia. Jensen’s inequality.
- Wikipedia. Positive-definite matrix - properties.
- Wikipedia. Eigendecomposition.
- Wikipedia. Eigendecomposition of a matrix - Real symmetric matrices.
- Wikipedia. Schur complement.
- Wikipedia. Quasiconvex function.
- Boyd, S. and Dattorro, J. (2013). Alternating Projections.
- Wikipedia. Max-flow min-cut theorem.
- Wikipedia. Ford-Fulkerson algorithm.
- Tibshirani, J. R. (2013). The lasso problem and uniqueness. Electronic Journal of Statistics
Vol. 7. pp. 1456–1490.
- Nocedal, J. (2006). Numerical Optimization 2nd ed. Springer.
- Wikipedia. Frank–Wolfe algorithm.
- Wikipedia. Coordinate descent.