26. Reference

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