L. Vandenberghe and S. Boyd SIAM Review, 38(1): 49-95, March 1996. An earlier version, with the name Positive Definite Programming, appeared in Mathematical Programming, State of the Art, J. Birge and K. Murty, editors, pp.276-308, 1994. In semidefi
AbstractWe consider a convex relaxation of sparse principal component analysis proposed by d’Aspremont et al. (SIAM Rev. 49:434–448,2007). This convex relaxation is a nonsmooth semidefinite programming problem in which the1norm of the desired matrix
This classic text focuses on elliptic boundary value problems in domains with nonsmooth boundaries and on problems with mixed boundary conditions. Its contents are essential for an understanding of the behavior of numerical methods for partial diffe
