References

CONVEX OPTIMIZATION PROBLEMS FOR MACHINE LEARNING AND BASIC PROPERTIES OF CONVEXITY


[1] T. Hastie, R. Tibshirani and J. Friedman, The Elements of Statistical Learning, Springer, 2001.

[2] B. Scholkopf and A. Smola, Learning with Kernels, MIT Press, 2002.

[3] E. Candes and B. Recht, Exact matrix completion via convex optimization, Foundations of Computational Mathematics 9(6) (2009), 717-772.

[4] R. Rockafellar, Convex Analysis, Princeton University Press, 1970.