什么是凸函数?
https://zhuanlan.zhihu.com/p/41951590
深入理解拉格朗日乘子法(Lagrange Multiplier) 和KKT条件
https://blog.csdn.net/xianlingmao/article/details/7919597
拉格朗日对偶性:
更详细的解释,自己这么笨都看懂了点:
https://blog.csdn.net/dpengwang/article/details/88355744
ADMM优化算法:
https://blog.csdn.net/weixin_30505485/article/details/99012430?ops_request_misc=&request_id=&biz_id=102&utm_term=admm%25E5%259B%25BE%25E5%2583%258F%25E5%25A4%2584%25E7%2590%2586%2520matlab&utm_medium=distribute.pc_search_result.none-task-blog-2allsobaiduweb~default-2-99012430.pc_search_result_before_js
梯度下降:梯度
https://blog.csdn.net/qq_41800366/article/details/86583789
用ADMM求解大型机器学习问题:
https://www.cnblogs.com/breezedeus/p/3496819.html
svm支持向量机和二次规划问题
https://www.cnblogs.com/liqizhou/archive/2012/05/11/2496029.html