2016/8/30
學習ADMM（Alternating Direction Method of Multiplers）
ADMM是一個旨在將對偶上升法的可分解性和乘子法的上界收斂屬性融合在一起的算法。
2016/9/23
矩陣求導示例：
Y = A * X --> DY/DX = A'
Y = X * A --> DY/DX = A
Y = A' * X * B --> DY/DX = A * B'
Y = A' * X' * B --> DY/DX = B * A'
dX'/dX = I
d(AX)'/dX = A'
dY/dX' = (dY'/dX)'
d(UV')/dX = (dU/dX)V' + U(dV'/dX)
d(U'V)/dX = (dU'/dX)V + (dV'/dX)U'
d(X'A)/dX = (dX'/dX)A + (dA/dX)X' = IA + 0X' = A
d(AX)/dX' = (d(X'A')/dX)' = (A')' = A
d(X'AX)/dX = (dX'/dX)AX + (d(AX)'/dX)X = AX + A'X
