I tried to figure out what was wrong with this expression in my docstring. I am using the sphinx.ext.mathjax extension in python sphinx v1.2b. Dockstone:
.. math:: w_k^* = \min_{w_k} \ell_k(w_k) + \lambda\left(\alpha||w_k||_1 + \frac{1}{2}(1-\alpha) ||w_k||^2\right)
Here is what appears: 
But he continues to generate this strange warning and not display the expression at all:
WARNING: Block quote ends without a blank line; unexpected unindent.
Oddly enough, if I delete the characters \alpha , \left , \right , \frac , the expression does fine without warning. Not sure why \lambda will be supported, not \alpha .
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