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I've been trying to figure out what's wrong with this expression in my docstring. I'm using the sphinx.ext.mathjax extension in python sphinx v1.2b. The docstring:
.. 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)
This is what appears:

But it continues to generate this strange warning and not render the expression at all:
WARNING: Block quote ends without a blank line; unexpected unindent.
Strangely enough, if I remove \alpha, \left, \right, \frac symbols, the expression renders fine without warnings. Not sure why \lambda would be supported and not \alpha.