As a joint-optimization problem which simultaneously fulfills two different but correlated embedding tasks (i.e., entity embedding and relation embedding), knowledge embedding problem is solved in a joint embedding scheme. In this embedding scheme, we design a joint compatibility scoring function to quantitatively evaluate the relational facts with respect to entities and relations, and further incorporate the scoring function into the max-margin structure leaing process that explicitly leas the embedding vectors of entities and relations using the context information of the knowledge base. By optimizing the joint problem, our design is capable of effectively capturing the intrinsic topological structures in the leaed embedding spaces. Experimental results demonstrate the effectiveness of our embedding scheme in characterizing the semantic correlations among different relation units, and in relation prediction for knowledge inference.