v2009.01.01 - Convex Optimization
v2009.01.01 - Convex Optimization v2009.01.01 - Convex Optimization
36 CHAPTER 2. CONVEX GEOMETRY Figure 11: A slab is a convex Euclidean body infinite in extent but not affine. Illustrated in R 2 , it may be constructed by intersecting two opposing halfspaces whose bounding hyperplanes are parallel but not coincident. Because number of halfspaces used in its construction is finite, slab is a polyhedron. (Cartesian axes and vector inward-normal to each halfspace-boundary are drawn for reference.) 2.1.4 affine set A nonempty affine set (from the word affinity) is any subset of R n that is a translation of some subspace. An affine set is convex and open so contains no boundary: e.g., empty set ∅ , point, line, plane, hyperplane (2.4.2), subspace, etcetera. For some parallel 2.4 subspace M and any point x∈A A is affine ⇔ A = x + M = {y | y − x∈M} (9) The intersection of an arbitrary collection of affine sets remains affine. The affine hull of a set C ⊆ R n (2.3.1) is the smallest affine set containing it. 2.1.5 dimension Dimension of an arbitrary set S is the dimension of its affine hull; [324, p.14] dim S ∆ = dim aff S = dim aff(S − s) , s∈ S (10) the same as dimension of the subspace parallel to that affine set aff S when nonempty. Hence dimension (of a set) is synonymous with affine dimension. [173, A.2.1] 2.4 Two affine sets are said to be parallel when one is a translation of the other. [266, p.4]
2.1. CONVEX SET 37 2.1.6 empty set versus empty interior Emptiness ∅ of a set is handled differently than interior in the classical literature. It is common for a nonempty convex set to have empty interior; e.g., paper in the real world. Thus the term relative is the conventional fix to this ambiguous terminology: 2.5 An ordinary flat sheet of paper is an example of a nonempty convex set in R 3 having empty interior but relatively nonempty interior. 2.1.6.1 relative interior We distinguish interior from relative interior throughout. [286] [324] [311] The relative interior rel int C of a convex set C ⊆ R n is its interior relative to its affine hull. 2.6 Thus defined, it is common (though confusing) for int C the interior of C to be empty while its relative interior is not: this happens whenever dimension of its affine hull is less than dimension of the ambient space (dim aff C < n , e.g., were C a flat piece of paper in R 3 ) or in the exception when C is a single point; [222,2.2.1] rel int{x} ∆ = aff{x} = {x} , int{x} = ∅ , x∈ R n (11) In any case, closure of the relative interior of a convex set C always yields the closure of the set itself; rel int C = C (12) If C is convex then rel int C and C are convex, [173, p.24] and it is always possible to pass to a smaller ambient Euclidean space where a nonempty set acquires an interior. [25,II.2.3]. Given the intersection of convex set C with an affine set A rel int(C ∩ A) = rel int(C) ∩ A (13) If C has nonempty interior, then rel int C = int C . 2.5 Superfluous mingling of terms as in relatively nonempty set would be an unfortunate consequence. From the opposite perspective, some authors use the term full or full-dimensional to describe a set having nonempty interior. 2.6 Likewise for relative boundary (2.6.1.3), although relative closure is superfluous. [173,A.2.1]
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36 CHAPTER 2. CONVEX GEOMETRY<br />
Figure 11: A slab is a convex Euclidean body infinite in extent but<br />
not affine. Illustrated in R 2 , it may be constructed by intersecting<br />
two opposing halfspaces whose bounding hyperplanes are parallel but not<br />
coincident. Because number of halfspaces used in its construction is finite,<br />
slab is a polyhedron. (Cartesian axes and vector inward-normal to each<br />
halfspace-boundary are drawn for reference.)<br />
2.1.4 affine set<br />
A nonempty affine set (from the word affinity) is any subset of R n that is a<br />
translation of some subspace. An affine set is convex and open so contains<br />
no boundary: e.g., empty set ∅ , point, line, plane, hyperplane (2.4.2),<br />
subspace, etcetera. For some parallel 2.4 subspace M and any point x∈A<br />
A is affine ⇔ A = x + M<br />
= {y | y − x∈M}<br />
(9)<br />
The intersection of an arbitrary collection of affine sets remains affine. The<br />
affine hull of a set C ⊆ R n (2.3.1) is the smallest affine set containing it.<br />
2.1.5 dimension<br />
Dimension of an arbitrary set S is the dimension of its affine hull; [324, p.14]<br />
dim S ∆ = dim aff S = dim aff(S − s) , s∈ S (10)<br />
the same as dimension of the subspace parallel to that affine set aff S when<br />
nonempty. Hence dimension (of a set) is synonymous with affine dimension.<br />
[173, A.2.1]<br />
2.4 Two affine sets are said to be parallel when one is a translation of the other. [266, p.4]