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v2009.01.01 - Convex Optimization

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2.3. HULLS 55<br />

Figure 16: <strong>Convex</strong> hull of a random list of points in R 3 . Some<br />

points from that generating list reside interior to this convex polyhedron.<br />

[326, <strong>Convex</strong> Polyhedron] (Avis-Fukuda-Mizukoshi)<br />

The set of all symmetric hollow matrices S M h forms a proper subspace<br />

in R M×M , so for it there must be a standard orthonormal basis in<br />

isometrically isomorphic R M(M−1)/2<br />

{E ij ∈ S M h } =<br />

{ }<br />

1 ( )<br />

√ ei e T j + e j e T i , 1 ≤ i < j ≤ M 2<br />

(67)<br />

where M(M −1)/2 standard basis matrices E ij are formed from the standard<br />

basis vectors e i ∈ R M .<br />

The symmetric hollow majorization corollary on page 541 characterizes<br />

eigenvalues of symmetric hollow matrices.<br />

2.3 Hulls<br />

We focus on the affine, convex, and conic hulls: convex sets that may be<br />

regarded as kinds of Euclidean container or vessel united with its interior.<br />

2.3.1 Affine hull, affine dimension<br />

Affine dimension of any set in R n is the dimension of the smallest affine set<br />

(empty set, point, line, plane, hyperplane (2.4.2), translated subspace, R n )<br />

that contains it. For nonempty sets, affine dimension is the same as dimension<br />

of the subspace parallel to that affine set. [266,1] [173,A.2.1]

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