v2007.09.13 - Convex Optimization

v2007.09.13 - Convex Optimization v2007.09.13 - Convex Optimization

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680 APPENDIX G. NOTATION AND A FEW DEFINITIONSR m×ncsubspace comprising all geometrically centered m×n matricesX ⊥ basis N(X T )x ⊥ N(x T ) , {y | x T y = 0}R(P ) ⊥ N(P T )R ⊥ orthogonal complement of R⊆ R n ; R ⊥ ={y ∆ ∈ R n | 〈x,y〉=0 ∀x∈ R}K ⊥Knormal coneconeK ∗dual coneK ◦ polar cone; K ∗ = −K ◦K M+K MK λK ∗ λδHH −H +∂H∂H∂H −∂H +monotone nonnegative conemonotone conespectral conecone of majorizationhalfspacehalfspace described using an outward-normal (86) to the hyperplanepartially bounding ithalfspace described using an inward-normal (87) to the hyperplanepartially bounding ithyperplane; id est, partial boundary of halfspacesupporting hyperplanea supporting hyperplane having outward-normal with respect to set itsupportsa supporting hyperplane having inward-normal with respect to set itsupports

681dvector of distance-squared ijlower bound on distance-square d ijd ijABABCupper bound on distance-square d ijclosed line segment between points A and Bmatrix multiplication of A and Bclosure of set Cdecomposition orthonormal (1675) page 590, biorthogonal (1652) page 583expansion orthogonal (1685) page 592, biorthogonal (344) page 163vectorcubixquartixfeasible setsolution setnatural ordertightg ′g ′′→Ydgcolumn vector in R nmember of R M×N×Lmember of R M×N×L×Kmost simply, the set of all variable values satisfying all constraints ofan optimization problemmost simply, the set of all optimal solutions to an optimization problem;a subset of the feasible set and not necessarily a single pointwith reference to stacking columns in a vectorization means a vectormade from superposing column 1 on top of column 2 then superposingthe result on column 3 and so on; as in a vector made from entries of themain diagonal δ(A) means taken from left to right and top to bottomwith reference to a bound means a bound that can be met,with reference to an inequality means equality is achievablefirst derivative of possibly multidimensional function with respect toreal argumentsecond derivative with respect to real argumentfirst directional derivative of possibly multidimensional function g indirection Y ∈R K×L (maintains dimensions of g)

681dvector of distance-squared ijlower bound on distance-square d ijd ijABABCupper bound on distance-square d ijclosed line segment between points A and Bmatrix multiplication of A and Bclosure of set Cdecomposition orthonormal (1675) page 590, biorthogonal (1652) page 583expansion orthogonal (1685) page 592, biorthogonal (344) page 163vectorcubixquartixfeasible setsolution setnatural ordertightg ′g ′′→Ydgcolumn vector in R nmember of R M×N×Lmember of R M×N×L×Kmost simply, the set of all variable values satisfying all constraints ofan optimization problemmost simply, the set of all optimal solutions to an optimization problem;a subset of the feasible set and not necessarily a single pointwith reference to stacking columns in a vectorization means a vectormade from superposing column 1 on top of column 2 then superposingthe result on column 3 and so on; as in a vector made from entries of themain diagonal δ(A) means taken from left to right and top to bottomwith reference to a bound means a bound that can be met,with reference to an inequality means equality is achievablefirst derivative of possibly multidimensional function with respect toreal argumentsecond derivative with respect to real argumentfirst directional derivative of possibly multidimensional function g indirection Y ∈R K×L (maintains dimensions of g)

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