v2010.10.26 - Convex Optimization

v2010.10.26 - Convex Optimization v2010.10.26 - Convex Optimization

convexoptimization.com
from convexoptimization.com More from this publisher
12.07.2015 Views

780 APPENDIX F. NOTATION AND A FEW DEFINITIONSK ◦ polar cone; K ∗ = −K ◦ , or angular degree as in 360 ◦K M+K MK λK ∗ λδHH −H +∂H∂H∂H −∂H +dmonotone nonnegative conemonotone conespectral conecone of majorizationhalfspacehalfspace described using an outward-normal (106) to the hyperplanepartially bounding ithalfspace described using an inward-normal (107) 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 itsupportsvector 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 (1913) page 711, biorthogonal (1889) page 704expansion orthogonal (1923) page 713, biorthogonal (403) page 191

781vectorentrycubixquartixfeasible setsolution setoptimalfeasiblesameequivalentobjectiveprogramnatural ordercolumn vector in R nscalar element or real variable constituting a vector or matrixmember 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 pointas in optimal solution, means solution to an optimization problem.optimal ⇒ feasibleas in feasible solution, means satisfies the (“subject to”) constraints ofan optimization problem, may or may not be optimalas in same problem, means optimal solution set for one problem isidentical to optimal solution set of another (without transformation)as in equivalent problem, means optimal solution to one problem can bederived from optimal solution to another via suitable transformationThe three objectives of Optimization are minimize, maximize, and findSemidefinite program is any convex minimization, maximization, orfeasibility problem constraining a variable to a subset of a positivesemidefinite cone.Prototypical semidefinite program conventionally means: a semidefiniteprogram having linear objective, affine equality constraints, but noinequality constraints except for cone membership. (4.1.1)Linear program is any feasibility problem, or minimization ormaximization of a linear objective, constraining the variable to anypolyhedron. (2.13.1.0.3)with 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 bottom

780 APPENDIX F. NOTATION AND A FEW DEFINITIONSK ◦ polar cone; K ∗ = −K ◦ , or angular degree as in 360 ◦K M+K MK λK ∗ λδHH −H +∂H∂H∂H −∂H +dmonotone nonnegative conemonotone conespectral conecone of majorizationhalfspacehalfspace described using an outward-normal (106) to the hyperplanepartially bounding ithalfspace described using an inward-normal (107) 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 itsupportsvector 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 (1913) page 711, biorthogonal (1889) page 704expansion orthogonal (1923) page 713, biorthogonal (403) page 191

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!