v2010.10.26 - Convex Optimization

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

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80 CHAPTER 2. CONVEX GEOMETRYCH −H +0 > κ 3 > κ 2 > κ 1{z ∈ R 2 | a T z = κ 1 }a{z ∈ R 2 | a T z = κ 2 }{z ∈ R 2 | a T z = κ 3 }Figure 28: (confer Figure 73) Each linear contour, of equal inner product invector z with normal a , represents i th hyperplane in R 2 parametrized byscalar κ i . Inner product κ i increases in direction of normal a . i th linesegment {z ∈ C | a T z = κ i } in convex set C ⊂ R 2 represents intersection withhyperplane. (Cartesian axes drawn for reference.)

2.4. HALFSPACE, HYPERPLANE 81tradition(a)Yy paH +H −∂H −nontraditional(b)Yy pãH −H +∂H +Figure 29: (a) Hyperplane ∂H − (128) supporting closed set Y ⊂ R 2 .Vector a is inward-normal to hyperplane with respect to halfspace H + ,but outward-normal with respect to set Y . A supporting hyperplane canbe considered the limit of an increasing sequence in the normal-direction likethat in Figure 28. (b) Hyperplane ∂H + nontraditionally supporting Y .Vector ã is inward-normal to hyperplane now with respect to bothhalfspace H + and set Y . Tradition [199] [307] recognizes only positivenormal polarity in support function σ Y as in (129); id est, normal a ,figure (a). But both interpretations of supporting hyperplane are useful.

2.4. HALFSPACE, HYPERPLANE 81tradition(a)Yy paH +H −∂H −nontraditional(b)Yy pãH −H +∂H +Figure 29: (a) Hyperplane ∂H − (128) supporting closed set Y ⊂ R 2 .Vector a is inward-normal to hyperplane with respect to halfspace H + ,but outward-normal with respect to set Y . A supporting hyperplane canbe considered the limit of an increasing sequence in the normal-direction likethat in Figure 28. (b) Hyperplane ∂H + nontraditionally supporting Y .Vector ã is inward-normal to hyperplane now with respect to bothhalfspace H + and set Y . Tradition [199] [307] recognizes only positivenormal polarity in support function σ Y as in (129); id est, normal a ,figure (a). But both interpretations of supporting hyperplane are useful.

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