Читать книгу Convex Optimization - Mikhail Moklyachuk - Страница 5
Оглавление
Notations
| ℕ | Set of natural numbers |
| ℤ | Set of integer numbers |
| ℤ+ | Set of non-negative integer numbers |
| ℝ | Set of real numbers |
| Extended set of real numbers | |
| ℚ | Set of rational numbers |
| ℝn | Set of real n-vectors |
| ℝm × n | Set of real m × n-matrices |
| ℝ+ | Set of non-negative real numbers |
| ℝ++ | Set of positive real numbers |
| ℂ | Set of complex numbers |
| ℂn | Set of complex n-vectors |
| ℂm × n | Set of complex m × n-matrices |
| Set of symmetric n × n-matrices | |
| Set of symmetric positive semidefinite n × n-matrices | |
| Set of symmetric positive definite n × n-matrices | |
| Identity matrix | |
| X ⊤ | Transpose of matrix X |
| tr (X) | Trace of matrix X |
| λi(X) | ith largest eigenvalue of symmetric matrix X |
| 〈· , ·〉 | Inner product |
| x ⊥ y | Vectors x and y are orthogonal: 〈x, y〉 = 0 |
| V ⊥ | Orthogonal complement of subspace V |
| diag(X) | Diagonal matrix with diagonal entries x1, … , xn |
| rank (X) | Rank of matrix X |
| ‖·‖ | A norm |
| ‖·‖* | Dual of norm ‖·‖ |
| ‖ x ‖2 | Euclidean norm of vector x |
| x ⪯ y | Componentwise inequality between vectors x and y |
| x ≺ y | Strict componentwise inequality between vectors x and y |
| X ⪯ Y | Matrix inequality between symmetric matrices X and Y |
| X ≺ Y | Strict matrix inequality between symmetric matrices X and Y |
| X ⪯K Y | Generalized inequality induced by proper cone K |
| X ≺K Y | Strict generalized inequality induced by proper cone K |
| int X | Interior of set X |
| ri X | Relative interior of set X |
| conv X | Convex hull of set X |
| aff X | Affine hull of set X |
| cone X | Conic hull of set X |
| Lin X | Linear hull of set X |
| Closure of set X | |
| Closed convex hull of set X | |
| dim X | Dimension of set X |
| ∂ X | Boundary of set X |
| K * | Dual cone associated with cone K |
| A ray proceeding from a point in the direction h | |
| Hpβ | A hyperplane with the normal vector p |
| Half-spaces generated by hyperplane Hpβ | |
| πX(a) | Projection of point a onto set X |
| ρ(X1, X2) | Distance between sets X1 and X2 |
| epi f | Epigraph of function f |
| Sr (f) | Sublevel set of function f |
| dom f | Effective set of function f |
| f1 ⊕ f2 | Infimal convolution of functions f1, f2 |
| μ(x\X) | Minkowski function |
| γX(x) | Gauge function |
| δ(x\X) | Indicator function |
| σ(x\X) | Support function |
| f * | Conjugate function |
| ∂f(x) | Subdifferential of function f at point x |
| Superdifferential of function f at point x | |
| ∏(ℝm) | Set of all non-empty subsets of the space ℝm |