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 |