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Notations

Set of natural numbers
Set of integer numbers
+ Set of non-negative integer numbers
Set of real numbers
Extended set of real numbers
Set of rational numbers
n Set of real n-vectors
m × n Set of real m × n-matrices
+ Set of non-negative real numbers
++ Set of positive real numbers
Set of complex numbers
n Set of complex n-vectors
m × 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
xy 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 ‖·‖
x2 Euclidean norm of vector x
xy Componentwise inequality between vectors x and y
xy Strict componentwise inequality between vectors x and y
XY Matrix inequality between symmetric matrices X and Y
XY Strict matrix inequality between symmetric matrices X and Y
XK Y Generalized inequality induced by proper cone K
XK 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
f1f2 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
Convex Optimization

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