Convex Optimization. Mikhail Moklyachuk

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      © ISTE Ltd 2020

      The rights of Mikhail Moklyachuk to be identified as the author of this work have been asserted by him in accordance with the Copyright, Designs and Patents Act 1988.

      Library of Congress Control Number: 2020943973

      British Library Cataloguing-in-Publication Data

      A CIP record for this book is available from the British Library

      ISBN 978-1-78630-683-8

      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
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

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