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Naoki Ito
July 8, 2012
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
Proof) (i)The case in x C Let x = x + (1 ) x ( (0, 1]) Since x ri(C), > 0 s.t. B(x, ) a(C) C The each point of B(x , ) a(C) is a convex combination of x and some point of B(x, ) a(C) Therefore, by the covexity of C, B(x , ) a(C) C, implying that x ri(C) . . . . .
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
( (0, 1])
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
( (0, 1])
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
( (0, 1])
s.t. B x ,
B(xk, , )
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
Proposition 1.4.1(b)
Proposition 1.4.1 C : Nonempty convex set
b
(Nonemptiness of Relative interior) ri(C) is a nonempty convex set a(C)=a(ri(C)) Furthermore... dim(a(C)):= m m>0 x0 , x1 , ..., xm ri(C) = {subspace parallel to a(C)}
. . . . . .
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
Proof) (Convexity of ri(C)) Convexity of ri(C) follows from the Line Segment Principle. ri(C) C cl(C)
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
( Nonemptiness of ri(C) and a(C)=a(ri(C)) ) We assume without loss of generality that 0 C dim(a(C)) := m (i)The case in m = 0
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
( Nonemptiness of ri(C) and a(C)=a(ri(C)) ) We assume without loss of generality that 0 C dim(a(C)) := m (i)The case in m = 0 C = C = {0}
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
( Nonemptiness of ri(C) and a(C)=a(ri(C)) ) We assume without loss of generality that 0 C dim(a(C)) := m (i)The case in m = 0 C = C = {0} a(C) = {0}
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
( Nonemptiness of ri(C) and a(C)=a(ri(C)) ) We assume without loss of generality that 0 C dim(a(C)) := m (i)The case in m = 0 C = C = {0} a(C) = {0} ri(C) = {0}, thus, ri(C) =
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
( Nonemptiness of ri(C) and a(C)=a(ri(C)) ) We assume without loss of generality that 0 C dim(a(C)) := m (i)The case in m = 0 C = C = {0} a(C) = {0} ri(C) = {0}, thus, ri(C) = thus, a(C)=a(ri(C)) a(ri(C)) = {0}
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
= ( ) Z Z( )
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
= ( ) Z Z( )
A=
(1 , ..., m )|
i=1
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
< belongs to
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
< belongs to
Such the can be constructed as below. Since A is open set, > 0 s.t. B(, ) A := 2 then, 2 < = 2
<
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
< belongs to
Such the can be constructed as below. Since A is open set, > 0 s.t. B(, ) A := 2 then, 2 < = 2
<
...implying that x X
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
< belongs to
Such the can be constructed as below. Since A is open set, > 0 s.t. B(, ) A := 2 then, 2 < = 2
<
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
< belongs to
Such the can be constructed as below. Since A is open set, > 0 s.t. B(, ) A := 2 then, 2 < = 2
<
...implying that x X Hence X contains B()a(C), so X is open relative to x a(C). It follows that X, x ri(C), so that ri(C) = . x
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
< belongs to
Such the can be constructed as below. Since A is open set, > 0 s.t. B(, ) A := 2 then, 2 < = 2
<
...implying that x X Hence X contains B()a(C), so X is open relative to x a(C). It follows that X, x ri(C), so that ri(C) = . x Also, a(X) = a(C) (since by construction), X ri(C)( C), we see that a(ri(C))=ri(C).
. . . . . .
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
m>0
x0 =
i=1
zi ,
xi = x0 + zi ,
i = 1, ..., m
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
m>0
x0 =
i=1
zi ,
xi = x0 + zi ,
i = 1, ..., m
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
m>0
x0 =
i=1
zi ,
xi = x0 + zi ,
i = 1, ..., m
where is positive scalar that (m + 1) < 1 xi X ri(C) (i = 0, 1, ..., m) xi x0 = zi (i = 0, 1, ..., m) span a(C). . .
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
x ri(C) C, > 1 x
s.t. x + ( 1)(x x) C
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
x ri(C) C, > 1 x
s.t. x + ( 1)(x x) C
Proof) ) (trivial) ) Since ri(C) = , there exists some x ri(C) If x = x, we are done. So, we assume x = x.
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
x ri(C) C, > 1 x
s.t. x + ( 1)(x x) C
Proof) ) (trivial) ) Since ri(C) = , there exists some x ri(C) If x = x, we are done. So, we assume x = x. By the given condition, since x C, there exists a > 1 s.t. y = x + ( 1)(x x) C
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
x ri(C) C, > 1 x
s.t. x + ( 1)(x x) C
Proof) ) (trivial) ) Since ri(C) = , there exists some x ri(C) If x = x, we are done. So, we assume x = x. By the given condition, since x C, there exists a > 1 s.t. y = x + ( 1)(x x) C
1 Thus, we have x = 1 x + y By using Line Segment Principle, we obtain x ri(C)
. . . . . .
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
Proposition 1.4.2 X : Nonempty convex subset of Rn f : X R , concave X := {x X|f (x ) = inf xX f (x)} X ri(X) = f must be constant over X, i.e., X = X
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity
ri(C1 ) ri(C2 ) ri(C1 C2 ), cl(C1 C2 ) cl(C1 ) ri(C2 ) Furthermore, if ri(C1 ) ri(C2 ) = , then ri(C1 ) ri(C2 ) = ri(C1 C2 ), cl(C1 C2 ) = cl(C1 ) ri(C2 ) ri(C1 + C2 ) ri(C1 ) + ri(C2 ), cl(C1 ) + cl(C2 ) cl(C1 + C2 ) Furthermore, if at least one of the sets C1 and C2 is bounded, then cl(C1 ) + cl(C2 ) = cl(C1 + C2 )
Convex Analysis And Optimization Basic Convexity Concepts Relative Interior, Closure, and Continuity