数学代考|凸分析作业代写Convex Analysis代考|Background

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数学代考|凸分析作业代写Convex Analysis代考|Background

数学代考|凸分析作业代写Convex Analysis代考|Euclidean Spaces

We begin by reviewing some of the fundamental algebraic, geometric and analytic ideas we use throughout the book. Our setting, for most of the book, is an arbitrary Euclidean space $E$, by which we mean a finite-dimensional vector space over the reals $\mathbf{R}$, equipped with an inner product $\langle\cdot, \cdot\rangle$. We would lose no generality if we considered only the space $\mathbf{R}^{n}$ of real (column) $n$-vectors (with its standard inner product), but a more abstract, coordinate-free notation is often more flexible and elegant.
We define the norm of any point $x$ in $\mathbf{E}$ by $\|x\|=\sqrt{\langle x, x\rangle}$, and the unit ball is the set
$$
B=\{x \in \mathbf{E} \mid\|x\| \leq 1\} .
$$
Any two points $x$ and $y$ in $\mathbf{E}$ satisfy the Cauchy-Schwarz inequality
$$
|\langle x, y\rangle| \leq\|x\|\|y\| .
$$
We define the sum of two sets $C$ and $D$ in $\mathbf{E}$ by
$$
C+D=\{x+y \mid x \in C, y \in D\} .
$$
The definition of $C-D$ is analogous, and for a subset $\Lambda$ of $\mathbf{R}$ we define
$$
\Lambda C=\{\lambda x \mid \lambda \in \Lambda, x \in C\} .
$$

数学代考|凸分析作业代写Convex Analysis代考|Symmetric Matrices

Throughout most of this book our setting is an abstract Euclidean space $\mathbf{E}$. This has a number of advantages over always working in $\mathbf{R}^{n}$ : the basisindependent notation is more elegant and often clearer, and it encourages techniques which extend beyond finite dimensions. But more concretely, identifying $\mathbf{E}$ with $\mathbf{R}^{n}$ may obscure properties of a space beyond its simple Euclidean structure. As an example, in this short section we describe a Euclidean space which “feels” very different from $\mathbf{R}^{n}$ : the space $\mathbf{S}^{n}$ of $n \times n$ real symmetric matrices.

The nonnegative orthant $\mathbf{R}_{+}^{n}$ is a cone in $\mathbf{R}^{n}$ which plays a central role in our development. In a variety of contexts the analogous role in $\mathbf{S}^{n}$ is played by the cone of positive semidefinite matrices, $\mathbf{S}_{+}^{n}$. (We call a matrix $X$ in $\mathbf{S}^{n}$ positive semidefinite if $x^{T} X x \geq 0$ for all vectors $x$ in $\mathbf{R}^{n}$, and positive definite if the inequality is strict whenever $x$ is nonzero.) These two cones have some important differences; in particular, $\mathbf{R}_{+}^{n}$ is a polyhedron, whereas the cone of positive semidefinite matrices $\mathbf{S}_{+}^{n}$ is not, even for $n=2$. The cones $\mathbf{R}_{+}^{n}$ and $\mathbf{S}_{+}^{n}$ are important largely because of the orderings they induce. (The latter is sometimes called the Loewner ordering.) For points $x$ and $y$ in $\mathbf{R}^{n}$ we write $x \leq y$ if $y-x \in \mathbf{R}_{+}^{n}$, and $x<y$ if $y-x \in \mathbf{R}_{++}^{n}$ (with analogous definitions for $\geq$ and $>$ ). The cone $\mathbf{R}_{+}^{n}$ is a lattice cone: for any points $x$ and $y$ in $\mathbf{R}^{n}$ there is a point $z$ satisfying
$$
w \geq x \text { and } w \geq y \Leftrightarrow w \geq z
$$

 

数学代考|凸分析作业代写Convex Analysis代考|Background

数学代考|凸分析作业代写CONVEX ANALYSIS代考|EUCLIDEAN SPACES

我们首先回顾我们在整本书中使用的一些基本代数、几何和分析思想。对于本书的大部分内容,我们的设置是一个任意的欧几里得空间和,我们指的是实数上的有限维向量空间R, 配备内积⟨⋅,⋅⟩. 如果我们只考虑空间,我们不会失去一般性Rn真实的C这一世你米n n-向量在一世吨H一世吨ss吨一种nd一种rd一世nn和rpr这d你C吨,但更抽象、无坐标的表示法通常更灵活、更优雅。
我们定义任意点的范数X在和经过‖X‖=⟨X,X⟩, 并且单位球是集合
乙={X∈和∣‖X‖≤1}.
任意两点X和是在和满足 Cauchy-Schwarz 不等式
|⟨X,是⟩|≤‖X‖‖是‖.
我们定义两组的总和C和D在和经过
C+D={X+是∣X∈C,是∈D}.
的定义C−D是类似的,并且对于一个子集Λ的R我们定义
ΛC={λX∣λ∈Λ,X∈C}.

数学代考|凸分析作业代写CONVEX ANALYSIS代考|SYMMETRIC MATRICES

在本书的大部分内容中,我们的背景都是一个抽象的欧几里得空间和. 与总是在Rn:与基础无关的表示法更优雅,通常更清晰,它鼓励超越有限维度的技术。但更具体地,识别和和Rn可能会掩盖其简单欧几里得结构之外的空间属性。作为一个例子,在这个简短的部分中,我们描述了一个欧几里得空间,它“感觉”与Rn: 空间小号n的n×n实对称矩阵。

非负正数R+n是一个圆锥Rn这在我们的发展中起着核心作用。在各种情况下,类似的角色小号n由正半定矩阵的锥体播放,

$\mathbf{S}^{n}$ is played by the cone of positive semidefinite matrices, $\mathbf{S}{+}^{n}$. (We call a matrix $X$ in $\mathbf{S}^{n}$ positive semidefinite if $x^{T} X x \geq 0$ for all vectors $x$ in $\mathbf{R}^{n}$, and positive definite if the inequality is strict whenever $x$ is nonzero.) These two cones have some important differences; in particular, $\mathbf{R}{+}^{n}$ is a polyhedron, whereas the cone of positive semidefinite matrices $\mathbf{S}{+}^{n}$ is not, even for $n=2$. The cones $\mathbf{R}{+}^{n}$ and $\mathbf{S}{+}^{n}$ are important largely because of the orderings they induce. (The latter is sometimes called the Loewner ordering.) For points $x$ and $y$ in $\mathbf{R}^{n}$ we write $x \leq y$ if $y-x \in \mathbf{R}{+}^{n}$, and $x{++}^{n}$ (with analogous definitions for $\geq$ and $>$ ). The cone $\mathbf{R}_{+}^{n}$ is a lattice cone: for any points $x$ and $y$ in $\mathbf{R}^{n}$ there is a point $z$ satisfying
$$
w \geq x \text { and } w \geq y \Leftrightarrow w \geq z
$$

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