Lecture2TopologyofSetsinR.PDFVIP

Lecture 2 Topology of Sets in Rn August 27, 2008 A. Nedich and U. Shanbhag Lecture 2 Outline • Vectors, Matrices, Norms, Convergence • Open and Closed Sets • Special Sets: Subspace, Affine Set, Cone, Convex Set • Special Convex Sets: Hyperplane, Polyhedral Set, Ball • Special Cones: Normal Cone, Dual Cone, Tangent Cone • Some Operations with Sets: • Set Closure, Interior, Boundary • Convex Hull, Conical Hull, Affine Hull • Relative Closure, Interior, Boundary • Functions • Special Functions: Linear, Quadratic Game Theory: Models, Algorithms and Applications 1 A. Nedich and U. Shanbhag Lecture 2 Notation: Vectors and Matrices We consider the space of n-dimensional real vectors denoted by Rn   x1 n  .  • Vector x ∈ R is viewed as a column: x =  .  .   xn • The prime denotes a transpose: x = [x , . . . , x ] 1 n • For a matrix A, we use aij or [A]ij to denote its (i, j )-th entry • The matrix A is positive semidefinite (A ≥ 0) when n x Ax ≥ 0 for all x ∈ R • The matrix A is positive definite (A 0) when n x Ax 0 for all x ∈ R , x = 0 Game Theory: Models, Algorithms a