Convex Analysis外文电子书籍.pdfVIP

Convex Analysis ´ ´ Jose De Dona September 2004 Centre of Complex Dynamic Systems and Control Outline 1 Convex Sets Definition of a Convex Set Examples of Convex Sets Convex Cones Supporting Hyperplane Separation of Disjoint Convex Sets 2 Convex Functions Definition of a Convex Function Properties of Convex Functions Convexity of Level Sets Continuity of Convex Functions 3 Generalisations of Convex Functions Quasiconvex Functions Pseudoconvex Functions Relationship Among Various Types of Convexity Convexity at a Point Centre of Complex Dynamic Systems and Control Convex Analysis The notion of convexity is crucial to the solution of many real world problems. Fortunately, many problems encountered in constrained control and estimation are convex. Convex problems have many important properties for optimisation problems. For example, any local minimum of a convex function over a convex set is also a global minimum. Centre of Complex Dynamic Systems and Control Convex Sets We have the following definition of a convex set. Definition (Convex Set) A set S ⊂ Rn is convex if the line segment joining any two points of the set also belongs to the set. In other words, if x1, x2 ∈ S then λx1 + (1 − λ)x2 must also belong to S for each λ ∈ [0, 1].