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Text 27






OPTIMIZATION OVER AN OPEN SET

 

In this chapter we study in detail the first example of Chapter 1. We first establish some notation which will be in force throughout these Notes. Then we study our example. This will generalize to a canonical problem, the properties of whose solution are stated as a theorem. Some additional properties are mentioned in the last section.

All vectors are column vectors, with two consistent exceptions mentioned in 2.1.3 and 2.1.5 below and some other minor and convenient exceptions in the text. Prime denotes transpose so that if x Є Rn then x ' is the row vector x' = (x 1,..., x n), and x = (x 1,..., x n) '. Vectors are normally denoted by lower case letters, the ith component of a vector x Є Rn is denoted xi , and differentvectors denoted by the same symbol are distinguished by superscripts as in x j and x k. 0 denoted both the zero vector and the real number zero, but no confusion will result.

Thus if x = (x 1,..., x n) ' and y = (y 1,..., y n) ' then x'y = x 1 y 1 +... + xnyn as in ordinary matrix multiplication. If x Є Rn we define| x | = √ x'x.



If x = (x 1,..., x n) ' and y = (y 1,..., y n) ' then xy means x iy i , i = 1,..., n. In particular if x Є Rn , then x ≥ 0, if x i ≥ 0, i = 1,..., n.

Matrices are normally denoted by capital letters. If A is an m x n matrix, then Aj denotes the jth column of A, and Ai denotes the ith row of A. Note that Ai is a row vector. Aji denotes the entry of A in the ith row and jth column; this entry is sometimes also denoted by the lower case letter aij, and then we also write A = { aij }. I denotes the identity matrix; its size will be clear from the context. If confusion is likely, we write In, to denote the n x n identity matrix.

 

 






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