1
Q
general optimisation problem:
A
minimise f(x) subject to x in Ω, Ω a subset of R^n
2
Q
x*:
A
a vector satisfying the constraints, aka an optimum/solution/minimiser
3
Q
convex set:
A
a set is convex if for all x,y in C (C subset of R^n) and λ in [0,1], λx+(1-λ)y in C, so for any two points the line segment connecting them is also in C
4
Q
convex function:
A
a function f:C->R^n is convex if C is convex and for all x,y in C and λ in [0,1], f(λx+(1-λ)y) <= λf(x)+(1-λ)f(y)
