Convex Optimization
We follow the notation and approach of the text by Bazaraa et al. [6].
C.1 Convexity
Definition C.1
A set χ ⊂ n is said to be convex if for any X1, X1 ε χ it holds that λx1 + (1 − λ)x2 ε χ, for every λ ε [0, 1].
Thus a set of real vectors is convex if the entire line segment joining any pair of elements of the set lies entirely within the set.
Definition C.2
χ is a convex set in n. A function f : χ → is said to ...
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