v2007.09.17 - Convex Optimization

2.1. CONVEX SET 372.1.6 empty set versus empty interiorEmptiness ∅ of a set is handled differently than interior in the classicalliterature. It is common for a nonempty convex set to have empty interior;e.g., paper in the real world. Thus the term relative is the conventional fixto this ambiguous terminology: 2.5An ordinary flat sheet of paper is an example of a nonempty convexset in R 3 having empty interior but relatively nonempty interior.2.1.6.1 relative interiorWe distinguish interior from relative interior throughout. [247] [280] [268]The relative interior rel int C of a convex set C ⊆ R n is its interior relativeto its affine hull. 2.6 Thus defined, it is common (though confusing) for int Cthe interior of C to be empty while its relative interior is not: this happenswhenever dimension of its affine hull is less than dimension of the ambientspace (dim aff C < n , e.g., were C a flat piece of paper in R 3 ) or in theexception when C is a single point; [189,2.2.1]rel int{x} ∆ = aff{x} = {x} , int{x} = ∅ , x∈ R n (11)In any case, closure of the relative interior of a convex set C always yieldsthe closure of the set itself;rel int C = C (12)If C is convex then rel int C and C are convex, [148, p.24] and it is alwayspossible to pass to a smaller ambient Euclidean space where a nonempty setacquires an interior. [20,II.2.3].Given the intersection of convex set C with an affine set Arel int(C ∩ A) = rel int(C) ∩ A (13)If C has nonempty interior, then rel int C = int C .2.5 Superfluous mingling of terms as in relatively nonempty set would be an unfortunateconsequence. From the opposite perspective, some authors use the term full orfull-dimensional to describe a set having nonempty interior.2.6 Likewise for relative boundary (2.6.1.3), although relative closure is superfluous.[148,A.2.1]