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Topological properties for sets and functions

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Chapter 2 Topological properties for sets and functions
Chapter 2.
Topological properties for sets and functions
tvnguyen (University of Science) Convex Optimization 26 / 108
Chapter 2 Topological properties for sets and functions
Relative Interior of a Convex Set
The interior of a subset C of IR
n
is the union of all open sets (of IR
n
)
contained in C. Since any union of open sets is open, the interior is also
the largest open set (of IR
n
) contained in C. The interior of C is denoted
by intC . From this definition, we have
x ∈ int C ⇔ ∃δ > 0 such that B(x, δ) ⊆ C .
Many nonempty convex sets have an empty interior. For example, in IR
2
,
int [a, b] = ∅. Similarly, in IR
3
, the interior of a triangle ABC is empty. So
our aim is to define a substitute to the interior of a convex set, called the
relative interior, in such a way that the relative interior of any nonempty
convex set is nonempty.
To define the relative interior, we need the concept of affine set.
tvnguyen (University of Science) Convex Optimization 27 / 108
Chapter 2 Topological properties for sets and functions
Affine Sets. Definition
Let A be a nonempty subset of IR


n
. A is affine if
∀x, y ∈ A, ∀α ∈ IR αx + (1 − α)y ∈ A.
The vector αx + (1 − α)y is called an affine combination of x and y.
The line passing through two points x and y is defined by
{αx + (1 − α)y | α ∈ IR}.
1) Geometrically, A is affine if it contains the line passing through each
pair of its points.
2) A singleton, a line, a plane are affine sets
3) an affine set is convex.
tvnguyen (University of Science) Convex Optimization 28 / 108
Chapter 2 Topological properties for sets and functions
Affine Combination
An affine combination of finitely many points x
1
, . . . , x
k
is defined by
k

i=1
α
i
x
i
where
k

i=1
α

i
= 1.
As for convex sets, we have the following characterization
Proposition. A subset A of IR
n
is affine if and only if it contains
every affine combination of finitely many of its points.
It is immediate that the translation of an affine set A, namely A + x with
x ∈ IR
n
, is affine. More specifically, the affine sets are just translates of
subspaces.
tvnguyen (University of Science) Convex Optimization 29 / 108
Chapter 2 Topological properties for sets and functions
Linear Subspaces
Let us recall that a subspace L is a subset of IR
n
which satisfies the
property :
∀x, y ∈ L, ∀α ∈ IR, x + y ∈ L and αx ∈ L
and that two affine sets A and B are parallel if there exists x ∈ IR
n
such
that A = B + x.
Proposition. The following statements hold :
(i) L is a subspace if and only if L is affine and 0 ∈ L.
(ii) Let A be an affine set. Then there exists a unique subspace L parallel
to A. Moreover one has A = L + a for every a ∈ A.
(iii) The translate of a subspace is an affine set.
tvnguyen (University of Science) Convex Optimization 30 / 108

Chapter 2 Topological properties for sets and functions
Dimensions and Hyperplanes
The dimension of an affine set A is the dimension of its parallel
subspace. An affine set of dimension 0 is called a point, an affine set of
dimension 1, a line, an affine set of dimension 2, a plane and an affine
set of dimension n − 1, an hyperplane.
An hyperplane is defined by the set
H = {x ∈ IR
n
| x

, x = b}
where x

∈ IR
n
, x

= 0, and b ∈ IR.
x

is called the normal vector to H.
tvnguyen (University of Science) Convex Optimization 31 / 108
Chapter 2 Topological properties for sets and functions
Affine Hull
Let C be a subset of IR
n
. The affine hull of C, denoted aff C , is the
intersection of all affine subsets of IR
n

containing C. The affine hull is
affine.
Proposition. The affine hull of C is the set of all affine combinations
of finitely many points of C.
Let C = {x
1
, x
2
, . . . , x
k
}. Then
aff C =

k

i=1
α
i
x
i




k

i=1
α
i
= 1


Examples : aff {x} = {x}, aff [x, y ] is the line generated by x and y.
aff B(0, 1) = IR
n
.
tvnguyen (University of Science) Convex Optimization 32 / 108
Chapter 2 Topological properties for sets and functions
Affinely Independent Points
Definition. Let S = {x
0
, . . . , x
k
} be a set of k + 1 points of IR
n
. The
points of S are affinely independent if aff S has dimension k
Proposition. Let S = {x
0
, . . . , x
k
} be a set of k + 1 points of IR
n
.
The points of S are linearly independent if and only if the vectors
x
1
− x
0
, x
2

− x
0
, . . . , x
k
− x
0
are linearly independent.
tvnguyen (University of Science) Convex Optimization 33 / 108

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