Proquest Dissertations

Total Page:16

File Type:pdf, Size:1020Kb

Proquest Dissertations u Ottawa L'Universitd canadienne Canada's university FACULTE DES ETUDES SUPERIEURES l==I FACULTY OF GRADUATE AND ET POSTOCTORALES U Ottawa POSDOCTORAL STUDIES L'Universit6 canadienne Canada's university Guy Beaulieu "MEWDE"UATH£S17XUTHORWTHE"STS" Ph.D. (Mathematics) GRADE/DEGREE Department of Mathematics and Statistics 7ACulTirfc6L17bT^ Probabilistic Completion of Nondeterministic Models TITRE DE LA THESE / TITLE OF THESIS Philip Scott DIREWEURlbTRECTRicirDE'iSTHESE"/ THESIS SUPERVISOR EXAMINATEURS (EXAMINATRICES) DE LA THESE /THESIS EXAMINERS Richard Blute _ _ Paul-Eugene Parent Michael Mislove Benjamin Steinberg G ^y.W:.Slater.. Le Doyen de la Faculte des etudes superieures et postdoctorales / Dean of the Faculty of Graduate and Postdoctoral Studies PROBABILISTIC COMPLETION OF NONDETERMINISTIC MODELS By Guy Beaulieu, B.Sc, M.S. Thesis submitted to the Faculty of Graduate and Postdoctoral Studies University of Ottawa in partial fulfillment of the requirements for the PhD degree in the Ottawa-Carleton Institute for Graduate Studies and Research in Mathematics and Statistics ©2008 Guy Beaulieu, B.Sc, M.S. Library and Bibliotheque et 1*1 Archives Canada Archives Canada Published Heritage Direction du Branch Patrimoine de I'edition 395 Wellington Street 395, rue Wellington Ottawa ON K1A0N4 Ottawa ON K1A0N4 Canada Canada Your file Votre reference ISBN: 978-0-494-48387-9 Our file Notre reference ISBN: 978-0-494-48387-9 NOTICE: AVIS: The author has granted a non­ L'auteur a accorde une licence non exclusive exclusive license allowing Library permettant a la Bibliotheque et Archives and Archives Canada to reproduce, Canada de reproduire, publier, archiver, publish, archive, preserve, conserve, sauvegarder, conserver, transmettre au public communicate to the public by par telecommunication ou par Plntemet, prefer, telecommunication or on the Internet, distribuer et vendre des theses partout dans loan, distribute and sell theses le monde, a des fins commerciales ou autres, worldwide, for commercial or non­ sur support microforme, papier, electronique commercial purposes, in microform, et/ou autres formats. paper, electronic and/or any other formats. The author retains copyright L'auteur conserve la propriete du droit d'auteur ownership and moral rights in et des droits moraux qui protege cette these. this thesis. Neither the thesis Ni la these ni des extraits substantiels de nor substantial extracts from it celle-ci ne doivent etre imprimes ou autrement may be printed or otherwise reproduits sans son autorisation. reproduced without the author's permission. In compliance with the Canadian Conformement a la loi canadienne Privacy Act some supporting sur la protection de la vie privee, forms may have been removed quelques formulaires secondaires from this thesis. ont ete enleves de cette these. While these forms may be included Bien que ces formulaires in the document page count, aient inclus dans la pagination, their removal does not represent il n'y aura aucun contenu manquant. any loss of content from the thesis. Canada Abstract Motivated by Moggi's work [34] on how monads can be used to capture computational behavior, there has been a growing interest in finding monads which capture the precise computational effects generated when combining the theory of probabilistic choice and the theory of nondeterministic choice. The resulting theory, called here the theory of mixed choice [23, 31, 33], captures the interaction between the two choice operators by requiring appropriate distributivity axioms (probabilistic choice over nondeterministic choice), in addition to the operations and axioms from both individual choice theories. Classically, the required monad has been defined by composing the adjunctions on the left hand side of the following diagram. Mod(P/in, Set) ug' QL Mod(ND}in, Set) This requires the composition of the distributions functor Vfin, which constructs free models of probabilistic choice over an arbitrary set X, and the finite convex set functor Cvxfin, which constructs free models of mixed choice over an arbitrary convex set (C, +A ), as seen in [31, 33, 49]. This construction allows us to build a free mixed choice model from an arbitrary model for probabilistic (P) choice, in such fashion as to preserve the P choice model's probabilistic structure. u We consider the dual approach to the above algorithm. Through general categor­ ical results from Barr and Wells [2], we observed that free models for mixed choice could also be constructed over arbitrary models of nondeterministic (ND) choice. This allows for an alternative algorithm for constructing models for mixed choice, which corresponds to going up the right hand side of the above commuting diagram. This requires the composition of the finite nonempty powerset functor Vjin, which constructs free models of nondeterministic choice over an arbitrary set X, and the V-stable functor Stblfin, which constructs free models of mixed choice over an arbi­ trary semilattice (S, V). This alternative approach allows for a wider range of mixed choice models to be studied: those that would arise from arbitrary semilattices, hence arbitrary nondeterministic models with a possible non-standard definition of nonde- terminism. By abstract categorical notions, it is known that the V-stable functor Stblfin exists (the functor in the N-E corner of the above diagram). However, up until now there have been no concrete presentations of this functor, nor any notion of how to construct free mixed choice models over arbitrary semilattices. These concepts represent the main focus of this thesis. We motivate and develop a new property for convex sets generated over a set equipped with a semilattice structure. This notion is called V-stability. In essence, a V-stable convex set preserves the ND structure on its underlying set (i.e., if it contains an element s such that x\/ y = s, then it must also contain the convex subset generated by x and y). Finally, we generalize many of our results in two directions. First, we construct the corresponding V-stable functors for infinitary mixed choice theories over Set. We then extend the entire development of the thesis to express posetal model categories (i.e over Poset) of our theories. This would include constructing models for mixed choice over models obtained from the convex (Plotkin), lower (Hoare), and upper (Smyth) variants of nondeterminism. Furthermore, we prove that the results in the literature obtained by following the left-hand side of the given diagram are equivalent to our results obtained by traversing its right-hand side. in Acknowledgements It is a difficult thing, looking back over the past years, to pinpoint every single person to whom I owe a debt of gratitude. This thesis has evolved a great deal from its inception, and was influenced by many individuals. There have been many people who have helped me significantly academically and also supported me morally. First and foremost, I must attest that my thesis supervisor, Philip J. Scott, has supported me both academically, financially and morally throughout this whole pro­ cess. Without his generosity I would not have been able to travel to far-away seminars and meet with so many well-known researchers in my field. Without his knowledge and guidance many of the results we've found and cultivated would not be as grand nor as significant as they are today. Without his patience and kindness I might not have had the opportunity to reach my goals at my own pace. Phil has been my su­ pervisor for many years and I hope to have him as a friend and colleague for many more. I have had the chance to discuss my ideas and approaches with many fine re­ searchers and I would like to thank as many as I can for their assistance, their time and their suggestions. I'd like to thank Michael Mislove and James Worrell who took an interest in my work and invited me to visit them in Tulane in order to discuss the huge possibilities and impact my work could have. It's through their comments and suggestions that I first came to realize that what I was working on was actually signif­ icant and interesting to others. I would also like to take special care to thank Daniele Varacca who took me aside after my recovery from a nasty bug at MFPS 2007 and showed me how important motivating my definitions and constructions were. Thus my focus on dealing with the "why's" as much as the "how's". There have been many IV more people who have sat down with me and took interest in my work and whose suggestions and comments have been greatly appreciated: Samson Abramsky, Glynn Winskel, Marcelo Fiore and Joel Ouaknine during my visit of Oxford and Cambridge, John Power and Catuscia Palamidessi during MFPS 2005, Vincent Danos, Alex Simp­ son, Peter Selinger, Paul-Eugene Parent, Jeff Egger, Robin Cockett, and many others. I apologize to all the people who I might have missed. Finally, I have had a lot of support from family and friends pushing and motivat­ ing me to continue when everything seemed their bleakest; when a certain possible solution wouldn't pan out; and, especially when finding mistakes would waste weeks and weeks of work. Among them, I owe my wife Daniela the most. Without her constant support, encouragement and considerable shouldering of the parental tasks (taking care of our two children while their father was working late nights and week­ ends) my work would never have seen the light of day. I'd also like to recognize my parents, numerous as they may be, for believing in me and nurturing my love for mathematics. To my friends, I'd like to give thanks as well, not only for supporting their jobless compatriot with minimal mockery but also for lending their support to my family repeatedly and selflessly. v Dedication I dedicate this work to my wonderful children Emma and Matteo.
Recommended publications
  • Locally Solid Riesz Spaces with Applications to Economics / Charalambos D
    http://dx.doi.org/10.1090/surv/105 alambos D. Alipr Lie University \ Burkinshaw na University-Purdue EDITORIAL COMMITTEE Jerry L. Bona Michael P. Loss Peter S. Landweber, Chair Tudor Stefan Ratiu J. T. Stafford 2000 Mathematics Subject Classification. Primary 46A40, 46B40, 47B60, 47B65, 91B50; Secondary 28A33. Selected excerpts in this Second Edition are reprinted with the permissions of Cambridge University Press, the Canadian Mathematical Bulletin, Elsevier Science/Academic Press, and the Illinois Journal of Mathematics. For additional information and updates on this book, visit www.ams.org/bookpages/surv-105 Library of Congress Cataloging-in-Publication Data Aliprantis, Charalambos D. Locally solid Riesz spaces with applications to economics / Charalambos D. Aliprantis, Owen Burkinshaw.—2nd ed. p. cm. — (Mathematical surveys and monographs, ISSN 0076-5376 ; v. 105) Rev. ed. of: Locally solid Riesz spaces. 1978. Includes bibliographical references and index. ISBN 0-8218-3408-8 (alk. paper) 1. Riesz spaces. 2. Economics, Mathematical. I. Burkinshaw, Owen. II. Aliprantis, Char­ alambos D. III. Locally solid Riesz spaces. IV. Title. V. Mathematical surveys and mono­ graphs ; no. 105. QA322 .A39 2003 bib'.73—dc22 2003057948 Copying and reprinting. Individual readers of this publication, and nonprofit libraries acting for them, are permitted to make fair use of the material, such as to copy a chapter for use in teaching or research. Permission is granted to quote brief passages from this publication in reviews, provided the customary acknowledgment of the source is given. Republication, systematic copying, or multiple reproduction of any material in this publication is permitted only under license from the American Mathematical Society.
    [Show full text]
  • Notes on Convex Sets, Polytopes, Polyhedra, Combinatorial Topology, Voronoi Diagrams and Delaunay Triangulations
    Notes on Convex Sets, Polytopes, Polyhedra, Combinatorial Topology, Voronoi Diagrams and Delaunay Triangulations Jean Gallier and Jocelyn Quaintance Department of Computer and Information Science University of Pennsylvania Philadelphia, PA 19104, USA e-mail: [email protected] April 20, 2017 2 3 Notes on Convex Sets, Polytopes, Polyhedra, Combinatorial Topology, Voronoi Diagrams and Delaunay Triangulations Jean Gallier Abstract: Some basic mathematical tools such as convex sets, polytopes and combinatorial topology, are used quite heavily in applied fields such as geometric modeling, meshing, com- puter vision, medical imaging and robotics. This report may be viewed as a tutorial and a set of notes on convex sets, polytopes, polyhedra, combinatorial topology, Voronoi Diagrams and Delaunay Triangulations. It is intended for a broad audience of mathematically inclined readers. One of my (selfish!) motivations in writing these notes was to understand the concept of shelling and how it is used to prove the famous Euler-Poincar´eformula (Poincar´e,1899) and the more recent Upper Bound Theorem (McMullen, 1970) for polytopes. Another of my motivations was to give a \correct" account of Delaunay triangulations and Voronoi diagrams in terms of (direct and inverse) stereographic projections onto a sphere and prove rigorously that the projective map that sends the (projective) sphere to the (projective) paraboloid works correctly, that is, maps the Delaunay triangulation and Voronoi diagram w.r.t. the lifting onto the sphere to the Delaunay diagram and Voronoi diagrams w.r.t. the traditional lifting onto the paraboloid. Here, the problem is that this map is only well defined (total) in projective space and we are forced to define the notion of convex polyhedron in projective space.
    [Show full text]
  • Time Series Prediction for Graphs in Kernel and Dissimilarity Spaces∗†
    Time Series Prediction for Graphs in Kernel and Dissimilarity Spaces∗y Benjamin Paaßen Christina Göpfert Barbara Hammer This is a preprint of the publication [46] as provided by the authors. The original can be found at the DOI 10.1007/s11063-017-9684-5. Abstract Graph models are relevant in many fields, such as distributed com- puting, intelligent tutoring systems or social network analysis. In many cases, such models need to take changes in the graph structure into ac- count, i.e. a varying number of nodes or edges. Predicting such changes within graphs can be expected to yield important insight with respect to the underlying dynamics, e.g. with respect to user behaviour. However, predictive techniques in the past have almost exclusively focused on sin- gle edges or nodes. In this contribution, we attempt to predict the future state of a graph as a whole. We propose to phrase time series prediction as a regression problem and apply dissimilarity- or kernel-based regression techniques, such as 1-nearest neighbor, kernel regression and Gaussian process regression, which can be applied to graphs via graph kernels. The output of the regression is a point embedded in a pseudo-Euclidean space, which can be analyzed using subsequent dissimilarity- or kernel-based pro- cessing methods. We discuss strategies to speed up Gaussian Processes regression from cubic to linear time and evaluate our approach on two well-established theoretical models of graph evolution as well as two real data sets from the domain of intelligent tutoring systems. We find that simple regression methods, such as kernel regression, are sufficient to cap- ture the dynamics in the theoretical models, but that Gaussian process regression significantly improves the prediction error for real-world data.
    [Show full text]
  • Convex Sets and Convex Functions 1 Convex Sets
    Convex Sets and Convex Functions 1 Convex Sets, In this section, we introduce one of the most important ideas in economic modelling, in the theory of optimization and, indeed in much of modern analysis and computatyional mathematics: that of a convex set. Almost every situation we will meet will depend on this geometric idea. As an independent idea, the notion of convexity appeared at the end of the 19th century, particularly in the works of Minkowski who is supposed to have said: \Everything that is convex interests me." We discuss other ideas which stem from the basic definition, and in particular, the notion of a convex and concave functions which which are so prevalent in economic models. The geometric definition, as we will see, makes sense in any vector space. Since, for the most of our work we deal only with Rn, the definitions will be stated in that context. The interested student may, however, reformulate the definitions either, in an ab stract setting or in some concrete vector space as, for example, C([0; 1]; R)1. Intuitively if we think of R2 or R3, a convex set of vectors is a set that contains all the points of any line segment joining two points of the set (see the next figure). Here is the definition. Definition 1.1 Let u; v 2 V . Then the set of all convex combinations of u and v is the set of points fwλ 2 V : wλ = (1 − λ)u + λv; 0 ≤ λ ≤ 1g: (1.1) In, say, R2 or R3, this set is exactly the line segment joining the two points u and v.
    [Show full text]
  • OPTIMIZATION METHODS: CLASS 3 Linearity, Convexity, ANity
    OPTIMIZATION METHODS: CLASS 3 Linearity, convexity, anity The exercises are on the opposite side. D: A set A ⊆ Rd is an ane space, if A is of the form L + v for some linear space L and a shift vector v 2 Rd. By A is of the form L + v we mean a bijection between vectors of L and vectors of A given as b(u) = u + v. Each ane space has a dimension, dened as the dimension of its associated linear space L. D: A vector is an ane combination of a nite set of vectors if Pn , where x a1; a2; : : : an x = i=1 αiai are real number satisfying Pn . αi i=1 αi = 1 A set of vectors V ⊆ Rd is anely independent if it holds that no vector v 2 V is an ane combination of the rest. D: GIven a set of vectors V ⊆ Rd, we can think of its ane span, which is a set of vectors A that are all possible ane combinations of any nite subset of V . Similar to the linear spaces, ane spaces have a nite basis, so we do not need to consider all nite subsets of V , but we can generate the ane span as ane combinations of the base. D: A hyperplane is any ane space in Rd of dimension d − 1. Thus, on a 2D plane, any line is a hyperplane. In the 3D space, any plane is a hyperplane, and so on. A hyperplane splits the space Rd into two halfspaces. We count the hyperplane itself as a part of both halfspaces.
    [Show full text]
  • Vector Space and Affine Space
    Preliminary Mathematics of Geometric Modeling (1) Hongxin Zhang & Jieqing Feng State Key Lab of CAD&CG Zhejiang University Contents Coordinate Systems Vector and Affine Spaces Vector Spaces Points and Vectors Affine Combinations, Barycentric Coordinates and Convex Combinations Frames 11/20/2006 State Key Lab of CAD&CG 2 Coordinate Systems Cartesian coordinate system 11/20/2006 State Key Lab of CAD&CG 3 Coordinate Systems Frame Origin O Three Linear-Independent r rur Vectors ( uvw ,, ) 11/20/2006 State Key Lab of CAD&CG 4 Vector Spaces Definition A nonempty set ς of elements is called a vector space if in ς there are two algebraic operations, namely addition and scalar multiplication Examples of vector space Linear Independence and Bases 11/20/2006 State Key Lab of CAD&CG 5 Vector Spaces Addition Addition associates with every pair of vectors and a unique vector which is called the sum of and and is written For 2D vectors, the summation is componentwise, i.e., if and , then 11/20/2006 State Key Lab of CAD&CG 6 Vector Spaces Addition parallelogram illustration 11/20/2006 State Key Lab of CAD&CG 7 Addition Properties Commutativity Associativity Zero Vector Additive Inverse Vector Subtraction 11/20/2006 State Key Lab of CAD&CG 8 Commutativity for any two vectors and in ς , 11/20/2006 State Key Lab of CAD&CG 9 Associativity for any three vectors , and in ς, 11/20/2006 State Key Lab of CAD&CG 10 Zero Vector There is a unique vector in ς called the zero vector and denoted such that for every vector 11/20/2006 State Key Lab of CAD&CG 11 Additive
    [Show full text]
  • Convex Sets and Convex Functions (Part I)
    Convex Sets and Convex Functions (part I) Prof. Dan A. Simovici UMB 1 / 79 Outline 1 Convex and Affine Sets 2 The Convex and Affine Closures 3 Operations on Convex Sets 4 Cones 5 Extreme Points 2 / 79 Convex and Affine Sets n Special Subsets in R Let L be a real linear space and let x; y 2 L. The closed segment determined by x and y is the set [x; y] = f(1 − a)x + ay j 0 6 a 6 1g: The half-closed segments determined by x and y are the sets [x; y) = f(1 − a)x + ay j 0 6 a < 1g; and (x; y] = f(1 − a)x + ay j 0 < a 6 1g: The open segment determined by x and y is (x; y) = f(1 − a)x + ay j 0 < a < 1g: The line determined by x and y is the set `x;y = f(1 − a)x + ay j a 2 Rg: 3 / 79 Convex and Affine Sets Definition A subset C of L is convex if we have [x; y] ⊆ C for all x; y 2 C. Note that the empty subset and every singleton fxg of L are convex. 4 / 79 Convex and Affine Sets Convex vs. Non-convex x3 x4 x2 x4 x x y x2 x3 y x1 x1 (a) (b) 5 / 79 Convex and Affine Sets Example The set n of all vectors of n having non-negative components is a R>0 R n convex set called the non-negative orthant of R . 6 / 79 Convex and Affine Sets Example The convex subsets of (R; +; ·) are the intervals of R.
    [Show full text]
  • Lecture 2 - Introduction to Polytopes
    Lecture 2 - Introduction to Polytopes Optimization and Approximation - ENS M1 Nicolas Bousquet 1 Reminder of Linear Algebra definitions n Pm Let x1; : : : ; xm be points in R and λ1; : : : ; λm be real numbers. Then x = i=1 λixi is said to be a: • Linear combination (of x1; : : : ; xm) if the λi are arbitrary scalars. • Conic combination if λi ≥ 0 for every i. Pm • Convex combination if i=1 λi = 1 and λi ≥ 0 for every i. In the following, λ will still denote a scalar (since we consider in real spaces, λ is a real number). The linear space spanned by X = fx1; : : : ; xmg (also called the span of X), denoted by Span(X), is the set of n n points x of R which can be expressed as linear combinations of x1; : : : ; xm. Given a set X of R , the span of X is the smallest vectorial space containing the set X. In the following we will consider a little bit further the other types of combinations. Pm A set x1; : : : ; xm of vectors are linearly independent if i=1 λixi = 0 implies that for every i ≤ m, λi = 0. The dimension of the space spanned by x1; : : : ; xm is the cardinality of a maximum subfamily of x1; : : : ; xm which is linearly independent. The points x0; : : : ; x` of an affine space are said to be affinely independent if the vectors x1−x0; : : : ; x`− x0 are linearly independent. In other words, if we consider the space to be “centered” on x0 then the vectors corresponding to the other points in the vectorial space are independent.
    [Show full text]
  • An Introduction to Convex Polytopes
    Graduate Texts in Mathematics Arne Brondsted An Introduction to Convex Polytopes 9, New YorkHefdelbergBerlin Graduate Texts in Mathematics90 Editorial Board F. W. GehringP. R. Halmos (Managing Editor) C. C. Moore Arne Brondsted An Introduction to Convex Polytopes Springer-Verlag New York Heidelberg Berlin Arne Brondsted K, benhavns Universitets Matematiske Institut Universitetsparken 5 2100 Kobenhavn 0 Danmark Editorial Board P. R. Halmos F. W. Gehring C. C. Moore Managing Editor University of Michigan University of California Indiana University Department of at Berkeley Department of Mathematics Department of Mathematics Ann Arbor, MI 48104 Mathematics Bloomington, IN 47405 U.S.A. Berkeley, CA 94720 U.S.A. U.S.A. AMS Subject Classifications (1980): 52-01, 52A25 Library of Congress Cataloging in Publication Data Brondsted, Arne. An introduction to convex polytopes. (Graduate texts in mathematics; 90) Bibliography : p. 1. Convex polytopes.I. Title.II. Series. QA64.0.3.B76 1982 514'.223 82-10585 With 3 Illustrations. © 1983 by Springer-Verlag New York Inc. All rights reserved. No part of this book may be translated or reproduced in any form without written permission from Springer-Verlag, 175 Fifth Avenue, New York, New York 10010, U.S.A. Typeset by Composition House Ltd., Salisbury, England. Printed and bound by R. R. Donnelley & Sons, Harrisonburg, VA. Printed in the United States of America. 987654321 ISBN 0-387-90722-X Springer-Verlag New York Heidelberg Berlin ISBN 3-540-90722-X Springer-Verlag Berlin Heidelberg New York Preface The aim of this book is to introduce the reader to the fascinating world of convex polytopes. The highlights of the book are three main theorems in the combinatorial theory of convex polytopes, known as the Dehn-Sommerville Relations, the Upper Bound Theorem and the Lower Bound Theorem.
    [Show full text]
  • Weak Matrix Majorization Francisco D
    Linear Algebra and its Applications 403 (2005) 343–368 www.elsevier.com/locate/laa Weak matrix majorization Francisco D. Martínez Pería a,∗, Pedro G. Massey a, Luis E. Silvestre b aDepartamento de Matemática, Facultad de Ciencias Exactas, Universidad Nacional de La Plata, CC 172, La Plata, Argentina bDepartment of Mathematics, University of Texas at Austin, Austin, USA Received 19 May 2004; accepted 10 February 2005 Available online 31 March 2005 Submitted by R.A. Brualdi Abstract × Given X, Y ∈ Rn m we introduce the following notion of matrix majorization, called weak matrix majorization, n×n X w Y if there exists a row-stochastic matrix A ∈ R such that AX = Y, and consider the relations between this concept, strong majorization (s) and directional maj- orization (). It is verified that s⇒⇒w, but none of the reciprocal implications is true. Nevertheless, we study the implications w⇒s and ⇒s under additional hypotheses. We give characterizations of strong, directional and weak matrix majorization in terms of convexity. We also introduce definitions for majorization between Abelian families of selfadjoint matrices, called joint majorizations. They are induced by the previously mentioned matrix majorizations. We obtain descriptions of these relations using convexity arguments. © 2005 Elsevier Inc. All rights reserved. AMS classification: Primary 15A51; 15A60; 15A45 Keywords: Multivariate and directional matrix majorizations; Row stochastic matrices; Mutually com- muting selfadjoint matrices; Convex sets and functions ∗ Corresponding author. E-mail addresses: [email protected] (F.D. Mart´ınez Per´ıa), [email protected] (P.G. Massey), [email protected] (L.E. Silvestre).
    [Show full text]
  • Lecture 2: Convex Sets
    Lecture 2: Convex sets August 28, 2008 Lecture 2 Outline • Review basic topology in Rn • Open Set and Interior • Closed Set and Closure • Dual Cone • Convex set • Cones • Affine sets • Half-Spaces, Hyperplanes, Polyhedra • Ellipsoids and Norm Cones • Convex, Conical, and Affine Hulls • Simplex • Verifying Convexity Convex Optimization 1 Lecture 2 Topology Review n Let {xk} be a sequence of vectors in R n n Def. The sequence {xk} ⊆ R converges to a vector xˆ ∈ R when kxk − xˆk tends to 0 as k → ∞ • Notation: When {xk} converges to a vector xˆ, we write xk → xˆ n • The sequence {xk} converges xˆ ∈ R if and only if for each component i: the i-th components of xk converge to the i-th component of xˆ i i |xk − xˆ | tends to 0 as k → ∞ Convex Optimization 2 Lecture 2 Open Set and Interior Let X ⊆ Rn be a nonempty set Def. The set X is open if for every x ∈ X there is an open ball B(x, r) that entirely lies in the set X, i.e., for each x ∈ X there is r > 0 s.th. for all z with kz − xk < r, we have z ∈ X Def. A vector x0 is an interior point of the set X, if there is a ball B(x0, r) contained entirely in the set X Def. The interior of the set X is the set of all interior points of X, denoted by R (X) • How is R (X) related to X? 2 • Example X = {x ∈ R | x1 ≥ 0, x2 > 0} R 2 (X) = {x ∈ R | x1 > 0, x2 > 0} R n 0 (S) of a probability simplex S = {x ∈ R | x 0, e x = 1} Th.
    [Show full text]
  • Lecture 3 Convex Functions
    Lecture 3 Convex functions (Basic properties; Calculus; Closed functions; Continuity of convex functions; Subgradients; Optimality conditions) 3.1 First acquaintance Definition 3.1.1 [Convex function] A function f : M ! R defined on a nonempty subset M of Rn and taking real values is called convex, if • the domain M of the function is convex; • for any x; y 2 M and every λ 2 [0; 1] one has f(λx + (1 − λ)y) ≤ λf(x) + (1 − λ)f(y): (3.1.1) If the above inequality is strict whenever x 6= y and 0 < λ < 1, f is called strictly convex. A function f such that −f is convex is called concave; the domain M of a concave function should be convex, and the function itself should satisfy the inequality opposite to (3.1.1): f(λx + (1 − λ)y) ≥ λf(x) + (1 − λ)f(y); x; y 2 M; λ 2 [0; 1]: The simplest example of a convex function is an affine function f(x) = aT x + b { the sum of a linear form and a constant. This function clearly is convex on the entire space, and the \convexity inequality" for it is equality; the affine function is also concave. It is easily seen that the function which is both convex and concave on the entire space is an affine function. Here are several elementary examples of \nonlinear" convex functions of one variable: 53 54 LECTURE 3. CONVEX FUNCTIONS • functions convex on the whole axis: x2p, p being positive integer; expfxg; • functions convex on the nonnegative ray: xp, 1 ≤ p; −xp, 0 ≤ p ≤ 1; x ln x; • functions convex on the positive ray: 1=xp, p > 0; − ln x.
    [Show full text]