优化问题—数学符号定义

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Meaning of Symbols

Symbol	Quantity
$\min$	Minimize.
$\max$	Maximize.
$\sup$	supremum.
$\inf$	infimum.

Some Specific Sets

Symbol	Quantity
$\mathbf{R}$	Real numbers.
${\mathbf{R}}^n$	Real $n$-vectors ($n\times 1$ matrices).
${\mathbf{R}}^{m\times n}$	Real $m\times n$ matrices.
${\mathbf{R}}_{+},{\mathbf{R}}_{++}$	Nonnegative, positive real numbers.
$\mathbf{C}$	Complex numbers.
${\mathbf{C}}^n$	Complex$ n$-vectors.
${\mathbf{C}}^{m\times n}$	Complex m × n matrices.
$\mathbf{Z}$	Integers.
${\mathbf{Z}}_{+}$	Nonnegative integers.
${\mathbf{S}}^n$	Symmetric $n\times n$ matrices.
${\mathbf{S}}^n,{\mathbf{S}}_{++}^n$	Symmetric positive semidefinite, positive definite, $n\times n$ matrices…

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Vectors and Matrices

Symbol	Quantity
$1$	Vector with all components one.
${\mathbf{e}}_i$	$i$th standard basis vector.
$\mathbf{I}$	Identity matrix.
${\mathbf{X}}^T$	Transpose of matrix $\mathbf{X}$
${\mathbf{X}}^H$	Hermitian (complex conjugate) transpose of matrix $\mathbf{X}$.
$\mathbf{t}\mathbf{r}\mathbf{X}$	Trace of matrix $\mathbf{X}$.
${\lambda }_i(\mathbf{X})$	$i$th largest eigenvalue of symmetric matrix X.
${\lambda }_{\max }(\mathbf{X}),{\lambda }_{\min }(\mathbf{X})$	Maximum, minimum eigenvalue of symmetric matrix $\mathbf{X}$.
${\sigma }_{\max }^i(\mathbf{X})$	$i$th largest singular value of matrix $\mathbf{X}$.
${\sigma }_{\max }(\mathbf{X}),{\sigma }_{\min }(\mathbf{X})$	Maximum, minimum singular value of matrix $\mathbf{X}$.
${\mathbf{X}}^{†}$	Moore-Penrose or pseudo-inverse of matrix $\mathbf{X}$.
$x\perp y$	Vectors $x$ and $y$ are orthogonal: x T y = 0.
${\mathbf{V}}^{\perp }$	Orthogonal complement of subspace $\mathbf{V}$.
$\mathbf{d}\mathbf{i}\mathbf{a}\mathbf{g}(x)$	Diagonal matrix with diagonal entries $x_1,...,x_n$ .
$\mathbf{d}\mathbf{i}\mathbf{a}\mathbf{g}(\mathbf{X}$,$\mathbf{Y},...)$	Block diagonal matrix with diagonal blocks $\mathbf{X}$,$\mathbf{Y}$,…
$\mathbf{r}\mathbf{a}\mathbf{n}\mathbf{k}(\mathbf{A})$	Rank of matrix $\mathbf{A}$.
$\mathcal{R}(\mathbf{A})$	Range of matrix $\mathbf{A}$.
$\mathcal{N}(\mathbf{A})$	Nullspace of matrix $\mathbf{A}$.

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Norms and Distances

Symbol	Quantity
$\Vert \cdot \Vert$	A norm.
$\Vert \cdot {\Vert }_{\ast }$	Dual of norm $\Vert \cdot \Vert$.
$\Vert x{\Vert }_2$	Euclidean (or ${\ell }_2$-) norm of vector $x$.
$\Vert x{\Vert }_1$	${\ell }_1$-norm of vector $x$.
$\Vert x{\Vert }_{\infty }$	${\ell }_{\infty }$-norm of vector $x$.
$\Vert \mathbf{X}{\Vert }_2$	Spectral norm (maximum singular value) of matrix $\mathbf{X}$.
$B(c,r)$	Ball with center c and radius $r$.
$\mathbf{d}\mathbf{i}\mathbf{s}\mathbf{t}(\mathbf{A},\mathbf{B})$	Distance between sets (or points) $\mathbf{A}$ and $\mathbf{B}$.

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Generalized Inequalities

Symbol	Quantity
$x⪯y$	Componentwise inequality between vectors $x$ and $y$.
$x\prec y$	Strict componentwise inequality between vectors $x$ and $y$.
$\mathbf{X}⪯\mathbf{Y}$	Matrix inequality between symmetric matrices $\mathbf{X}$ and $\mathbf{Y}$.
$\mathbf{X}\prec \mathbf{Y}$	Strict matrix inequality between symmetric matrices $\mathbf{X}$ and $\mathbf{Y}$.
$x{⪯}_{K}y$	Generalized inequality induced by proper cone $K$.
$x{\prec }_{K}y$	Strict generalized inequality induced by proper cone $K$.
$x{⪯}_{K^{\ast }}y$	Dual generalized inequality.
$x{\prec }_{K^{\ast }}y$	Dual strict generalized inequality.

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Topology and Convex Analysis

Symbol	Quantity
$\mathbf{c}\mathbf{a}\mathbf{r}\mathbf{d}C$	Cardinality of set $C$.
$\mathbf{i}\mathbf{n}\mathbf{t}C$	Interior of set $C$.
$\mathbf{r}\mathbf{e}\mathbf{l}\mathbf{i}\mathbf{n}\mathbf{t}C$	Relative interior of set $C$.
$\mathbf{c}\mathbf{l}C$	Closure of set $C$.
$\mathbf{b}\mathbf{d}C$	Boundary of set $C:\mathbf{b}\mathbf{d}C=\mathbf{c}\mathbf{l}C\backslash intC$.
$\mathbf{c}\mathbf{o}\mathbf{n}\mathbf{v}C$	Convex hull of set $C$.
$\mathbf{a}\mathbf{f}\mathbf{f}C$	Affine hull of set $C$.
$K^{\ast }$	Dual cone associated with $K$.
$I_C$	Indicator function of set $C$.
$S_C$	Support function of set $C$.
$f^{\ast }$	Conjugate function of $f$.

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Probability

Symbol	Quantity
$\mathbf{E}\mathbf{x}$	Expected value of random vector $\mathbf{x}$.
$\mathbf{p}\mathbf{r}\mathbf{o}\mathbf{b}S$	Probability of event $S$.
$\mathbf{v}\mathbf{a}\mathbf{r}x$	Variance of scalar random variable $x$.
$\mathcal{N}(c,\sum )$	Gaussian distribution with mean $c$, covariance (matrix) $\sum$.
$\Phi$	Cumulative distribution function of $\mathcal{N}(0,1)$ random variable.

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Functions and derivatives

Symbol	Quantity
$f:A\to B$	$f$ is a function on the set $\mathbf{d}\mathbf{o}\mathbf{m}f\subseteq A$ into the set $B$.
$\mathbf{d}\mathbf{o}\mathbf{m}f$	Domain of function $f$.
$\mathbf{e}\mathbf{p}\mathbf{i}f$	Epigraph of function $f$.
$\nabla f$	Gradient of function $f$.
${\nabla }^{2}f$	Hessian of function $f$.
$Df$	Derivative (Jacobian) matrix of function $f$.

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