1 Convex Sets, and Convex Functions

that of a convex set. We discuss other ideas which stem from the basic de nition, and in particular, the notion of a convex function which will be important, for example, in describing appropriate constraint sets. 1.1 Convex Sets Intuitively, if we think of R2 or R3, a convex set of vectors is a set that contains all the ................
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