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Convex Optimization by Lieven Vandenberghe, Stephen Boyd

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Appendix A

Mathematical background

In this appendix we give a brief review of some basic concepts from analysis and linear algebra. The treatment is by no means complete, and is meant mostly to set out our notation.

A.1 Norms

A.1.1 Inner product, Euclidean norm, and angle

The standard inner product on Rn, the set of real n-vectors, is given by

for x, y Rn. In this book we use the notation xT y, instead of . The Euclidean norm, or 2-norm, of a vector x Rn is defined as

(A.1)

The Cauchy-Schwartz inequality states that for any ...

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