SC 607: Optimization

Spring 2015

Lecture 1: January 5
Instructor: Ankur A. Kulkarni

Scribes: Ankit Kumar, Priyesh Shetty

Note: LaTeX template courtesy of UC Berkeley EECS dept.

Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications.
They may be distributed outside this class only with the permission of the Instructor.

1.1

Review of Real Analysis

In this section we review some of the definitions and results from Real Analysis which will be useful throughout the course. We will be using the following notations x Rn - denotes a column vector
{xn }nN = x1 , x2 , .... -b denotes a sequence (a collection of vectors)

1.1.1

Convergence of a Sequence

A sequence {xn }nN is said to converge to x if  > 0, N N such that ||xn x|| <  n > N .
Norm Ball B(x, r) = {y Rn | ||y x|| < r} - A r-radius norm ball around x.
Limit The x in the definition of convergence is called limit of the sequence, i.e., the point at which the
sequence converges.

1.1.2

Bounded Sequence

A sequence is said to be bounded if M > 0 such that ||xn || < M n N. A sequence is unbounded if it is
not bounded.
Example 1 xn = (1)n is a bounded sequence (Chose M > 1).
Example 2 xn = n is an unbounded sequence.

1.1.3

Subsequence

Let n : N N (A function from Natural numbers to Natural numbers). Let {xk }kN be a sequence. If the
function n satisfies n(k) > n(k 1) k N, then {xn(k) }kN is called a subsequence of the sequence {xk }.
If a sequence is unbounded, then there exists a subsequence that goes to infinity (in terms of norm).
If a sequence is convergent, then all its subsequences converge to the same limit, namely the limit of
the original sequence.
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Lecture 1: January 5

1.1.4

Bolzano-Weistrass Theorem

Every bounded sequence has a convergent sequence.

1.1.5

Bound of a set

Let S R. Suppose there exists a l R such that l x x S, then we say that S is bounded below by l
and such an l is called a lower bound on S. Suppose there exists a u R such that u x x S, then we
say that S is bounded above by u and such an u is called an upper bound on S.
Infimum of a Set Every bounded below set in R has a greatest lower bound which is called infimum of
that set.
Infimum of a Set Every bounded below set in R has a greatest lower bound which is called infimum of
that set.

1.1.6

More definitions and results regarding sets

A set S Rd is said to be open if x S, r > 0 such that B(x, r) S

A set S Rd is said to be closed if its complement Rd \ S is open.
Finite union of open sets is open.
Intersection of closed sets is closed.
A set S Rd is said to be bounded if M > 0 such that ||x|| < M x S
Interior of a set S Rd is defined as S = {x S | r > 0 s.t. B(x, r) S}. Interior of any set is an
open set.
c.
Boundary of a set S Rd is defined as S = S \ S = S (S)
d
A set S R is said to be compact if S is closed and bounded.