[笔记] Convex Optimization 2015.10.21

int(K) : interior of K web Definition: Cone K is proper if it is closed, convex, pointed (contains no line), solid (nonempty interior) If K is proper, then K∗ is proper, K∗={λ:λTx≥0∀x∈K} Fact1: x⪰ky⟺λ
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