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Subderivative
In mathematics, the subderivative, subgradient, and subdifferential generalize the derivative to convex functions which are not necessarily differentiable. Subderivatives arise in convex analysis, the study of convex functions, often in connection to convex optimization. Let f:I \to \mathbb be a real-valued convex function defined on an open interval of the real line. Such a function need not be differentiable at all points: For example, the absolute value function ''f''(''x'')=, ''x'', is nondifferentiable when ''x''=0. However, as seen in the graph on the right (where ''f(x)'' in blue has non-differentiable kinks similar to the absolute value function), for any ''x''0 in the domain of the function one can draw a line which goes through the point (''x''0, ''f''(''x''0)) and which is everywhere either touching or below the graph of ''f''. The slope of such a line is called a ''subderivative'' (because the line is under the graph of ''f''). Definition Rigorously, a ''subderiva ...
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Subderivative Illustration
In mathematics, the subderivative, subgradient, and subdifferential generalize the derivative to convex functions which are not necessarily differentiable. Subderivatives arise in convex analysis, the study of convex functions, often in connection to convex optimization. Let f:I \to \mathbb be a real-valued convex function defined on an open interval of the real line. Such a function need not be differentiable at all points: For example, the absolute value function ''f''(''x'')=, ''x'', is nondifferentiable when ''x''=0. However, as seen in the graph on the right (where ''f(x)'' in blue has non-differentiable kinks similar to the absolute value function), for any ''x''0 in the domain of the function one can draw a line which goes through the point (''x''0, ''f''(''x''0)) and which is everywhere either touching or below the graph of ''f''. The slope of such a line is called a ''subderivative'' (because the line is under the graph of ''f''). Definition Rigorously, a ''subderiv ...
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Convex Functions
In mathematics, a real-valued function is called convex if the line segment between any two points on the graph of the function lies above the graph between the two points. Equivalently, a function is convex if its epigraph (the set of points on or above the graph of the function) is a convex set. A twice-differentiable function of a single variable is convex if and only if its second derivative is nonnegative on its entire domain. Well-known examples of convex functions of a single variable include the quadratic function x^2 and the exponential function e^x. In simple terms, a convex function refers to a function whose graph is shaped like a cup \cup, while a concave function's graph is shaped like a cap \cap. Convex functions play an important role in many areas of mathematics. They are especially important in the study of optimization problems where they are distinguished by a number of convenient properties. For instance, a strictly convex function on an open set has n ...
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Sign Function
In mathematics, the sign function or signum function (from '' signum'', Latin for "sign") is an odd mathematical function that extracts the sign of a real number. In mathematical expressions the sign function is often represented as . To avoid confusion with the sine function, this function is usually called the signum function. Definition The signum function of a real number is a piecewise function which is defined as follows: \sgn x :=\begin -1 & \text x 0. \end Properties Any real number can be expressed as the product of its absolute value and its sign function: x = , x, \sgn x. It follows that whenever is not equal to 0 we have \sgn x = \frac = \frac\,. Similarly, for ''any'' real number , , x, = x\sgn x. We can also ascertain that: \sgn x^n=(\sgn x)^n. The signum function is the derivative of the absolute value function, up to (but not including) the indeterminacy at zero. More formally, in integration theory it is a weak derivative, and in convex functio ...
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Jean Jacques Moreau
Jean Jacques Moreau (31 July 1923 – 9 January 2014) was a French mathematician and mechanician. He normally published under the name J. J. Moreau. Moreau was born in Blaye. He received his doctorate in mathematics from the University of Paris, then became a researcher at the Centre National de la Recherche Scientifique. He was appointed Professor of Mathematical Models in Physics at Poitiers University and later Professor of General Mechanics at University of Montpellier II. He was emeritus professor in the Laboratoire de Mécanique et Génie Civil, a joint research unit of the university and the CNRS. Moreau's principal works have been in non-smooth mechanics and convex analysis. He is considered one of the founders of convex analysis, where several fundamental and now classical results have his name (Moreau's lemma of the two cones, Moreau's envelopes, Moreau-Yosida's approximations, Fenchel-Moreau's theorem, etc.). He founded the Convex Analysis Group in the 1970s at Mon ...
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Unbounded Operator
In mathematics, more specifically functional analysis and operator theory, the notion of unbounded operator provides an abstract framework for dealing with differential operators, unbounded observables in quantum mechanics, and other cases. The term "unbounded operator" can be misleading, since * "unbounded" should sometimes be understood as "not necessarily bounded"; * "operator" should be understood as "linear operator" (as in the case of "bounded operator"); * the domain of the operator is a linear subspace, not necessarily the whole space; * this linear subspace is not necessarily closed; often (but not always) it is assumed to be dense; * in the special case of a bounded operator, still, the domain is usually assumed to be the whole space. In contrast to bounded operators, unbounded operators on a given space do not form an algebra, nor even a linear space, because each one is defined on its own domain. The term "operator" often means "bounded linear operator", but in the con ...
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Closed Set
In geometry, topology, and related branches of mathematics, a closed set is a set whose complement is an open set. In a topological space, a closed set can be defined as a set which contains all its limit points. In a complete metric space, a closed set is a set which is closed under the limit operation. This should not be confused with a closed manifold. Equivalent definitions By definition, a subset A of a topological space (X, \tau) is called if its complement X \setminus A is an open subset of (X, \tau); that is, if X \setminus A \in \tau. A set is closed in X if and only if it is equal to its closure in X. Equivalently, a set is closed if and only if it contains all of its limit points. Yet another equivalent definition is that a set is closed if and only if it contains all of its boundary points. Every subset A \subseteq X is always contained in its (topological) closure in X, which is denoted by \operatorname_X A; that is, if A \subseteq X then A \subseteq \o ...
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Dual Space
In mathematics, any vector space ''V'' has a corresponding dual vector space (or just dual space for short) consisting of all linear forms on ''V'', together with the vector space structure of pointwise addition and scalar multiplication by constants. The dual space as defined above is defined for all vector spaces, and to avoid ambiguity may also be called the . When defined for a topological vector space, there is a subspace of the dual space, corresponding to continuous linear functionals, called the ''continuous dual space''. Dual vector spaces find application in many branches of mathematics that use vector spaces, such as in tensor analysis with finite-dimensional vector spaces. When applied to vector spaces of functions (which are typically infinite-dimensional), dual spaces are used to describe measures, distributions, and Hilbert spaces. Consequently, the dual space is an important concept in functional analysis. Early terms for ''dual'' include ''polarer Raum'' ah ...
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Locally Convex Space
In functional analysis and related areas of mathematics, locally convex topological vector spaces (LCTVS) or locally convex spaces are examples of topological vector spaces (TVS) that generalize normed spaces. They can be defined as topological vector spaces whose topology is generated by translations of balanced, absorbent, convex sets. Alternatively they can be defined as a vector space with a family of seminorms, and a topology can be defined in terms of that family. Although in general such spaces are not necessarily normable, the existence of a convex local base for the zero vector is strong enough for the Hahn–Banach theorem to hold, yielding a sufficiently rich theory of continuous linear functionals. Fréchet spaces are locally convex spaces that are completely metrizable (with a choice of complete metric). They are generalizations of Banach spaces, which are complete vector spaces with respect to a metric generated by a norm. History Metrizable topologies ...
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Compact Set
In mathematics, specifically general topology, compactness is a property that seeks to generalize the notion of a closed and bounded subset of Euclidean space by making precise the idea of a space having no "punctures" or "missing endpoints", i.e. that the space not exclude any ''limiting values'' of points. For example, the open interval (0,1) would not be compact because it excludes the limiting values of 0 and 1, whereas the closed interval ,1would be compact. Similarly, the space of rational numbers \mathbb is not compact, because it has infinitely many "punctures" corresponding to the irrational numbers, and the space of real numbers \mathbb is not compact either, because it excludes the two limiting values +\infty and -\infty. However, the ''extended'' real number line ''would'' be compact, since it contains both infinities. There are many ways to make this heuristic notion precise. These ways usually agree in a metric space, but may not be equivalent in other topologic ...
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Dot Product
In mathematics, the dot product or scalar productThe term ''scalar product'' means literally "product with a scalar as a result". It is also used sometimes for other symmetric bilinear forms, for example in a pseudo-Euclidean space. is an algebraic operation that takes two equal-length sequences of numbers (usually coordinate vectors), and returns a single number. In Euclidean geometry, the dot product of the Cartesian coordinates of two vectors is widely used. It is often called the inner product (or rarely projection product) of Euclidean space, even though it is not the only inner product that can be defined on Euclidean space (see Inner product space for more). Algebraically, the dot product is the sum of the products of the corresponding entries of the two sequences of numbers. Geometrically, it is the product of the Euclidean magnitudes of the two vectors and the cosine of the angle between them. These definitions are equivalent when using Cartesian coordinates. ...
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Euclidean Space
Euclidean space is the fundamental space of geometry, intended to represent physical space. Originally, that is, in Euclid's ''Elements'', it was the three-dimensional space of Euclidean geometry, but in modern mathematics there are Euclidean spaces of any positive integer dimension, including the three-dimensional space and the '' Euclidean plane'' (dimension two). The qualifier "Euclidean" is used to distinguish Euclidean spaces from other spaces that were later considered in physics and modern mathematics. Ancient Greek geometers introduced Euclidean space for modeling the physical space. Their work was collected by the ancient Greek mathematician Euclid in his ''Elements'', with the great innovation of '' proving'' all properties of the space as theorems, by starting from a few fundamental properties, called '' postulates'', which either were considered as evident (for example, there is exactly one straight line passing through two points), or seemed impossible to ...
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Open Set
In mathematics, open sets are a generalization of open intervals in the real line. In a metric space (a set along with a distance defined between any two points), open sets are the sets that, with every point , contain all points that are sufficiently near to (that is, all points whose distance to is less than some value depending on ). More generally, one defines open sets as the members of a given collection of subsets of a given set, a collection that has the property of containing every union of its members, every finite intersection of its members, the empty set, and the whole set itself. A set in which such a collection is given is called a topological space, and the collection is called a topology. These conditions are very loose, and allow enormous flexibility in the choice of open sets. For example, ''every'' subset can be open (the discrete topology), or no set can be open except the space itself and the empty set (the indiscrete topology). In practice, howe ...
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