α , · · · , αm v , · · · , vm

α v + · · · + αm vm

α v + · · · + αm vm ; αi ≥ , ∀ ≤ i ≤ m

m
!
α v + · · · + αm vm ; αi =
i=

m
!
α v + · · · + αm vm ; αi ≥ , ∀ ≤ i ≤ m, αi =
i=

Af f ine Hull S
S
af f (S)

{v }

{v , v }

R
 R

" #
x|Ax = b

S = af f (S) S

Convex Hull S
S
conv(S)

{v }

{v , v }

S = conv(S) S

S S
S

S S P
! !
x ∈ conv(S) → x = αi si ; αi = , αi ≥ , si ∈ S.

P {si } ∈ S ⊆ P
! conv(S) ⊆ P x∈P P {si }
 f : Rn → R

∀x , x ∈ Rn , ∀ ≤ α ≤ : f (αx + ( − α)x ) ≤ αf (x ) + ( − α)f (x )

epi(f ) = {(x, µ)|x ∈ Rn , µ ∈ R, µ ≥ f (x)}

 f +g g f

αf α≥ f

f (x) = a! x + b b a −f f

−f f

f (αx + ( − α)y) = αf (x) + ( − α)f (y)

g(x) := f (x) − f ( ) y

g(αx) = αg(x); ∀x ∈ Rn , ≤α≤

z := αx

g(βz) = βg(z); ∀z ∈ Rn , ≤β

g(αx) = αg(x); ∀x ∈ Rn , ≤α

f g

g(x + y) = g(x) + g(y); ∀x, y ∈ Rn

x=

g(( − α)y) = ( − α)g(y); ∀x, y ∈ Rn , ≤α≤

y − αy ( − α)y

g(( − α)y) = g(y) + g(−αy); ∀y ∈ Rn , ≤α≤

g(−αy) = −αg(y); ∀y ∈ Rn , ≤α≤

g(αx) = αg(x) α
{e , · · · , en }
! g(x) = a! b
 h(x) := max{f (x), g(x)} g f

h
g f g f
! h h

f f

f (y) ≥ f (x) + ∇f (x)! (y − x)

α= x =h x =x+h f

h
h f (x + ) − f (x)
f (x + )≤ f (x) + f (x + h) → f (x + h) − f (x) ≥

h h
f (x + ) − f (x) f (x + ) − f (x)
f (x + h) − f (x) ≥ ≥ ≥ ···

∇h f (x) = lim (f (x + th) − f (x))

t→ t

h
f (x + n ) − f (x)
f (x + h) − f (x) ≥ lim sup = ∇f (x)! h.
n→∞
n

h=y−x

x = λw + ( − λ)z

f (w) ≥ f (x) + ∇f (x)! (w − x)

f (z) ≥ f (x) + ∇f (x)! (z − x)

f −λ λ
!