Understanding Convex Analysis: Solving a Sequence of Sets

In summary, the conversation discusses the definition of convergence of a sequence of sets in convex analysis. The main confusion is around the difference between the outer and inner limit, which are ultimately both the same set - the ball of radius 2. The conversation also includes a specific example of a sequence of concentric circles to illustrate the concept.
  • #1
Constantinos
83
1

Homework Statement



Hello!

I'm having some trouble trying to understand basic concepts of Convex Analysis (I study it independently). In particular, I have a book (Convex Analysis and Optimization - Bertsekas) which gives a definition for the convergence of a sequence of sets:

Homework Equations


attachment.php?attachmentid=33279&stc=1&d=1300573776.png


where a neighborhood of a point in some R^n is any open set that includes the point.

The Attempt at a Solution


I don't really understand this. For example, imagine a sequence of concentric circles in R^2 beginning with one which has radius X_0 = 1 and each consecutive one has radius X_i = X_(i-1)+(1/2)^i . As i goes infinity, this intuitively converges to a circle with radius 2 (if I did it correctly, otherwise I believe you understand me!)

But not according to the definitions given! If I understand them, the outer limit is the circle with radius 1 (every neighborhood of every point in there has an intersection with all other circles) and the inner limit is the perimeter of the circle with radius 2 (every neighborhood of every point there has an intersection with all but finitely many of the circles). These sets are not the same. And the only way I can think them the same is if the radius stays constant all the time.

So what am I thinking wrong here?

Thanks!
 

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  • #2
trelokamenos said:
If I understand them, the outer limit is the circle with radius 1 (every neighborhood of every point in there has an intersection with all other circles)

I don't understand this. Surely I can take a neighbourhood of the circle with radius 1, such that it only intersects the circle of radius 1. For example, if I take the point (1,0) on the circle, then I can take the neighbourhood B((1,0),0.1). Then this will only intersect the circle with radius 1... Or do I misunderstand something??
 
  • #3
Sorry, what I meant to say is that each set of the above sequence contains all the points within each circle i.e for X_0 all points such than x^2+y^2 <= 1 and for X_1: x^2 + y^2 <= (1+ 1/2)^2 and so on... Thus, a point inside X_0, is a point of every other set and of course all its neighborhoods intersect all sets of the sequence.

Now I think I've got an idea! In the outer limit, when he says infinitely many, he doesn't mean all (they could or they could not be all). And when he says "all but finitely many" he means that the neighborhood intersects infinitely many sets (for example those close to having radius 2) but some(or none) are left out. Thus I think both the outer and the inner limit is the set which contains all the points of X_0 (I am not sure about the perimeter) and the points of the perimeter of X_infinite i.e the circle with radius 2.

What do you think?
 
  • #4
Indeed, both the inner and outer limit will be the ball of radius 2. This contains of course the ball of radius 1.
 
  • #5
That's not exactly what I meant above, but of course you are right! I didn't see how any neighbor of a point inside X_inf could have infinite intersections with the others since I took infinite to mean "all" but that was the mistake. Thanks for the reply, nice forum too by the way!
 

Related to Understanding Convex Analysis: Solving a Sequence of Sets

1. What is convex analysis?

Convex analysis is a branch of mathematics that studies convex sets and functions. It involves the study of properties and optimization techniques for convex sets, which are sets where any line segment connecting two points in the set lies entirely within the set.

2. How is convex analysis applied in real-life situations?

Convex analysis has a wide range of applications, particularly in economics, engineering, and computer science. It is used in optimization problems, such as finding the optimal solution for resource allocation or minimizing costs in production processes. It is also used in image and signal processing, machine learning, and game theory.

3. What is the difference between convex and non-convex sets?

A convex set is one where any line segment connecting two points in the set lies entirely within the set. This means that the set is "curved outwards" and has no indentations or holes. On the other hand, a non-convex set has at least one indentation or hole, which means that a line segment connecting two points in the set may leave the set at some point.

4. How can convex analysis be used to solve a sequence of sets?

Convex analysis can be used to solve a sequence of sets by applying techniques such as convex hulls and projections. These techniques can help to simplify the problem and find the optimal solution for the sequence of sets. Additionally, the concept of convex duality can also be applied to solve a sequence of sets.

5. What are some common misconceptions about convex analysis?

One common misconception about convex analysis is that it is only applicable to convex optimization problems. In reality, convex analysis is a powerful tool that can be applied to both convex and non-convex optimization problems. Another misconception is that convex sets are always simple and easy to understand, when in fact, they can have complex shapes and properties.

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