Euclidean projection on a set
An Euclidean projection of a point on a set
is a point that achieves the smallest Euclidean distance from
to the set. That is, it is any solution to the optimization problem
![min_x : |x-x_0|_2 ~:~ x in mathbf{S}.](http://inst.eecs.berkeley.edu/%7Eee127a/book/login/eqs/3113123682282222159-130.png)
When the set is convex, there is a unique solution to the above problem. In particular, the projection on an affine subspace is unique.
Example: assume that is the hyperplane
![mathbf{S} = left{ x in mathbf{R}^3 ~:~ 2x_1 + x_2 -x_3 = 1 right}.](http://inst.eecs.berkeley.edu/%7Eee127a/book/login/eqs/100808671755603043-130.png)
The projection problem reads as a linearly constrained least-squares problem, of particularly simple form:
![min_x : |x|_2 ~:~ 2x_1 + x_2 -x_3 = 1.](http://inst.eecs.berkeley.edu/%7Eee127a/book/login/eqs/698908371688070329-130.png)
The projection of on
turns out to be aligned with the coefficient vector
. Indeed, components of
orthogonal to
don't appear in the constraint, and only increase the objective value. Setting
in the equation defining the hyperplane and solving for the scalar
we obtain
, so that the projection is
.
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凸集(Convex Set):
Definitions
A subset of
is said to be convex if and only if it contains the line segment between any two points in it:
![forall : x_1, x_2 in mathbf{C}, ;; forall : lambda in [0,1] ~:~ lambda x_1 + (1-lambda) x_2 in mathbf{C}.](http://inst.eecs.berkeley.edu/%7Eee127a/book/login/eqs/2011859315932702027-130.png)
Subspaces and affine sets, such as lines, planes and higher-dimensional ‘‘flat’’ sets, are obviously convex, as they contain the entire line passing through any two points, not just the line segment. That is, there is no restriction on the scalar anymore in the above condition.
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当且仅当上的子集
包含任意二点直接的线段满足:
![forall : x_1, x_2 in mathbf{C}, ;; forall : lambda in [0,1] ~:~ lambda x_1 + (1-lambda) x_2 in mathbf{C}.](http://inst.eecs.berkeley.edu/%7Eee127a/book/login/eqs/2011859315932702027-130.png)
Examples:
A set is said to be a convex cone if it is convex, and has the property that if , then
for every
.