ABSTRACT
Convex (CVX) optimization is an important class of optimization techniques
that includes least squares and linear programs as special cases, and has been
extensively used in various science and engineering areas. If one can formulate
a practical problem as a convex optimization problem, then actually he (she)
has solved the original problem (for an optimal solution either analytically or
numerically), like least squares (LS) or linear program, (almost) technology. This
chapter provides some essential mathematical basics of vector spaces, norms,
sets, functions, matrices, and linear algebra, etc., in order to smoothly introduce
the CVX optimization theory from fundamentals to applications in each of the
following chapters. It is expected that the CVX optimization theory will be more
straightforward and readily understood and learned.
