Question: Question about convex sets. Problem 3. Show that the following sets are convex: (1) Halfspace: {ala x 0. (3) Solution set of linear matrix inequality.

Question about convex sets.

Problem 3. Show that the following sets are convex: (1) Halfspace: {ala x 0. (3) Solution set of linear matrix inequality. The condition A(x) = x1Alt . . . + InAn 0, is called a linear matrix inequality in x

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