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As defined in Convex Optimization written by Stephen Boyd, both interior and relative interior seems to describe a same thing: a set that peels away it's boundary points. So what on earth is the difference between these two concepts ?

Here are the definitions of these two concepts from Convex Optimization:

interior: The set of all points interior to $C$ is called the interior of $C$

relative interior: its interior relative to the affine hull of $C$

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    $\begingroup$ To make your question useful for everybody, you should copy the actual definitions of those two concepts given in the book. $\endgroup$ – Mariano Suárez-Álvarez Feb 12 '15 at 7:37
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The relative interior of a set is the interior of the set when it is viewed as a subset of the affine space it spans.

For example, the interior of the segment connecting $(0,0)$ to $(1,1)$ in the plane is empty, but the relative interior is the open segment with those endpoints.

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  • $\begingroup$ For any subset of $\mathbb R^n$ (or maybe more generally of a topological vector space), not just for a convex set. $\endgroup$ – Robert Israel Feb 12 '15 at 7:42
  • $\begingroup$ Indeed. (You can edit my answers, you know :-) ) $\endgroup$ – Mariano Suárez-Álvarez Feb 12 '15 at 7:43
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I came across this question whilst studying the same textbook, but I found that Mariano Suárez-Álvarez's gracious response, whilst, of course, appreciated, to be lacking the detail I desired. Fortunately, Justin Rising posted a more elaborate answer to the same question on Quora. I have decided to copy and paste it here for the benefit of others.

Justin Rising's response to the same question on Quora:

Consider $\mathbb{R}^3$ with the standard Euclidean metric, and look at the set of points $(x, y, 0)$ such that $x^2 + y^2 \leq 1$. What's the interior of this set?

A point is in the interior of a set if you can draw a small open ball around it which is itself contained in the set. But for any point in our set, any open ball around any point in it will contain points outside the $x-y$ plane, and so it has empty interior.

That's technically correct, but it's undesirable behavior. The relative interior of a set is obtained by looking at the affine hull (http://en.wikipedia.org/wiki/Affine_hull) of the set, which in this case is $\mathbb{R}^2$, and using the appropriate metric there. So while our set has empty interior, its relative interior is the interior of the unit disc, which is what it "really should be".

Relative interiors are a big deal in convex optimization, where you'd really be restricting the set of problems you can solve for no good reason if you insisted on using interiors rather than relative interiors.

It came up in the comments, and it's worth adding to the answer, that there are very good reasons to talk about both interiors and a relative interiors. The relative interior is only defined in vector spaces; in particular, you have notions of addition and scalar multiplication to define an affine hull. If I were to define a topology on the words in the dictionary, I could talk about the interior of a set immediately, but I'd have to do quite a bit of legwork to be able to talk about relative interiors.

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