When we optimize some mean-variance efficient portfolio, it lies on the efficient frontier (blue line) which is considered superior to the feasible set of portfolios. The feasible set (red dots), on the other hand, is generated with random, rather than optimized, weight vectors.
Since there are tens of thousands of portfolios that lie within the feasible set, what is the convention in mean-variance analysis literature for symbolically expressing that a certain portfolio (weight vector) belongs to the feasible set? Is it:
$$w \in \mathcal{F}$$ where $\mathcal{F}$ is the feasible set?