Does this notation mean the product of a matrix and a set? 
Let $f: \Bbb R^n \rightarrow \Bbb R$ be a convex function.  
Define $\text{epi}(f)=\{(x,t) | f(x) \le t\}$.  
If $w \ge 0$ then $\text{epi}(wf) = \left[
\begin{array}{cc}
  I&0\\
  0&w
\end{array}
\right] \text{epi}(f)$ is
  convex.

What does the notation $\left[
\begin{array}{cc}
  I&0\\
  0&w
\end{array}
\right] \text{epi}(f)$ mean?  It looks like the product of a matrix and a set.  Can someone explain what this notation means and why these two things are equal?

Apply mat multiply to each point of the set: $M(x,t)^T$.
