Meaning of complement of vertex and edge sets

Question

I am reading about maximum bipartite matching and everywhere I look there is thing: $$ U':=U\setminus M $$ Sometimes it's written like this: $$ U':=U\setminus\cup M $$ where $U$ is a set of vertices and $M$ is a set of edges. What in the world is the result of this operation? You can see it in page 10 of this file: http://www.st.ewi.tudelft.nl/~roos/courses/WI4064/week2_sl.pdf