The complement $~$A^\complement$~$ of a set $~$A$~$ is the set of all things that are not in $~$A$~$. Put simply, the complement is its opposite.
Where $~$U$~$ denotes the universe, $~$A^\complement = U \setminus A$~$. That is, $~$A^\complement$~$ is the Relative complement of $~$U$~$ and $~$A$~$.