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⊆ ∈, ,, L ∈ Θ Θ, , L 0 ≥ Θ 1 = Θ + + Θ L ∈ Θ + + Θ L: R C C x x x R C x x

1) A convex combination of points in a convex set is also in the convex set. This can be shown using induction on k, the number of points. 2) A set is convex if and only if the intersection of the set with any line is convex. 3) The distance between two parallel hyperplanes is constant. 4) The level curves shown could indicate a convex or concave function depending on the curves' shapes. 5) If a convex function on Rn is bounded above, it must be constant. 6) A twice differentiable function is convex if its domain is convex and its Hessian is positive definite everywhere in its domain.

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51 views2 pages

⊆ ∈, ,, L ∈ Θ Θ, , L 0 ≥ Θ 1 = Θ + + Θ L ∈ Θ + + Θ L: R C C x x x R C x x

1) A convex combination of points in a convex set is also in the convex set. This can be shown using induction on k, the number of points. 2) A set is convex if and only if the intersection of the set with any line is convex. 3) The distance between two parallel hyperplanes is constant. 4) The level curves shown could indicate a convex or concave function depending on the curves' shapes. 5) If a convex function on Rn is bounded above, it must be constant. 6) A twice differentiable function is convex if its domain is convex and its Hessian is positive definite everywhere in its domain.

Uploaded by

amoako22003
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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ECSE 507, Optimization and Optimal Control

Question Set 1

C R n be a convex set, with x1 , x 2 ,L, x k C , and let 1 ,L, k R


satisfy i 0 , for i = 1,L , k and 1 + L + k = 1 . Show that 1 x1 + L + k x k C . (The

Problem1: Let

definition of convexity is that this holds for k = 2; you must show it for arbitrary k.) Hint. Use
induction on k.
Problem2: Show that a set is convex if and only if its intersection with any line is convex.

Problem3: What is the distance between two parallel x R

{x R

a T x = b1 and

a x = b2 ?
T

Problem4: Some level sets of a function f are shown below. The curve labeled 1 shows

{x

Could

f ( x) = 1}, etc.

be convex (concave)? Explain your answer. Repeat for the level curves shown below.

Please see next page

Problem5: Suppose f : R R is convex with domain of f equal to R , and bounded above


n

on R . Show that

is constant.

Problem6: Second-order condition for convexity. Prove that a twice differentiable function f is convex if
and only if its domain is convex and the Hessian of
domain

is positive definitive, i.e. xx


2

f 0

for all

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