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Tutorial 2

The document is an assignment with 10 problems related to optimization methods for signal processing and communication. The problems cover topics like affine sets, convex sets, convex combinations, polyhedra, linear fractional functions, and partial orders. Solutions are required for proving properties and describing sets.

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anand p s
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77 views2 pages

Tutorial 2

The document is an assignment with 10 problems related to optimization methods for signal processing and communication. The problems cover topics like affine sets, convex sets, convex combinations, polyhedra, linear fractional functions, and partial orders. Solutions are required for proving properties and describing sets.

Uploaded by

anand p s
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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EE5121: Optimization Methods for Signal Processing and

Communication
Assignment 2

1. (a) Using the definition of an affine set, show that a singleton set is affine.
(b) Prove that the points v0 , v1 , . . . , vk are affinely independent if and only if v1 − v0 , v2 − v0 , . . . , vk −
v0 are linearly independent.
2. (a) [Alternate characterization of convex sets] Show that a set C ⊂ Rn is convex if and only if its
intersection with every line is convex.
(b) Let C ⊂ Rn . Show that conv(conv(C)) = conv(C). Using this, show that for A ⊂ B ⊂ Rn ,
conv(A) ⊂ conv(B).
3. [Infinite convex combination] An infinite convex combination of {xi }∞ n ∞
i=1 ⊂ R is defined as ∑i=1 xi θi ,
∞ n
whenever the series converges. Here, θi ≥ 0 ∀ i and ∑i=1 θi = 1. A set C ⊂ R is convex if it con-
tains all convex combinations of its elements. Using the above definition, show that the set of natural
numbers N is not a convex set.
4. [Voronoi description of half space] Let a and b be two distinct points in Rn . Show that the set of
all the points that are closer (in Euclidean sense) to a than b, i.e., {x | kx − ak2 ≤ kx − bk2 } is half
space. What is the direction of the hyperplane on which set of points equidistant to a and b lie ?
5. Which of the following sets S are polyhedra? Justify your answers.
(a) S = {x ∈ Rn |x ≥ 0, ∑ni=1 xi = 1, ∑ni=1 ai xi = b1 , ∑ni=1 a2i xi = b2 }, where a1 , a2 , ..., ad , b1 , b2 ∈ R.
(b) S = {x ∈ Rn |x ≥ 0, xT y ≤ 1 for all y ∈ Rn such that kyk2 = 1}.
6. Derive an expression for the distance between two parallel hyperplanes in Rn in terms of their normal
vector.
7. (a) Let C be a nonempty subset of Rn , and let λ1 and λ2 be positive scalars. Show that if C is
convex, then (λ1 + λ2 )C = λ1C + λ2C. Show by example that this need not be true when C is
not convex.
(b) Show that if S1 and S2 are convex sets in Rm×n , then so is their partial sum

S = {(x, y1 + y2 )|x ∈ Rm , y1 , y2 ∈ Rn , (x, y1 ) ∈ S1 , (x, y2 ) ∈ S2 }.

8. [Image of polyhedral sets under perspective function] For each of the following sets C, give a
simple description of
nv o
P(C) = | (v,t) ∈ C,t > 0 .
t
(a) The hyperplane C = {(v,t) | f T v + gt = h} (with f and g not both zero)
(b) The halfspace C = {(v,t) | f T v + gt ≤ h} (with f and g not both zero)
9. [Linear-fractional functions and convex sets] Let f : Rm → Rn be the linear-fractional function
Ax + b
f (x) = , dom( f ) = {x | cT x + d > 0}.
cT x + d
For each of the following sets C ⊆ Rn , give a simple description of f −1 (C) = {x ∈ dom( f ) | f (x) ∈ C}.
(a) The halfspace C = {y | gT y ≤ h} (with g 6= 0)
(b) The polyhedron C = {y | Gy  h}
10. Let E be a finite-dimensional Euclidean space equipped with a partial order . This partial order is
said to be “good” if it satisfies the following properties:

1
(a) Reflexivity: a  a;
(b) Anti-symmetry: if both a  b and b  a, then a = b;
(c) Transitivity: if both a  b and b  c, then a  c;
(d) Compatibility with linear operations:
i. Homogeneity: if a  b, then λ a  λ b ∀ λ ≥ 0.
ii. Additivity: if both a  b and c  d, then a + c  b + d.

Show that K = {a ∈ E : a  0}, i.e., the set of - non-negative vectors in E is a convex pointed cone.
Note: For problems 7., addition of sets and multiplication of a set with a scalar should be parsed as
follow. A + B , {x + y | x ∈ A, y ∈ B}, and αA , {αx | x ∈ A} for α ∈ R.

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