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UUM 526 Optimization Techniques in Engineering Spring 2015-2016 Problem Set I

This document provides instructions and problems for an optimization techniques homework assignment. It is due March 17th and can be submitted up to 2 days late with a 30 point penalty per day. The 11 problems cover topics like examples of different optimization problem types, proofs using techniques like contradiction and triangle inequality, analyzing vector spaces and subspaces, the linear dependence theorem, properties of eigenvalues and quadratic forms, and deriving an expression for the 1-norm of a matrix. Students can earn up to 120 points total and are encouraged to type their solutions in LATEX.

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81 views3 pages

UUM 526 Optimization Techniques in Engineering Spring 2015-2016 Problem Set I

This document provides instructions and problems for an optimization techniques homework assignment. It is due March 17th and can be submitted up to 2 days late with a 30 point penalty per day. The 11 problems cover topics like examples of different optimization problem types, proofs using techniques like contradiction and triangle inequality, analyzing vector spaces and subspaces, the linear dependence theorem, properties of eigenvalues and quadratic forms, and deriving an expression for the 1-norm of a matrix. Students can earn up to 120 points total and are encouraged to type their solutions in LATEX.

Uploaded by

ergunesozlm
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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UUM 526

Optimization Techniques in Engineering


Spring 2015-2016
Problem Set I
Asst. Prof. N. Kemal Ure
Department of Aeronautics
Istanbul Technical University

Due date is March 17th.


Late homeworks can be submitted up to 2 days late with −30 penalty per day.
Solutions should be typed in computer. +10 points if you type in LATEX. Note that
problems are worth 110 points, hence you can get a total of 120 points for this
PSet. You can not submit PSets in groups, submissions should be individual.

1 Introduction to Optimization
• Question 1 (15 points): Provide an example for each of these optimization
problems based on an engineering application. Do not re-use any examples
from lecture notes. Feel free to use textbooks, Internet or academic papers.
If you use a source, do not forget to cite it!
1. A least squares problem.
2. A linear programming problem.
3. An integer programming problem1 .
4. A nonlinear convex optimization problem.
5. A nonlinear nonconvex optimization problem.
1
We did not define what an integer optimization problem is in the class, you will have to figure
that out on your own

1
2 Proof Techniques
√
• Question 2 (4 points): Use proof by contradiction to prove that 3 is irra-
tional.

• Question 3 (6 points): Use the triangle inequality to prove the following


inequalities for a, b ∈ R,

1. |a − b| ≤ |a| + |b|
2. ||a| − |b|| ≤ |a − b|

• Question 4 (5 points): Let Ac denote the complement of the set A ⊂ R.


That is, Ac = {x ∈ R : x ∈
/ A}. Use proof by induction to show:

(A1 ∪ A2 ∪ . . . An )c = Ac1 ∩ Ac2 ∩ . . . Acn ,

for any finite n ∈ N.

3 Vectors and Matrices


• Question 5 (5 points): Prove that the intersection of any collection of sub-
spaces of a vector space is a subspace.

• Question 6 (10 points): Let U be a nonempty subset of R2 . Provide exam-


ples for the following cases:

1. U is closed under addition and additive inverses (means that −u ∈ U


whenever u ∈ U ) but U is not a subspace of R2 .
2. U is closed under scalar multiplication but U is not a subspace of R2 .

• Question 7 (5 points): Let U be the subset of R5 defined by

U = {x ∈ R5 : x1 = 3x2 , x3 = 7x4 }.

Prove that U is a subspace of R5 and find a basis for it. What is the dimen-
sion of this subspace?

• Question 8 (20 points): Prove the following theorem:

2
Theorem 1 (Linear Dependence Theorem). Let (v1 , . . . , vm ) be a linearly
dependent list of vectors in the vector space V such that v1 6= 0. Then there
exists a j ∈ {2, . . . , m} such that the following hold:

1. vj ∈ span(v1 , . . . , vj−1 )
2. If the j th term is removed from (v1 , . . . , vm ), the span of the remaining
list equals span(v1 , . . . , vm ).

4 Linear Transformations
• Question 9 (5 points): Let λ1 , λ2 , . . . , λn be the eigenvalues of the matrix
A ∈ Rn×n . Show that eigenvalues of I − A are 1 − λ1 , 1 − λ2 , . . . , 1 − λn .

• Question 10 (15 points): For each of the following quadratic forms in R3 ,


determine if it is positive definite, negative definite, negative semidefinite,
or indefinite.

1. f (x) = x22
2. f (x) = x21 + 2x22 − x1 x3
3. f (x) = x21 + x23 + 2x1 x2 + 2x1 x3 + 2x2 x3

• Question 11 (20 points): Remember that the 1−norm on Rn is defined by


n
X
kxk = |xi |.
i=1

and the associated induced matrix norm for A ∈ Rm×n is given as:

kAk1 = max kAxk1 .


kxk1 =1

Show that kAk1 = maxk m


P
i=1 |aik | (the maximum absolute column sum
of A), where aik is the element of A that corresponds to ith row and k th
column.

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