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EE5121: Convex Optimization: Assignment 1

This document provides 17 problems related to concepts in convex optimization including: 1) Finding the supremum and infimum of various sets of real numbers 2) Proving a relationship between the infimum of a set A and the supremum of its opposite set -A 3) Characterizing sets where the supremum and infimum are equal 4) Determining when the supremum of a set is equal to its maximum 5) Checking if various functions define metrics on sets 6) Proving properties of metrics, open sets, and closed sets 7) Determining if certain sets are compact or closed 8) Plotting level sets of vector norms 9) Determining when a matrix defines a valid norm

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56 views2 pages

EE5121: Convex Optimization: Assignment 1

This document provides 17 problems related to concepts in convex optimization including: 1) Finding the supremum and infimum of various sets of real numbers 2) Proving a relationship between the infimum of a set A and the supremum of its opposite set -A 3) Characterizing sets where the supremum and infimum are equal 4) Determining when the supremum of a set is equal to its maximum 5) Checking if various functions define metrics on sets 6) Proving properties of metrics, open sets, and closed sets 7) Determining if certain sets are compact or closed 8) Plotting level sets of vector norms 9) Determining when a matrix defines a valid norm

Uploaded by

ellesh
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: Convex Optimization

Assignment 1

1. Find the supremum and the infimum of the following sets:

(a) A1 = { 1n ; n = 1, 2, 3, . . .}
(b) A2 = {21/n , n = 1, 2, . . .}
(c) A3 = (−3, 4) ∪ [6, 10]
(d) A4 = (−3, 4) ∩ (2, 6)
(e) A5 = (−3, 4) ∩ [6, 10]
x
(f) A6 = { 1+x : x ∈ R, x ≥ 0}
2. Let A be a nonempty set of real numbers which is bounded below. Let −A be the set of all numbers
−x, where x ∈ A. Prove that

inf A = − sup(−A).

3. Given A ⊂ R, can sup(A) = inf(A)? If so, characterize all such A.

4. Intuitively, for what class of subsets of R is sup(A) = max(A) true?


5. For x ∈ R and y ∈ R, define
(a) d1 (x, y) = (x − y)2
p
(b) d2 (x, y) = |x − y|
(c) d3 (x, y) = |x2 − y2 |
(d) d4 (x, y) = |x − 2y|
Check if each of the above is a metric.

6. Let X be an infinite set, For p ∈ X and q ∈ X, define


(
1 if (p 6= q)
d(p, q) =
0 if (p = q).

Prove that this is a metric. Which subsets of the resulting metric space are open? Which are closed?
7. Is every point of every open set E ⊂ R2 a limit point of E? Answer the same question for closed sets
in R2 .

8. Check if the following set is a closed subset of R2 and provide reasons for your claim.

A1 = {(x, y) : x > 0, y > 0, 3x + 2y ≤ 1}.

9. Let f (x) and g(x) be two continuous functions from Rd to R. Also g(x) 6= 0. Is max{ f (x), g(x)} a
continuous function? Provide justification.

10. Are the following sets compact: provide some arguments


(a) A1 = [5, 10] ∪ {0}
(b) A2 = {x; x ∈ Rd , kxkα ≤ 1}
(c) A3 = {x; x ∈ Rd , Ax ≥ b}, A is invertible d × d matrix and b 6= 0

11. Plot the following subsets of R2 :


(a) kxk1 ≤ 1, x ∈ R2

1
(b) kxk2 ≤ 1, x ∈ R2
(c) kxk∞ ≤ 1, x ∈ R2
12. Let A be a m × n real matrix. For any x ∈ Rn , define

kxkA = kAxk2 .

Is kxkA a norm in Rm for any matrix A?. What properties of A will make k.kA a norm? (Hint: Check
when the norm becomes zero, and relate it to the Null space of the matrix. If you have not heard
of null space, it will be a good time to review basic linear algebra, especially solutions of linear
equations.)

13. Let V be a vector space. Show that the sum of two inner products on V is an inner product on V .
Is the difference of two inner products an inner product? Show that a positive multiple of an inner
product is an inner product.
14. Show that if two subspaces V and W of an inner product space are orthogonal, then they are inde-
pendent.

15. Suppose α is an upperbound of A ⊂ R and α ∈ A. Show that α = sup(A).


16. Suppose S and T are two nonempty subsets of R such that S ⊆ T . Show that

inf(T ) ≤ inf(S), sup(S) ≤ inf(T ).

Based on this, what can you say about the supremum and infimum of the empty set φ ? (Hint: Empty
set is a subset of every set.)
17. Consider the following continuous functions from D ⊂ R to R. Check whether each function has a
supremum and infimum value over D and if it is attained in D. If either of this has a negative answer,
find the reason for D not being compact (as we know a continuous function attains its supremum and
infimum over a compact set).
• D = (− Π2 , Π2 ), f (x) = tan(x)
• D = R, f (x) = x2
• D = (0, 1) , f (x) = x

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