50_MCQ-Lecture 6

Convex Optimization Basics

1. What is a convex optimization problem characterized by?
a. Non-convex functions
b. Convex objective and constraints
c. Linear objective function
d. Strictly increasing functions

2. What is the objective function in a convex optimization problem often referred to as?
a. Inequality constraint
b. Feasible point
c. Criterion function
d. Optimality condition

3. When is a point considered feasible in convex optimization?

a. When the objective function is zero
b. When all constraints are satisfied
c. When the objective function is convex
d. When the solution is unique

4. What is the term for a feasible point with the minimum objective function value?
a. Optimal
b. Suboptimal
c. Active
d. Convex

5. In convex optimization, what is the condition for a solution to be -suboptimal?

a. f(x) = f*
b. f(x) ≤ f* + E
c. x is optimal
d. gi(x) = 0

Solution Set and Properties

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 1. What is Xopt in convex optimization?
a. Convex set
b. Optimal value
c. Set of all solutions
d. Feasible set

2. Why is Xopt considered a convex set?

a. By definition
b. Use of inequalities
c. It contains one element
d. It is non-convex

3. Under what condition is the solution to a convex problem unique?

a. If f is convex
b. If f is strictly convex
c. If gi is convex
d. If gi is active

Examples of Convex Optimization Problems

1. In the lasso problem, what is the criterion function?
a. Quadratic function
b. Huber loss
c. Linear function
d. Convex function

2. Is the lasso problem convex when n ≥ p and X has full column rank?
a. Yes
b. No

3. What is the criterion function in the support vector machine (SVM) problem?
a. Quadratic function
b. Hinge function
c. Linear function
d. Convex function

4. In the SVM problem, are the solution components (β, β0, ξ) always unique?
a. Yes
b. No

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 Local Minima and Optimality Conditions
1. In convex optimization, what is a locally optimal point?
a. The maximum point in the domain
b. The minimum point in the domain
c. A feasible point with minimum objective value
d. A point with gradient zero

2. For a convex problem, what is the first-order condition for optimality?

∇
a. f(x) = 0
∇
b. f(x)T(y - x) ≥ 0
∇
c. f(x) + ATu = 0
d. Ax = b

Quadratic Minimization and Equality Constraints

1. What is the solution to the quadratic minimization problem if Q is singular and b ∉
col(Q)?
a. No solution
b. Unique solution x = −Q−1b
c. Infinitely many solutions
d. Quadratic form is not applicable

2. In equality-constrained convex minimization, what is the Lagrange multiplier

optimality condition?
∇
a. f(x) = 0
∇
b. f(x)T(y - x) ≥ 0
∇
c. f(x) + ATu = 0
d. ∇f(x)Tv = 0

Projection and Partial Optimization

1. What is the first-order optimality condition for projection onto a convex set?
a. a − x ∈
NC(x)
∇
b. f(x)T(y - x) ≥ 0
∈
c. x C
d. Projection is not applicable

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 2. How does partial optimization relate to convexity?
a. Partial optimization destroys convexity
b. Convexity is retained in partial optimization
c. Convexity is always lost
d. Partial optimization is non-convex

Geometric Programming and Relaxations

1. What is a geometric program in optimization?
a. Quadratic minimization
b. Convex optimization
c. Nonconvex optimization
d. Linear programming

2. What is the convex relaxation of a nonconvex problem?

a. Convex hull
b. Convex set
c. Convex optimization
d. Convex function

PCA Problem and Fantope

1. Why is the PCA problem considered non-convex?
a. Objective function is nonconvex
b. Constraints are nonconvex
c. Fantope is nonconvex
d. Singular value decomposition is nonconvex

2. What is the convex relaxation of the PCA problem?

a. Fantope
b. Convex hull
c. Convex set
d. Convex optimization

3. Which set is considered the Fantope of order k?

a. Convex set
b. Convex hull
c. Spherical set
d. Nonconvex set

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 4. What is the linear maximization problem over the Fantope equivalent to?
a. PCA problem
b. Quadratic minimization
c. Convex relaxation
d. Geometric programming

Transformations and Change of Variables

1. What is the effect of a monotone increasing transformation on a convex optimization
problem?
a. Preserves convexity
b. Destroys convexity
c. Introduces nonconvexity
d. No effect on convexity

2. How can equality constraints be eliminated in an optimization problem?

a. Introduce slack variables
b. Relax the constraints
c. Change the objective function
d. Eliminate the objective function

Miscellaneous
1. When is a convex optimization problem considered infeasible?
a. When it has no solution
b. When it has a unique solution
c. When it is non-convex
d. When constraints are not linear

2. What does the term "Fantope" refer to in optimization?

a. Convex relaxation
b. Nonconvex set
c. Convex set
d. Spherical set

3. Which transformation is used to reveal the "hidden convexity" of a problem?

a. Monotone increasing
b. Quadratic

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 c. Exponential
d. Logarithmic

4. What is the main advantage of introducing slack variables in optimization?

a. Preserves convexity
b. Introduces non-convexity
c. Simplifies the problem
d. Eliminates constraints

5. In convex optimization, what is the role of the convex hull?

a. Non-convex relaxation
b. Convex relaxation
c. Convex hull destroys convexity
d. Convex hull introduces non-convexity

6. What does the term "geometric programming" refer to in optimization?

a. Quadratic minimization
b. Convex optimization
c. Nonconvex optimization
d. Linear programming

7. What is the importance of the Fantope in optimization?

a. Nonconvex relaxation
b. Convex relaxation
c. Equivalent to the PCA problem
d. Spherical set

8. In change of variables, when is a transformation considered one-to-one?

a. Always
b. When it is monotone increasing
c. When it is convex
d. Never

9. What is the effect of relaxing nonaffine equality constraints in optimization?

a. Preserves convexity
b. Introduces non-convexity
c. Simplifies the problem
d. Eliminates constraints

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 10. What is the principal focus of the maximum utility problem?
a. Convex relaxation
b. Quadratic minimization
c. Investment/consumption modeling
d. Geometric programming

11. How does the introduction of slack variables affect the convexity of an optimization
problem?
a. Preserves convexity
b. Destroys convexity
c. Introduces non-convexity
d. Makes the problem infeasible

12. In the PCA problem, what is the significance of the Fantope of order k?
a. Convex hull
b. Convex set
c. Convex relaxation
d. Equivalent to the PCA problem

13. What is the solution to the quadratic minimization problem if Q is singular and b ∈
col(Q)?
a. Unique solution x = −Q−1b
b. No solution
c. Infinitely many solutions
d. Quadratic form is not applicable

14. When relaxing equality constraints, what is the transformation used to reveal hidden
convexity?
a. Logarithmic
b. Quadratic
c. Exponential
d. Monotone increasing

15. In the support vector machine (SVM) problem, what is the term for the hinge
function?
a. Quadratic function
b. Linear function
c. Convex function
d. Huber loss

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 16. What is the objective function in the maximum utility problem?
a. Investment return function
b. Utility function
c. Quadratic function
d. Convex function

17. In convex optimization, what is the effect of a relaxation on the optimal value?
a. Increases the optimal value
b. Decreases the optimal value
c. Does not affect the optimal value
d. Eliminates the optimal value

18. What is the term for a feasible point with the minimum objective value in convex
optimization?
a. Optimal
b. Suboptimal
c. Active
d. Feasible

19. What is the primary focus of the maximum utility problem?

a. Convex relaxation
b. Quadratic minimization
c. Investment/consumption modeling
d. Geometric programming

20. In convex optimization, what is the role of slack variables in transforming

constraints?
a. Introduce non-convexity
b. Eliminate constraints
c. Preserve convexity
d. Increase the dimensionality

21. What is the criterion function in the support vector machine (SVM) problem?
a. Quadratic function
b. Hinge function
c. Linear function
d. Convex function

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 22. In the PCA problem, what is the term for the convex relaxation of nonconvex
constraints?
a. Convex hull
b. Convex set
c. Convex relaxation
d. Fantope

23. How does a geometric program differ from a convex optimization problem?
a. Geometric programs are nonconvex
b. Convex optimization is nonconvex
c. Geometric programs are always convex
d. Convex optimization is not well-defined

24. In change of variables, when does a one-to-one transformation exist?

a. Always
b. When it is monotone increasing
c. When it is convex
d. Never

Answers:

Convex Optimization Basics:

1. What is a convex optimization problem characterized by? - b. Convex objective

and constraints

2. What is the objective function in a convex optimization problem often referred

to as? - c. Criterion function

3. When is a point considered feasible in convex optimization? - b. When all

constraints are satisfied

4. What is the term for a feasible point with the minimum objective function
value? - a. Optimal

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 5. In convex optimization, what is the condition for a solution to be ε-
suboptimal? - b. f(x) ≤ f* + E

Solution Set and Properties:

1. What is Xopt in convex optimization? - a. Set of all solutions

2. Why is Xopt considered a convex set? - a. By definition

3. Under what condition is the solution to a convex problem unique? - b. If f is

strictly convex

Examples of Convex Optimization Problems:

1. In the lasso problem, what is the criterion function? - d. Convex function

2. Is the lasso problem convex when n ≥ p and X has full column rank? - a. Yes

3. What is the criterion function in the support vector machine (SVM) problem? -
b. Hinge function

4. In the SVM problem, are the solution components (β, β0, ξ) always unique? -
b. No

Local Minima and Optimality Conditions:

1. In convex optimization, what is a locally optimal point? - c. A feasible point with

minimum objective value

2. For a convex problem, what is the first-order condition for optimality? - b.

∇f(x)T(y - x) ≥ 0
Quadratic Minimization and Equality Constraints:

1. What is the solution to the quadratic minimization problem if Q is singular and

b ∉ col(Q)? - a. No solution
2. In equality-constrained convex minimization, what is the Lagrange multiplier
optimality condition? - c. ∇f(x) + ATu = 0
Projection and Partial Optimization:

1. What is the first-order optimality condition for projection onto a convex set? -
a. a − x ∈ NC(x)

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 2. How does partial optimization relate to convexity? - b. Convexity is retained in
partial optimization

Geometric Programming and Relaxations:

1. What is a geometric program in optimization? - c. Nonconvex optimization

2. What is the convex relaxation of a nonconvex problem? - a. Convex hull

PCA Problem and Fantope:

1. Why is the PCA problem considered non-convex? - a. Objective function is

nonconvex

2. What is the convex relaxation of the PCA problem? - a. Fantope

3. Which set is considered the Fantope of order k? - b. Convex hull

4. What is the linear maximization problem over the Fantope equivalent to? - a.
PCA problem

Transformations and Change of Variables:

1. What is the effect of a monotone increasing transformation on a convex

optimization problem? - a. Preserves convexity

2. How can equality constraints be eliminated in an optimization problem? - a.

Introduce slack variables

Miscellaneous:

1. When is a convex optimization problem considered infeasible? - a. When it has

no solution

2. What does the term "Fantope" refer to in optimization? - a. Convex relaxation

3. Which transformation is used to reveal the "hidden convexity" of a problem? -

d. Logarithmic

4. What is the main advantage of introducing slack variables in optimization? - c.

Simplifies the problem

5. In convex optimization, what is the role of the convex hull? - b. Convex

relaxation

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 6. What does the term "geometric programming" refer to in optimization? - c.
Nonconvex optimization

7. What is the importance of the Fantope in optimization? - b. Convex relaxation

8. In change of variables, when is a transformation considered one-to-one? - b.

When it is monotone increasing

9. What is the effect of relaxing nonaffine equality constraints in

optimization? - b. Introduces non-convexity

10. What is the principal focus of the maximum utility problem? - c.

Investment/consumption modeling

11. How does the introduction of slack variables affect the convexity of an
optimization problem? - a. Preserves convexity

12. In the PCA problem, what is the significance of the Fantope of order k? - c.
Convex relaxation

13. What is the solution to the quadratic minimization problem if Q is singular and
b ∈ col(Q)? - c. Infinitely many solutions
14. When relaxing equality constraints, what is the transformation used to reveal
hidden convexity? - d. Monotone increasing

15. In the support vector machine (SVM) problem, what is the term for the hinge
function? - b. Linear function

16. What is the objective function in the maximum utility problem? - b. Utility
function

17. In convex optimization, what is the effect of a relaxation on the optimal

value? - a. Increases the optimal value

18. What is the term for a feasible point with the minimum objective value in
convex optimization? - a. Optimal

19. What is the primary focus of the maximum utility problem? - c.

Investment/consumption modeling

20. In convex optimization, what is the role of slack variables in transforming

constraints? - b. Eliminate constraints

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 21. What is the criterion function in the support vector machine (SVM)
problem? - b. Hinge function

22. What is the term for the convex relaxation of nonconvex constraints? - a.
Convex hull

23. How does a geometric program differ from a convex optimization

problem? - a. Geometric programs are nonconvex

24. In change of variables, when does a one-to-one transformation exist? - b.

When it is monotone increasing

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