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SC607 Assignment1

This document provides instructions and questions for Assignment 1. It includes 7 questions related to concepts like convex sets, quadratic inequalities, norms, and linear programs. Students are instructed to answer each question on a separate page and show all work. Notational definitions are also provided.

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Tirthankar Adhikari
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8 views2 pages

SC607 Assignment1

This document provides instructions and questions for Assignment 1. It includes 7 questions related to concepts like convex sets, quadratic inequalities, norms, and linear programs. Students are instructed to answer each question on a separate page and show all work. Notational definitions are also provided.

Uploaded by

Tirthankar Adhikari
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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SC607: Assignment 1

February 12, 2024

Instructions:
• Each question carries 10 points.

• Every answer to a particular question should be written on a different


fresh page; for example do not start writing a solution for Q2 right after
the end of Q1. Start from a new page.
• If a question has several parts, do not write the solution of individual parts
on different pages. Solution to all parts should be written sequentially.

Notations:
• R: denotes the set of real numbers
• Rn : denotes the set of real n-vectors

• Sk : denotes the set of symmetric k × k matrices

Graded Questions:
1. 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 } .

2. Let C ⊆ Rn be the solution set of a quadratic inequality,

C = x ∈ Rn |xT Ax + bT x + c ≤ 0 ,


with A ∈ Sn , b ∈ Rn , and c ∈ R.
(a) Show that C is convex if A ≽ 0.
(b) Show that the intersection of C and the hyperplane defined by g T x +
h = 0 (where g ̸= 0) is convex if A + λgg T ≽ 0 for some λ ∈ R.

1
3. Let S ⊆ Rn be a cone. The dual of S, denoted S ⋆ = {y ∈ Rn | y T x ≥
0 ∀x ∈ S}. Show that
• S ⋆ is closed.
• S ⋆ is convex.
• S ⋆ is a cone.
4. Let C ⊆ Rn be the solution set of a quadratic inequality,

C = {x ∈ Rn | xT Ax + bT x + c ≤ 0}, with A ∈ Sn , b ∈ Rn , c ∈ R

Show that C is convex if A ⪰ 0. Does the converse hold true?

5. Let V be a vector space. A norm on V is a function p : V → [0, ∞)


satisfying,
• p(λv) = |λ|v for all v ∈ V, λ ∈ R
• p(u + v) ≤ p(u) + p(v)
• p(v) = 0 if and only if v = 0
Now suppose v ∈ V, r > 0 and let p be a norm. Show that the set
{x ∈ V | p(x − v) < r} is convex.
6. Is the following set S = {x = (x1 , . . . , xn ) ∈ Rn | |xi | ≤ 1, ∀i = 1, . . . , n} a
polyhedron? Justify.
7. Consider the minimization of x2 (scalar) subject to the constraints:
(x1 − 1)2 + x22 = 1 and (x1 + 1)2 + x22 = 1.
(a) What is the optimal solution?
(b) At the optimal solution, is the gradient of the objective a linear
combination of the gradients of the constraints? Why not?
8. Consider the following problem

minimize | x | + | y | + | z |
subject to x + y ≤ 1
2x + z = 3

This is not a linear program, clearly. Construct another linear program


(by introducing additional variables if necessary) such that the solution of
the above problem can be obtained from this linear program.

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