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Homework 1

The document outlines the first homework assignment for SI 416, due on January 23, with each question worth 5 points. It includes tasks related to proving the convexity and disjoint nature of two sets, providing examples of convex sets and functions, and demonstrating the conditions for the convexity of a continuous function. Additionally, it requires the analysis of various sets for convexity and the implications of certain mathematical identities.

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4 views2 pages

Homework 1

The document outlines the first homework assignment for SI 416, due on January 23, with each question worth 5 points. It includes tasks related to proving the convexity and disjoint nature of two sets, providing examples of convex sets and functions, and demonstrating the conditions for the convexity of a continuous function. Additionally, it requires the analysis of various sets for convexity and the implications of certain mathematical identities.

Uploaded by

alt03.01vk
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

SI 416: HW1

Due Date: Jan 23 by end of class

– Each question is worth 5 points.

1. Consider the following two sets:

S+ = {x ∈ R2+ | x1 x2 ≥ 1} and S− = {x ∈ R2 | x1 x2 ≤ −1, x1 ≤ 0, x2 ≥ 0} .

– (1 pt) Prove that S+ and S− are convex.


– (1 pt) Show that S+ and S− are disjoint.
– (2 pts) Show that {x ∈ R2 | x1 = 0} is the only separating hyperplane. This
means that you must show that it is a separating hyperplane and moreover, no
other hyperplane separates the two sets.
– (1 pt) Finally, use the result above to show that the sets cannot be strictly
separated, i.e. there does not exist any hyperplane aT x = b such that

S+ ⊂ {x | aT x < b} and S− ⊂ {x | aT x > b}

2. Provide examples for each of the following:

– (1 pt) Two convex sets whose union is not convex


– (2 pts) Two convex functions whose difference is not convex.
– (2 pts) A function whose all sublevel sets Cα = {x ∈ dom(f ) | f (x) ≤ α} are
convex but f is not convex.

3. Which of the following sets are convex? If it is convex, prove it, if it is not convex
demonstrate it by example.

– (1 pt) A slab: {x ⊂ Rn | α ≤ aT x ≤ β}, here a ∈ Rn , and α, β ∈ R.


– (1 pt) A rectangle: {x ∈ Rn | αi ≤ xi ≤ βi i = 1, 2, . . . n}

1
– (1 pt) A wedge: {x ∈ Rn | aT1 x ≤ b1 , aT2 x ≤ b2 }
– (2 pts) Let S1 , S2 ⊂ R, with S1 convex. Consider the set S = {x | x + s ∈
S1 , for some s ∈ S2 }. Is S convex?

4. (5 pts) Show that a continuous function f : Rn → R is convex if and only if


Z 1
f (x) + f (y)
f (x + λ(y − x))dλ ≤ , (1)
0 2

for all x, y ∈ Rn . Convexity implies the above identity is (2 pts), and the above idenity
implying convexity is (3 pts).

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