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Last Name (Print) : First Name:: May 10, 2001 7:15-9:15 A.m., 1221 Computer Sciences & Statistics

The document provides instructions for an open-book final exam for CS730. It includes: 1) The date, time and location for the exam. 2) Instructions to answer all 3 questions and inform the instructor if any questions are missing. 3) A note that answers to all questions can be printed on a single page. 4) Sections for the student to print their name and for the instructor to record grades for each question and the total grade.

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Abdesselem Boulkroune
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37 views

Last Name (Print) : First Name:: May 10, 2001 7:15-9:15 A.m., 1221 Computer Sciences & Statistics

The document provides instructions for an open-book final exam for CS730. It includes: 1) The date, time and location for the exam. 2) Instructions to answer all 3 questions and inform the instructor if any questions are missing. 3) A note that answers to all questions can be printed on a single page. 4) Sections for the student to print their name and for the instructor to record grades for each question and the total grade.

Uploaded by

Abdesselem Boulkroune
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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CS730 Open-Book Final Exam

May 10, 2001


7:15-9:15 a.m., 1221 Computer Sciences & Statistics

Answer all questions: 1, 2 & 3. If any question is missing from your sheets,
please inform the instructor.

Answers to all three questions can be printed on a single page.

Last Name (Print):——————————————


First Name: ————————————————–
Do not write anything else on this page.
Do not write anything on this page.
Grades
1. Question 1:—————

2. Question 2:—————

3. Question 3:—————

4. Total:——————–
1. (10 points) Let (xi+1 , ui+1 ) be a KKT point of the IQP iteration:
1
min{∇f (xi )(x − xi ) + (x − xi )Gi (x − xi ) g(xi ) + ∇g(xi )(x − xi ) ≤ 0},

x 2
for the nonlinear program
min {f (x) | g(x) ≤ 0}, (∗)
x

where f : Rn → R and g: Rn → Rm are differentiable and convex on Rn and Gi is a


symmetric n × n positive definite matrix. Suppose that (xi+1 − xi )Gi (xi+1 − xi ) = 0.
Is xi+1 a solution of (*)? Justify your claim.

Answer: Yes. . . . . .No. . . . . .

Justification:
Problem 1 Sheet
2. (10 points) Consider the quadratic program
1
min −x21 + x1 x2 − x22 − x1
x1 ,x2 2
s.t. − 1 ≤ x1 ≤ 1, −1 ≤ x2 ≤ 1
h i
1
Start with x = 1
. Compute x1 using the Gradient Projection Algorithm:

x1 = P (x − λ∇f (x)), λ ≥ 0.

Is x1 a solution of the quadratic program? Justify.

Answer: Yes. . . . . .No. . . . . .

Justification:
Problem 2 Sheet
3. (10 points) Let f : Rn → R have a Lipschitz continuous gradient with Lipschitz constant
K > 0. If ∇f (xi ) 6= 0 for some xi in Rn , give an upper bound to minf (x), in terms
x
of xi and K, that is strictly less than f (xi ).

Hint: Use the following inequality, a consequence of the Quadratic Bound Lemma:

K
min f (x) ≤ min (f (xi ) + ∇f (xi )(x − xi ) + kx − xi k2 )
x x 2
Answer:
min
x
f (x) ≤ f (xi ) − . . .

Justification:
Problem 3 Sheet
Extra Sheet

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