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Isye 6669 HW 2: 1 2 3 3 I 1 I 2 I 1 4 J 2 Ij I 3 T 1 X T! 1 K 1 2 K 1 3 I 1 I J 1 I+J 4 N 2 N+2 M N N M

This document contains homework problems related to expanding summations, vector and matrix operations, properties of convex and concave sets, and formulating optimization models for curve fitting. Specifically: 1) It asks to expand several summations and perform operations on vectors and matrices. 2) It asks whether certain sets are convex or not based on their properties. 3) It asks whether certain optimization problems are convex programs or not. 4) It asks to formulate optimization models to fit lines and curves to data using absolute and maximum deviations as the objective. The models formed are linear programs and nonlinear programs.

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Malik Khaled
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358 views

Isye 6669 HW 2: 1 2 3 3 I 1 I 2 I 1 4 J 2 Ij I 3 T 1 X T! 1 K 1 2 K 1 3 I 1 I J 1 I+J 4 N 2 N+2 M N N M

This document contains homework problems related to expanding summations, vector and matrix operations, properties of convex and concave sets, and formulating optimization models for curve fitting. Specifically: 1) It asks to expand several summations and perform operations on vectors and matrices. 2) It asks whether certain sets are convex or not based on their properties. 3) It asks whether certain optimization problems are convex programs or not. 4) It asks to formulate optimization models to fit lines and curves to data using absolute and maximum deviations as the objective. The models formed are linear programs and nonlinear programs.

Uploaded by

Malik Khaled
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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ISyE 6669 HW 2

1. Expand the following summations:


(For example, the answer to part (a) is x1 + x2 + x3 .)
(a) (d)
P3 P2 P4
i=1 xi j=2 (xij − yi )
Pi=1
(b) (e)
P3 x2t 1
(2k + 1)x2k−1
Pt=1 t! Pk=−1
(c) (f)
3 P i i+j 4 Pn+2
i=1 j=1 x n=2 m=n xn ym
Note that by definition t! = 1 · 2 · · · (t − 1) · t for integer t ≥ 1.
   
1 3
2. Consider the following two vectors: x =  2  , y =  2 , and a matrix
3 1
 
1 −2 3
A = −2 3 −1.
3 −1 2
(a) Let n be the dimension of x and y. What is the value of n?
(b) Compute 2x − y.
(c) Compute the inner product x> y.
(d) Compute the Euclidean norm kx − yk2 = i=1 (xi − yi ) . Also
pPn
2

called the `2 -norm.


(e) Compute the `1 -norm kx − yk1 = i=1 |xi − yi |.
Pn

(f) Compute the `∞ -norm kx − yk∞ = max1≤i≤n |xi − yi |.


(g) Compute x> Ay.
3. State whether each of the following sets is convex or not. Explain your
reasoning.
(a) X = {(x1 , x2 ) ∈ R2 | x21 + x22 ≥ 1}.
(b) X = {x ∈ R | x2 = 2}.
(c) X = {(x1 , x2 ) | x2
(x1 −1) ≤ 1, x1 ≥ 1}.

4. State whether the following problems are convex programs or not. Explain
your reasoning.
(a) min{x21 + 2x22 : x1 ≤ 0, x2 ≤ 0}.
(b) min{x1 · x2 : x21 + x22 ≤ 1}.

1
xii
(c) min{
Pn Pn
i=1 i! : i=1 xi ≥ 5}.

5. A quantity y is known to depend upon another quantity x. A set of n


data pairs {yi , xi }ni=1 has been collected.
(a) Formulate an optimization model for fitting the “best” straight line
y = a + bx to the data set, where best is with respect to the sum of
absolute deviations. What kind of an optimization model is it?
(b) Re-formulate the optimization model in part (a) where best is with
respect to the maximum absolute deviation. What kind of an opti-
mization model is it?
(c) Formulate an optimization model for fitting the “best” quadratic
curve y = a + bx + cx2 to the data set, where best is with respect
to the maximum absolute deviations. What kind of an optimization
model is it ?

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