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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

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    Malik Khaled
    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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    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

    Uploaded by

    Malik Khaled
    306 views2 pages
    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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    HW2

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    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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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    306 views2 pages

    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

    Uploaded by

    Malik Khaled
    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.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
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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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