NATIONAL CHENG KUNG UNIVERSITY Department of Electrical Engineering

APPLICATIONS OF OPTIMIZATION THEORY

HOMEWORK 1

Professor: Jeen-Shing Wang Student: Dinh Hoai Nam () Student ID: P98017010

HOMEWORK 1

1.5 Suppose that you are shown four cards, laid out in a row. Each card has a letter on one side and a number on the other. On the visible side of the cards are printed the symbols S 8 3 A. Determine which cards you should turn over to decide if the following rule is true or false: If there is a vowel on one side of the card, then there is an even number on the other side. Solve: The cards that we should turn over are 3 and A. The remaining cards are irrelevant to ascertaining the truth or falsity of the rule. Firstly, S is not vowel so the card S is not relevant. Secondly, the rule does not say that if the card is even number on one side then it has a vowel on the other side. So, turning over the A directly verifies the rule, while turning over the card 3 verifies the contraposition. 2.7 Show that for any two vectors Solve: Have Hence (using the Triangle Inequality) (1) (2) , | |

Beside from (1) we also get | . Show that the eigenvalues of the (3)

Combine (2) and (3), we obtain | 3.6 Let matrix Solve: Suppose respectively. Have For

are

be the eigenvalues of the matrix .

(are eigenvector of A that correspond to eigenvalues

: are the eigenvalues of as

which shows that .

The characteristic polynomial of desired result. 3.17 Consider the matrix [

which shows the

a. Is this matrix positive define, negative define or indefinite.

Solve: The matrix Q is indefinite, since

5.5 Let Find Solve : Have in term of t [

and

[
By the chain rule, ( ) ( )

] +

5.8 Let

, and for which on the same diagram.

Sketch the level sets associated with Indicate on the diagram the values of

Solve: We have that { } { { } { To find the intersection points, we substitute ( ) Solving equation (*) ta have roots The only possibilities for and , from which we obtain ] are shown as follows } and } into (*) impossibilites

Hence, the intersection points are located at [ ] [ The level sets associated with and

5.9 Write down the Taylor series expansion of the following function about the given points x0. Neglect terms of order three of higher. a. b. c. Solve We have

a. Then [ Expanding f about the point x0 yields [ ] [ ][ ] ]

b. Have [ Expanding f about the point x0 yields [ ] [ ][ ] ]

c. Have

[
Expanding f about the point x0 yields [ ] [ ][ ]

6.2 Show that, if x* is global minimizer of f over of f over . Solve : Suppose x* is a global minimizer of f over and x* Let x* . Then x , therefore . Hence, x* is a global minimizer of f over . 6.7 Consider the following function f: [ a. b. c. d. ] [ ]

and x*

then x* is a glolab minimizer

Find the gradient and Hessian of f(x) at the point [1,1]T. Find the directional derivative of f(x) at [1,1]T with respect to a unit vector in the direction of maximal rate of increase. Find a point that satisfies the FONC (interior case) for f. Does this point satisfy the SONC (for minimizer)? Solve: a. The gradient and Hessian of f are: [ [ ] ] [ ]

| | | | and F | | are shown above. Hence b. The direction of maximal rate of increase is the direction of gradient. Hence, the directional derivative with respect to a unit vector in this direction is ( At | | we have | ) | . solving, we get [ ] ( )

c. The FONC in this case is

The point above not satisfies the SONC because the Hessian is not position semidefinite (its determinant is negative). 6.17 An art collector stands at distance of x feet from the wall where a piece of art (picture) of height a feet is hung, b feet above his eyes, as shown below. Find the distance from the

wall for which the angle _ subtended by the eye to the picture is maximized. Solve: be the angle from the horizontal to the bottom of the picture, and the angle from the horizontal to the top of the picture. Then Where: Replace into (*), hence the object function that we wish to maximize is => (*)

Have ( Let be the optimal distance. Then must be satisfy the FONC. Now the point { satisfy the FONC. Therefore, must be interior point of the constraint set Hence we have 6.27 Solve a. We write => = 0 does not }

[ ] [ ]

where z, Q, c and d are defined in the obvious way. b. If the point which means is a solution, then by the FONC we have are not all equal then ,

. and the Now since . Hence Q is nonsingular and hence

] [ ]

] Since Q>0 then by t the SOSC the pont z* ia a strict local minimizer. Since z* is the only point satisfying the FONC, then z* is the only local minimizer. c. We have ( )