MAL 7070: OPTIMIZATION FOR DATA SCIENCE

Full Marks: 50
Deadline: October 8, 2024.
Assignment 3

• Please read the question carefully. Only write necessary and to the point answer.

• Submit a handwritten solution in the class on the 8th of October.

Question 1 (3 marks)
Recall that a hyperplane H ⊆ Rn is a set of the form

H = {x : ⟨a, x⟩ = b}.

Every hyperplane divide Rn into two halves

H − = {x : ⟨a, x⟩ ≤ b}

and
H − = {x : ⟨a, x⟩ ≥ b}

that are called half-spaces induced by H.

• Give and example of a hyperplane in R3 .

• Show that the half-spaces induced by it are convex sets.

Question 2 (3 marks)
Let {Ct : t ∈ T } be a an arbitrary collection of nonempty convex sets. Show that the intersection of these
sets, i.e., ∩ Ct is convex. Prove that the set S = {(x1 , x2 , x3 )T ∈ R3 : |x1 cos t + x2 cos 2t + x3 cos 3t| ≤
t∈T
1 for all t ∈ [0, 1]} is convex in R3 .

Question 3 (3 marks)
A set C ⊆ Rn is called cone if for all x ∈ C and λ ≥ 0, λx ∈ C. Prove that

C = {(x1 , x2 , x3 )T ∈ R3 : x1 + x2 t + x3 t2 ≥ 1 for all t ∈ [0, 1]}

is a cone in R3 .

Question 4 (3 marks)
Let a and b be two distinct points in R2 . Show that the set of all points that are closer to a than to!b is a
1
half-space; that is, show that the set {x ∈ R2 : ∥x − a∥2 ≤ ∥x − b∥2 } is a half-space. For a = and
0
!
0
b= find the half-space.
1

1
Question 5 (3 marks)
T 2
! S = {(x1 , x2 ) ∈ R : x1 x2 ≥ 1, x1 ≥ 0, x2 ≥ 0}. Is S a convex set? Find a hyperplane that
Consider the set
−1
separates with S.
0

Question 6 (4 marks)
Recall that a polyhedral set is the intersection of a finite number of half-spaces and in general, can be written
as {x ∈ Rn : Ax ≤ b} where A ∈ Rm×n is a matrix, b ∈ Rm is a vector and the order is component-wise.
Consider the set S = {(x1 , x2 , x3 )T ∈ R3 : max{|x1 |, |x2 |, |x3 |} ≤ 1}.. Is S a polyhedral set? Can you write it
 
2
3
as {x ∈ R : Ax ≤ b}? If yes, find the A and b. Also, find a hyperplane that separates 0 with S.
 

Question 7 ( 4 marks)
Consider the problem

minimize f (x, y) = x2 + xy + y 2
subject to x2 + y 2 ≤ 5
x2 − 4y ≤ 0.
!
2
What is the feasible set here? Can be a local minimizer of this problem? If not, find a descent direction of
1
! !
2 2
f at that is also a feasible direction for the feasible set at .
1 1

Question 8 ( 4 marks)
Consider the set S = {(x1 , x2 , x3 )T ∈ R3 : x21 + x22 + x23 ≤ 1}. Suppose you want to find the minimum distance
 
0
of the point 0 from this set S. Formulate this as a constrained optimization problem. Then verify whether
 

5
 
0
• 1 is a KKT point or not
 

0
 
0
• 0 is a KKT point or not
 

Question 9 ( 3 marks)
Consider the problem

1 T
minimize f (x) = x Ax + bT x + c
2
subject to − 1 ≤ xi ≤ 1 for i = 1, 2, 3

2
    
13 12 −2 −22
where A =  12 17 6 , b = 14.5 and c = 1
   

−2 6 12 13
 
1
 1 
Verify whether x =  2  is a possible minimizer or not.
−1

Question 10 ( 4 marks)
Consider the problem

minimize − 3x21 + x22 + 2x23 + 2x1 + 2x2 + 2x3

subject to x21 + x22 + x23 = 1

Find the KKT points and the corresponding KKT multipliers.

Question 11 ( 3 marks)
Consider the problem

minimize x21 + x22

subject to (x1 − 1)2 + (x2 − 1)2 ≤ 1
(x1 − 1)2 + (x2 + 1)2 ≤ 1

Can you find the global minimizer of this problem? Verify whether the minimizer is Fritz-John point. Is it also
a KKT point?

Question 12 ( 3 marks)
Consider the problem

minimize (x1 − 3)2 + (x2 − 2)2

subject to x21 + x22 ≤ 5
x1 ≥ 0
x2 ≥ 0
x1 + 2x2 = 4
!
2
Verify whether can be a Fritz-John point. Can it be a KKT point as well?
1

3
Question 13 (4 marks)
Consider the problem

minimize x41 + x42 + 12x21 + 6x22 − x1 x2 − x1 − x2

subject to x1 + x2 ≥ 6
2x1 − x2 ≥ 3
x1 ≥ 0
x2 ≥ 0

Check whether the following points are KKT or not

!
0
•
0
!
3
•
3
!
4
•
2

Problem 14 (6 marks)
A company is planning to assign three jobs to three of its employees: Joseph, Akash, and Rizwan. All three of
them are capable of doing all three jobs, but the end result depends on their efficiency, and that incurs some
expenses for the company. The following chart explains the expenses of assigning different jobs to different
people:

Job 1 Job 2 Job 3

Joseph 1500 1000 900
Akash 900 1500 1000
Rizwan 1000 1200 800

Only one job must be assigned to one employee and the company wants to get all three jobs done by incurring
minimum cost. Formulate a linear programming problem to model the situation. State the assumptions you
make. Verify whether the following assignment is optimal or not

Joseph → Job 2
Akash → Job 1
Rizwan → Job 3