Optimization Techniques

Assignment No:1
Chapter 2 and 3 Due Date: 16/10/2012

1.

Generate 3-D plots of the following convex sets using MATLAB: a. Euclidean Ball b. Hyperplane c. Norm Cone d. Euclidean Ellipsoid Chapter 2: Problem 2.2, 2.5,2.6,2.9(a), 2.10(a), 2.12(a,b,c)

2.

3.

Chapter 3:

3.2, 3.16, 3.20, 3.21, 3.22(a,b). 4. Plot the graph of the following functions on MATLAB and show that whether they are either convex/concave/neither. a. b. c. d. e. f. g. 5. f(x)=e
ax a

f(x)=x where a<0 f(x)=loge x f(x1,x2)=x1+x2 f(x1,x2)=log(e +e ) f(x1,x2)=max (x1+x2) f(x1,x2)= (x1 +x2 )
2 2 x1 x2

Plot the following function and duscuss its convexity y = 1 ./ ((x-.3).^2 + .01) + 1 ./ ((x-.9).^2 + .04) 6

6.

Plot the following 2D function and prove its convexity by restricting it to a single line. Plot the surface plots and graphs for 50 instances when the function is restricted to a single dimension. z = 3*(1-x).^2.*exp(-(x.^2) - (y+1).^2) ... - 10*(x/5 - x.^3 - y.^5).*exp(-x.^2-y.^2) ... - 1/3*exp(-(x+1).^2 - y.^2)