National Institute of Technology Calicut

Department of Electronics & Communication Engineering

2nd Semester M.Tech Degree Examination

EC 6422: Linear and Nonlinear Optimization

Time: 1 41 hours Test 1 (27th Jan. 2017, 9.30 - 10.45 am) Max. Marks: 25

(Answer all questions. Question paper consists of two pages)

1. Given
     
4 0.5000 0.5000 0.5000 0.5000 1 1 1 1
5 0.6533 0.2706 −0.2706 −0.6533 1 −j −1 j 
x=  , Ψ−1
1 =   , Ψ−1
2 =  
5 0.5000 −0.5000 −0.5000 0.5000  1 −1 1 −1
4 0.2706 −0.6533 0.6533 −0.2706 1 j −1 −j

Let Ψ1 and Ψ2 be two change of basis matrices. Obtain the representation of the
given vector x in Ψ1 and Ψ2 . Comment on the intrinsic dimensionality in each case.
Calculate l0 , l1 and l∞ norms of the representation. Which one of the representations
is sparse and why? (5 Marks)

2. Consider the quadratic form,

q(x1 , x2 ) = 8x21 − 4x1 x2 + 5x22

Determine whether q(0, 0) is the global minimum or not. (3 Marks)

3. Give one example for the following set/sequence/function with proper justification:
(3 Marks)

(a) Open ball in a set

(b) Cauchy sequence
(c) Bounded function

4. Consider the one-variable function,

f (x) = x4 − 6x3 + 3x2 + 10x.

Graph this function and locate (approximately) the stationary points, local minima
and global minima. Assume the range of operation, (3 Marks)

5. Prove the following statement.

• Let x∗ be a local minimizer of a convex optimization problem. Then x∗ is also

a global minimizer. If the objective function is strictly convex, then x∗ is the
unique global minimizer. (3 Marks)
6. Consider the sequence defined by x0 = a > 0 and
 
1 a
xk+1 = xk +
2 xk
√
Prove that this sequence converges to x∗ = a and the convergence rate is quadratic.
Determine the rate constant. (4 Marks)

7. Apply Newton’s method to find out the estimate of the solution of the function,

f (x) = (x − 2)4 + (x − 2)5

with initial guess x0 = 3. You should observe that the sequence converges linearly.
Comment on the rate constant. (4 Marks)

Course Faculty : Dr. Sudhish N George