EE5121: Optimization Methods for Signal Processing and

Communication
Assignment 2

1. (a) Using the definition of an affine set, show that a singleton set is affine.
(b) Prove that the points v0 , v1 , . . . , vk are affinely independent if and only if v1 − v0 , v2 − v0 , . . . , vk −
v0 are linearly independent.
2. (a) [Alternate characterization of convex sets] Show that a set C ⊂ Rn is convex if and only if its
intersection with every line is convex.
(b) Let C ⊂ Rn . Show that conv(conv(C)) = conv(C). Using this, show that for A ⊂ B ⊂ Rn ,
conv(A) ⊂ conv(B).
3. [Infinite convex combination] An infinite convex combination of {xi }∞ n ∞
i=1 ⊂ R is defined as ∑i=1 xi θi ,
∞ n
whenever the series converges. Here, θi ≥ 0 ∀ i and ∑i=1 θi = 1. A set C ⊂ R is convex if it con-
tains all convex combinations of its elements. Using the above definition, show that the set of natural
numbers N is not a convex set.
4. [Voronoi description of half space] Let a and b be two distinct points in Rn . Show that the set of
all the points that are closer (in Euclidean sense) to a than b, i.e., {x | kx − ak2 ≤ kx − bk2 } is half
space. What is the direction of the hyperplane on which set of points equidistant to a and b lie ?
5. Which of the following sets S are polyhedra? Justify your answers.
(a) S = {x ∈ Rn |x ≥ 0, ∑ni=1 xi = 1, ∑ni=1 ai xi = b1 , ∑ni=1 a2i xi = b2 }, where a1 , a2 , ..., ad , b1 , b2 ∈ R.
(b) S = {x ∈ Rn |x ≥ 0, xT y ≤ 1 for all y ∈ Rn such that kyk2 = 1}.
6. Derive an expression for the distance between two parallel hyperplanes in Rn in terms of their normal
vector.
7. (a) Let C be a nonempty subset of Rn , and let λ1 and λ2 be positive scalars. Show that if C is
convex, then (λ1 + λ2 )C = λ1C + λ2C. Show by example that this need not be true when C is
not convex.
(b) Show that if S1 and S2 are convex sets in Rm×n , then so is their partial sum

S = {(x, y1 + y2 )|x ∈ Rm , y1 , y2 ∈ Rn , (x, y1 ) ∈ S1 , (x, y2 ) ∈ S2 }.

8. [Image of polyhedral sets under perspective function] For each of the following sets C, give a
simple description of
nv o
P(C) = | (v,t) ∈ C,t > 0 .
t
(a) The hyperplane C = {(v,t) | f T v + gt = h} (with f and g not both zero)
(b) The halfspace C = {(v,t) | f T v + gt ≤ h} (with f and g not both zero)
9. [Linear-fractional functions and convex sets] Let f : Rm → Rn be the linear-fractional function
Ax + b
f (x) = , dom( f ) = {x | cT x + d > 0}.
cT x + d
For each of the following sets C ⊆ Rn , give a simple description of f −1 (C) = {x ∈ dom( f ) | f (x) ∈ C}.
(a) The halfspace C = {y | gT y ≤ h} (with g 6= 0)
(b) The polyhedron C = {y | Gy  h}
10. Let E be a finite-dimensional Euclidean space equipped with a partial order . This partial order is
said to be “good” if it satisfies the following properties:

1
 (a) Reflexivity: a  a;
(b) Anti-symmetry: if both a  b and b  a, then a = b;
(c) Transitivity: if both a  b and b  c, then a  c;
(d) Compatibility with linear operations:
i. Homogeneity: if a  b, then λ a  λ b ∀ λ ≥ 0.
ii. Additivity: if both a  b and c  d, then a + c  b + d.

Show that K = {a ∈ E : a  0}, i.e., the set of - non-negative vectors in E is a convex pointed cone.
Note: For problems 7., addition of sets and multiplication of a set with a scalar should be parsed as
follow. A + B , {x + y | x ∈ A, y ∈ B}, and αA , {αx | x ∈ A} for α ∈ R.