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Md Kamran, 2201CS47

CS 271: Optimization Techniques


August 3, 2023
Assignment

Question 1. Prove that the dimension of a hyperplane=n-1 where n is the dimension of


space.
Solution:
A hyperplane in n-dimensional vector space Rn is defined to be the set of vectors x = {x1 , x2 , .., xn }ϵRn
satisfying a1 x1 + a2 x2 + ........... + an xn = b where ai ∀i and b ϵR − {0}
x1 = (b−(a2 x2 +a3ax13 +......an xn ))
Therefore,x1 is Linerly dependent on all other xi .
Hence, dimension of hyperplane=n-1

Question 2. Let S⊂ Rn be a non-empty set. Prove that convex hull of S is equal to the set
of all convex combinations of the points of S.
A convex combination of points x1 , ..., xn ϵR is a linear combination λ1 x1 +...+λn xn ,where λ1 +...+λn = 1
and λ1 , ..., λn ≥ 0 .

Lemma: If C is convex, then any convex combination of points from C is again in C.


Let S = {x1 , . . . , xn }. Let C(S) denote the convex hull of S, and let X be the set of all convex
combinations of S. It is clear that X ⊆ C(S) since any convex set that contains S must contain all convex
combinations of the points in S.* Therefore, we just need to show that X is convex, for then C(S) ⊆ X.
Let x = s1 x1 + . . . + sn xn and y = t1 x1 + . . . + tn xn be convex combinations in X with 0 ≤ si , ti ≤ 1
∑ ∑
and ni=1 si = ni=1 ti = 1. If 0 ≤ a, b ≤ 1 and a + b = 1, then

ax + by = (as1 + bt1 )x1 + . . . + (asn + btn )xn ∈ X

since

n ∑
n ∑
n
(asi + bti ) = a si + b ti = a + b = 1
i=1 i=1 i=1

and
0 ≤ asi + bti ≤ max(si , ti )(a + b) ≤ 1.

Hence for any two convex combinations their combination is itself convex
Generalizing this for all convex combinations, we get set of all convex combinations is convex.
Hence X is convex, and thus C(S) ⊆ X.
Therefore X=C(s).

Question 3. Prove that the set S = {(x, y) | 0 ≤ x ≤ 1} has no extreme points.


Consider the subset of the plane, S = {(x, y) | 0 ≤ x ≤ 1}, a closed vertical strip of width 1.
The negation of (x, y) being an extreme point of S is that there exist two points in S such that (x, y) is
their midpoint.
An easy way to show this (since the strip extends infinitely up and down) is to adjust the vertical
coordinate plus and minus by an equal amount. That is, taking any (x, y) ∈ S, we see:
(x, y) = 21 ((x, y + 1) + (x, y − 1))
So no point (x, y) ∈ S is an extreme point of S.

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Question 4. Suppose the k + 1 points u0 , u1 , u2 , . . . , uk are affinely independent. Then the k


vectors u1 − u0 , u2 − u0 , . . . , uk − u0 are linearly independent.

Suppose the points u0 , u1 , u2 , . . . , uk are affinely independent. This means that there are no non-zero
coefficients λ0 , λ1 , . . . , λk such that
λ0 u0 + λ1 u1 + λ2 u2 + . . . + λk uk = 0
with λ0 + λ1 + . . . + λk = 0.
Now, let’s consider the vectors v1 = u1 − u0 , v2 = u2 − u0 , . . . , vk = uk − u0 .
Suppose there exist coefficients c1 , c2 , . . . , ck , not all zero, such that
c1 v1 + c2 v2 + . . . + ck vk = 0
Then, we can express c1 v1 + c2 v2 + . . . + ck vk in terms of the original points as follows:
c1 v1 + c2 v2 + . . . + ck vk = c1 (u1 − u0 ) + c2 (u2 − u0 ) + . . . + ck (uk − u0 )
= (c1 u1 + c2 u2 + . . . + ck uk ) − (c1 u0 + c2 u0 + . . . + ck u0 )
= c1 u1 + c2 u2 + . . . + ck uk − u0 (c1 + c2 + . . . + ck )
Since λ0 + λ1 + . . . + λk = 0 for any λi ’s, it follows that c1 + c2 + . . . + ck = 0.
Now, if c1 v1 + c2 v2 + . . . + ck vk = 0, then we can rewrite the above equation as:
c1 u1 + c2 u2 + . . . + ck uk = u0 (c1 + c2 + . . . + ck ) = 0
But this contradicts the assumption that the points u0 , u1 , u2 , . . . , uk are affinely independent.
Therefore, the only way c1 v1 + c2 v2 + . . . + ck vk = 0 is when c1 = c2 = . . . = ck = 0. Hence, the vectors
v1 , v2 , . . . , vk are linearly independent.
Thus, we have proved that if the points u0 , u1 , u2 , . . . , uk are affinely independent, then the vectors
u1 − u0 , u2 − u0 , . . . , uk − u0 are linearly independent.

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