EE5121: Convex Optimization

Assignment 1

1. Find the supremum and the infimum of the following sets:

(a) A1 = { 1n ; n = 1, 2, 3, . . .}
(b) A2 = {21/n , n = 1, 2, . . .}
(c) A3 = (−3, 4) ∪ [6, 10]
(d) A4 = (−3, 4) ∩ (2, 6)
(e) A5 = (−3, 4) ∩ [6, 10]
x
(f) A6 = { 1+x : x ∈ R, x ≥ 0}
2. Given A ⊂ R, can sup(A) = inf(A)? If so, characterize all such A.
3. For x ∈ R and y ∈ R, define
(a) d1 (x, y) = (x − y)2
p
(b) d2 (x, y) = |x − y|
(c) d3 (x, y) = |x2 − y2 |
(d) d4 (x, y) = |x − 2y|
Check if each of the above is a metric.
4. Let X be an infinite set, For p ∈ X and q ∈ X, define
(
1 if (p 6= q)
d(p, q) =
0 if (p = q).

Prove that this is a metric. Which subsets of the resulting metric space are open? Which are closed?
5. Is every point of every open set E ⊂ R2 a limit point of E? Answer the same question for closed sets
in R2 .
6. Check if the following set is a closed subset of R2 and provide reasons for your claim.

A1 = {(x, y) : x > 0, y > 0, 3x + 2y ≤ 1}.

7. Let f (x) and g(x) be two continuous functions from Rd to R. Also g(x) 6= 0. Is max{ f (x), g(x)} a
continuous function? Provide justification.
8. Plot the following subsets of R2 :
(a) kxk1 ≤ 1, x ∈ R2
(b) kxk2 ≤ 1, x ∈ R2
(c) kxk∞ ≤ 1, x ∈ R2
9. Let A be a m × n real matrix. For any x ∈ Rn , define

kxkA = kAxk2 .

Is kxkA a norm in Rm for any matrix A?. What properties of A will make k.kA a norm? (Hint: Check
when the norm becomes zero, and relate it to the null space of the matrix. If you have not heard of null
space, it will be a good time to review basic linear algebra, especially solutions of linear equations.)
10. Let V be a vector space. Show that the sum of two inner products on V is an inner product on V .
Is the difference of two inner products an inner product? Show that a positive multiple of an inner
product is an inner product.

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11. Show that if two subspaces V and W of an inner product space are orthogonal, then they are inde-
pendent.
12. Suppose S and T are two nonempty subsets of R such that S ⊆ T . Show that

inf(T ) ≤ inf(S), sup(S) ≤ sup(T ).

Based on this, what can you say about the supremum and infimum of the empty set φ ? (Hint: Empty
set is a subset of every set.)
13. Consider the following continuous functions from D ⊂ R to R. Check whether each function has a
supremum and infimum value over D and if it is attained in D. If either of this has a negative answer,
find the reason for D not being compact (as we know a continuous function attains its supremum and
infimum over a compact set).
• D = (− Π2 , Π2 ), f (x) = tan(x)
• D = R, f (x) = x2
• D = (0, 1) , f (x) = x