凸分析和优化课后习题答案.pdfVIP

Convex Analysis and Optimization Chapter 1 Solutions Dimitri P. Bertsekas with Angelia Nedi´c and Asuman E. Ozdaglar Massachusetts Institute of Technology Athena Scientific, Belmont, Massachusetts LAST UPDATE March 24, 2004 CHAPTER 1: SOLUTION MANUAL 1.1 Let C be a nonempty subset of n , and let λ1 and λ2 be positive scalars. Show that if C is convex, then (λ + λ )C = λ C + λ C [cf. Prop. 1.2.1(c)]. Show by 1 2 1 2 example that this need not be true when C is not convex. Solution: We always have (λ + λ )C ⊂ λ C + λ C , even if C is not convex. 1 2 1 2 To show the reverse inclusion assuming C is convex, note that a vector x in λ C + λ C is of the form x = λ x + λ x , where x , x ∈ C . By convexity of 1 2 1 1 2 2 1 2 C , we have λ1 λ2 x1 + x2 ∈ C, λ1 + λ2 λ1 + λ2 and it follows that x = λ x + λ x ∈ (λ + λ )C. 1 1 2 2 1 2 Hence λ C + λ C ⊂ (λ + λ )C . 1 2 1 2 For a counterexample when C is not convex, let C be a set in n consisting of two vectors, 0 and x = 0, and let λ1 = λ2 = 1. Then C is not convex, and (λ + λ )C = 2C = {0, 2x}, while λ C + λ C = C + C = {0, x, 2x}, showing that 1 2 1 2 (λ + λ )C = λ C + λ C . 1 2 1 2 1.2 (Properties