Worksheet 6-1: Convex Sets#

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Worksheet 6-1: Q1#

Let \(\mathbf{x}_1 = (2,3)^\top\) and \(\mathbf{x}_2 = (1,4)^\top\).

  1. Write the equation of the line passing through \(\mathbf{x}_1\) and \(\mathbf{x}_2\) as a function of \(\lambda\):

    \[\mathbf{x}(\lambda) = (1-\lambda)\mathbf{x}_1 + \lambda \mathbf{x}_2\]
  2. For each value of \(\lambda\) below, compute the point \(\mathbf{x}(\lambda)\) and state whether it lies on the segment between \(\mathbf{x}_1\) and \(\mathbf{x}_2\), or outside it:

    \(\lambda\)

    \(\mathbf{x}(\lambda)\)

    On segment?

    \(\lambda = 0\)

    \(\lambda = 1/2\)

    \(\lambda = 1\)

    \(\lambda = 2\)


Worksheet 6-1: Q2#

For each of the following sets, determine whether it is convex or not convex.

(a) A finite set of points \(S = \{p_1, p_2, \ldots, p_k\} \subset \mathbb{R}^n\) (with \(k \ge 2\)).

(b) The nonnegative orthant \(\mathbb{R}^2_+ = \{(x,y) \mid x \ge 0, y \ge 0\}\) (shown below).

\[\includegraphics[width=0.25\textwidth]{../../../figures/Rplus.png}\]
../../../../_images/Rplus.png

(c) The set \(\{(x,y) \mid xy = 0\}\) (axes, or “L-shape”):

(d) The set shown below (defined by a nonlinear inequality):

../../../../_images/nonconvex.png

(e) The \(\ell_1\), \(\ell_2\), and \(\ell_\infty\) unit balls in \(\mathbb{R}^2\):

../../../../_images/unit_ball_examples_R2.png

Worksheet 6-1: Q3#

(a) Draw an example of a union of two convex sets that is not convex.

(b) Draw an example of a union of two convex sets that is convex.


Worksheet 6-1: Q4#

Let \(S = \{(1,1), (2,2), (3,1)\}\).

  1. Sketch the convex hull \(\text{conv}(S)\).

  2. For each of the following points, find \(\lambda_1, \lambda_2, \lambda_3 \ge 0\) with \(\lambda_1+\lambda_2+\lambda_3=1\) such that \(\mathbf{x} = \lambda_1(1,1)+\lambda_2(2,2)+\lambda_3(3,1)\):

    Point \(\mathbf{x}\)

    \(\lambda_1\)

    \(\lambda_2\)

    \(\lambda_3\)

    \((2,2)\)

    \((2,1.5)\)

    \((1.5, 1.5)\)

    \((2, 1)\)

  3. For each set of coefficients below, identify the corresponding point:

    \(\lambda_1\)

    \(\lambda_2\)

    \(\lambda_3\)

    Point \(\mathbf{x}\)

    \(1/3\)

    \(1/3\)

    \(1/3\)

    \(1/2\)

    \(0\)

    \(1/2\)

    \(0\)

    \(1/4\)

    \(3/4\)


Worksheet 6-1: Q5#

Let \(S = \{(1,1), (1,2), (2,1), (2,2)\}\).

  1. Sketch \(S\) and its convex hull \(\text{conv}(S)\).

  2. What is the maximum number of points from \(S\) needed to represent any point in \(\text{conv}(S)\) as a convex combination? (Hint: Carathéodory’s theorem.)

  3. Write the point \(\mathbf{x} = (1.5, 1.4)\) as a convex combination of points in \(S\).