Convex optimization exercises

Feb 20, 2014Using Exercise 1.3, it follows that f6 is convex over ℜn. (g) This part is straightforward using the definition of a convex function. 5. Page 

How to formulate a convex optimization problem as an LP?

Show how to formulate this problem as an LP

Solution

The basic problem can be expressed as This is a convex optimization problem since the objective is concave and the constraints are a set of linear inequalities

To transform it to an equivalent LP, we rst express the revenue functions as which holds since rj is concave

What are convex optimization exercises used for?

These exercises were used in several courses on convex optimization, EE364a (Stanford), EE236b (UCLA), or 6

975 (MIT), usually for homework, but sometimes as exam questions

Some of the exercises were originally written for the book, but were removed at some point


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