hw4: done 1,2.1

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Claudio Maggioni 2021-05-25 14:55:19 +02:00
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@ -88,12 +88,26 @@ X = X_4 \approx \begin{bmatrix}-0.966\\-0.199\\-0.166\end{bmatrix}$$
$$f(X_1) = -1.1304 \;\; f(X_2) = -1.59219 \;\; f(X_3) = 4.64728 \;\; f(X_4) = $$f(X_1) = -1.1304 \;\; f(X_2) = -1.59219 \;\; f(X_3) = 4.64728 \;\; f(X_4) =
-5.36549$$ -5.36549$$
We therefore choose $(\lambda_4, X_4)$ since $f(X_4)$ is the smallest objective ## Exercise 1.3
To find the optimal solution, we choose $(\lambda_4, X_4)$ since $f(X_4)$ is the
smallest objective
value out of all the feasible points. Therefore, the solution to the value out of all the feasible points. Therefore, the solution to the
minimization problem is: minimization problem is:
$$X \approx \begin{bmatrix}-0.966\\-0.199\\-0.166\end{bmatrix}$$ $$X \approx \begin{bmatrix}-0.966\\-0.199\\-0.166\end{bmatrix}$$
# Exercise 2
## Exercise 2.1
To reformulate the problem, we first rewrite the explicit values of $G$, $c$,
$A$ and $b$:
$$G = \begin{bmatrix}3&0&0\\2&2.5&0\\1&2&2\end{bmatrix}$$
$$c = \begin{bmatrix}-8\\-3\\-3\end{bmatrix}$$
$$A = \begin{bmatrix}1&0&1\\0&1&1\end{bmatrix}$$
$$b = \begin{bmatrix}3\\0\end{bmatrix}$$