hw4: done 1,2.1
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@ -88,12 +88,26 @@ X = X_4 \approx \begin{bmatrix}-0.966\\-0.199\\-0.166\end{bmatrix}$$
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$$f(X_1) = -1.1304 \;\; f(X_2) = -1.59219 \;\; f(X_3) = 4.64728 \;\; f(X_4) =
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$$f(X_1) = -1.1304 \;\; f(X_2) = -1.59219 \;\; f(X_3) = 4.64728 \;\; f(X_4) =
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-5.36549$$
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-5.36549$$
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We therefore choose $(\lambda_4, X_4)$ since $f(X_4)$ is the smallest objective
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## Exercise 1.3
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To find the optimal solution, we choose $(\lambda_4, X_4)$ since $f(X_4)$ is the
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smallest objective
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value out of all the feasible points. Therefore, the solution to the
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value out of all the feasible points. Therefore, the solution to the
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minimization problem is:
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minimization problem is:
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$$X \approx \begin{bmatrix}-0.966\\-0.199\\-0.166\end{bmatrix}$$
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$$X \approx \begin{bmatrix}-0.966\\-0.199\\-0.166\end{bmatrix}$$
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# Exercise 2
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## Exercise 2.1
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To reformulate the problem, we first rewrite the explicit values of $G$, $c$,
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$A$ and $b$:
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$$G = \begin{bmatrix}3&0&0\\2&2.5&0\\1&2&2\end{bmatrix}$$
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$$c = \begin{bmatrix}-8\\-3\\-3\end{bmatrix}$$
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$$A = \begin{bmatrix}1&0&1\\0&1&1\end{bmatrix}$$
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$$b = \begin{bmatrix}3\\0\end{bmatrix}$$
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