1. Show that the set S := {x R2++ : x1 x2 1} is convex.

The symbol R2++ denotes the

positive orphant in R2 , i.e., all two-dimensional vectors with strictly positive entries.
2. Which of the following sets are convex and why?
(a) The set of points closer to a given point x0 than a given set S Rn , i.e.,
{x : kx x0 k2 kx yk2 for all y S}.
(b) The set S = {x R3+ : x31 + x32 x33 }.
3. Let p and q denote respectively the active and reactive power injection at a bus. Explain
whether the following feasible sets of (p, q) are convex or not:
(a) Injections should satisfy known lower and upper limits:
Ca := {(p, q) : p p p, q q q}
(b) Injections should respect a known upper limit s on apparent power:
Cb := {(p, q) : p p p, q q q, p2 + q 2 s2 }
(c) A power factor constraint is also added:
(
Cc :=

(p, q) : p p p, q q q, p2 + q 2 s2 , p

|p|
p2 + q 2

(d) What can we say for Cc if p = 0?

4. untuk nomor 4 di halaman 2 dibawah
5. Consider the function f (x) = 21 x> Ax + c> x + r for A Rnn and b Rn .
(a) Show that matrix B := 21 (A + A> ) is symmetric; and that x> Ax = x> Bx.
(b) For symmetrix A, show 2 f (x) = A.
(c) When is f convex and when strictly convex?
6. An ellipsoid in Rn can be represented in three different ways (the symbol Sn++ denotes
the set of symmetric positive definite matrices):

(a) E = x : (x xc )> A1 (x xc ) 1 for A Sn++ ;
(b) E = {Bu + xc : kuk2 1}; and


1
(c) E = x : x> Cx + 2d> x + e 0 where C Sn++ and e d> C d < 0.
1
Express parameters (B, C, d, e) in terms of (A, xc ). Why is e d> C d < 0 required?

7. Energy function: Consider an AC power system having N buses. Let pn and n be

respectively the active power injection and the voltage angle at bus n for n = 1, . . . , N .
Assuming unit voltage magnitudes at all buses and ignoring shunt line elements and
series resistances, it holds:
pn =

x
m:mn nm

sin(n m )

(1)

where notation m n denotes that buses n and m are physically connected and
xnm > 0 is the reactance of the transmission line between buses n and m.
(a) Consider the so termed energy function:
N
X

N
1X X 1
f () =
pn n
cos(n m ).
2 n=1 m:mn xnm
n=1

Find the gradient vector and the Hessian matrix of f ().

(b) Show that f () is convex if |n m | 2 for allP(n, m) with n m.
Hint: Matrix A is diagonally dominant if |Ai,i | j6=i |Ai,j | for all i. A symmetric
diagonally dominant matrix with non-negative diagonal entries is positive semidefinite.
(b) Given {pn }N
n=2 and 1 = 0, we want to solve the set of nonlinear equations in (1)
for n = 2, . . . , N . Prove that this can be accomplished by solving min f ().

Soal nomor 4