Assignment 1

Indian Institute of Technology (BHU) Varanasi

Optimization Techniques: MA 526
Odd-semester 2021–2022

Submission Mode: Online through Google Classroom ONLY

Submission Deadline: 30-Oct-2021, 11:59 PM

Instructions
• No email submission is STRICTLY allowed. Submission after the deadline will NOT be accepted.
• Each problem carries 2.5 Marks.
• Your submission must be neatly typed or handwritten. The front page of your solution sheet must
include your roll number, email-id and discipline.
• Notations have their usual meaning as per lecture videos.

Problem 1. Suppose x̄ is a solution to the following problem:

min kx − x0 k2
subject to g(x) ≤ 0,

where g : Rn → R is a continuously differentiable function and g(x0 ) > 0. Is it always true that g(x̄) = 0?
Justify your answer.

Problem 2. Let x̄ = (0, 0)T . Consider the following problem:

max f (x) ≡ x22

subject to x21 ≥ |x2 |, x1 ≥ 0.

Is it true that ∇f (x̄)T d ≥ 0 for all d ∈ Cf d (x̄)? Justify your answer.

Problem 3. Let H be a symmetric n×n positive semidefinite matrix. Suppose for some x0 ∈ Rn , xT0 Hx0 =
0. Prove or disprove Hx0 = 0.

Problem 4. Find the cone of feasible directions and the tangent cone at (0, 0) of the following set

{(x1 , x2 ) ∈ R2 : x2 ≤ x31 , x2 ≥ x51 , x2 ≥ 0}.