EE609 Assignment 4 January 27, 2022

1. Consider the following linear program

min cT x (1)
s. t. Ax ≤ b (2)

where A is square and full rank.

(a) When is the problem infeasible?
(b) When is the problem unbounded below?
(c) When does the problem have a finite solution, and what is it?

2. Show that any linear programming problem can be expressed as

min cT x (3)
s. t. Ax = b (4)
xi ≥ 0 i = 1, . . . , n (5)

3. Consider the sinusoidal measurement model in Gaussian noise described as,

y(n) = αd + αc cos(2πf0 n) + αs sin(2πf0 n) + w(n), 0 ≤ n ≤ N − 1, (6)

 
where w(n) is additive white Gaussian noise and E |w(n)|2 = σn2 . Answer the questions
that follow
(a) Formulate the LS estimation problem for parameters αd , αc , αs .
(b) Derive the LS estimator of αd , αc , αs with a suitable approximation for large N .

4. Consider the following linear program

min cT x (7)
s. t. Ax = b (8)

(a) When is the problem infeasible?

(b) When is the problem unbounded below?
(c) When does the problem have a finite solution, and what is it?

5. Consider the following linear program

min cT x (9)
s. t. aT x ≤ b (10)

where a 6= 0.
(a) When is the problem infeasible?
(b) When is the problem unbounded below?
(c) When does the problem have a finite solution, and what is it?

6. Consider the two sets:

S1 = {v1 , v2 , . . . , vp } (11)
S2 = {u1 , u2 , . . . , uq } (12)
EE609 Assignment 4, Page 2 of 2 January 27, 2022

Formulate the linear optimization problem to determine the separating hyperplane, i.e., find
a ∈ Rn and b ∈ R such that

aT vi ≤ b i = 1, . . . , p (13)
T
a ui ≥ b i = 1, . . . , q (14)

Ensure that your problem excludes the trivial solution a = b = 0.

7. Solve the following optimization problem for A  0,

min cT x (18)
>
s. t. (x − xc ) A(x − xc ) ≤ 1 (19)

8. Solve the following optimization problem for A  0,

min xT Ax (20)
s. t. kxk22 =1 (21)

Hint: Given that the eigenvalue decomposition A = UΣUT , use the change of variable
y = UT x.

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