EE6412: Optimal Control January - May 2023

Homework Set #2
1. Textbook [T1], Read convexity concept in Page 10, and argue why the local minimum is also a
global minimum if the function f : Rn → R is convex.

2. Textbook [T1], Read section 1.2.2. If x∗ it is not known apriori to be a regular point, then what
is the dimension of the Tangent space Tx∗ D? Justify your answer. What is the dimension of the
tangent space if x∗ is a regular point? Justify your answer.

3. Textbook [T1], Exercise 1.4

4. Consider the function f (x) = x3 defined over R. Comment about the extrema of the function
using the first order and second order necessary conditions at x∗ = 0. Repeat the same exercise
for the function f : R2 → R defined by f (x1 , x2 ) = x21 − x22 at the point (0, 0).

5. Let D be a closed convex subset of Rn . Define the projection of x ∈ Rn onto D as

ProjD (x) = arg min ||x − d||2 .

d∈D

(a) Demonstrate with an example that if D is not convex, then the mapping ProjD may not
be well-defined, that is, there can exist a a ∈ Rn and d1 , d2 ∈ D with d1 6= d2 such that
ProjD (a) = d1 and ProjD (a) = d2 .
(b) Prove the following.

/ D, x∗ = ProjD (x) if and only if (x − x∗ )T (d − x∗ ) ≤ 0 for all d ∈ D.

For any x ∈

Notation: xT represents the transpose of a vector x ∈ Rn .