Homework 2

due: March 3

This is a time consuming assignment.

Problem Set 2 (pages 77 - 81)

• 2(a), 2(b)

• 3(c), 3(d)   Hint:    Gradient of f(x) = b + 2Ax.

• 8(a)   Hint:    Use Jensen's inequality.

• 10

• 15(b), 15(c)   Similar problems were done in class.

• 26   This problem requires some numerical computations. You may wish to use MATLAB's function fminbnd to minimize objective function of the dual problem. For MATLAB's file click here.

• 27.