Exam (elaborations) TEST BANK FOR Convex Optimization 1st Edition By Stephen Boyd (Solution Manual)
Let C Rn be a convex set, with x1; : : : ; xk 2 C, and let 1; : : : ; k 2 R satisfy i 0, 1 + + k = 1. Show that 1x1 + + kxk 2 C. (The denition of convexity is that this holds for k = 2; you must show it for arbitrary k.) Hint. Use induction on k. Solution. This is readily shown by induction from the denition of convex set. We illustrate the idea for k = 3, leaving the general case to the reader. Suppose that x1; x2; x3 2 C, and 1 + 2 + 3 = 1 with 1; 2; 3 0. We will show that y = 1x1 + 2x2 + 3x3 2 C. At least one of the i is not equal to one; without loss of generality we can assume that 1 6= 1. Then we can write y = 1x1 + (1
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test bank for convex optimization 1st edition by stephen boyd solution manual