Homework 1
Assigned Mon Feb 2, due Tue Feb 10 (any time)

Please do not submit homework by email. Submit a hard copy to me in class or leave it under my office door later, but not in my mailbox.

Ground rules for homework: you can get help from any source (friends, relatives, books, the web) but you must acknowledge the source in your submission.

Exercises from Boyd and Vandenberghe:
  1. Ex 2.23 (hint: the sets do not have to be bounded)
  2. Ex 2.31
  3. Ex 2.32
  4. Show that the second-order cone defined on p.31 is self-dual, that is K* = K.
  5. Ex 3.8 (optional: do this if possible, but don't waste too much time on this if you find it too difficult)