Homework 3
Assigned Fri Feb 19, due Fri Feb 26 (at midnight)

To submit by email: send a single pdf file to Azam Asl (aa2821@nyu.edu)
To submit by hard copy: give to Azam or me in person or leave under her door (WWH 411) (not in her mailbox)

Ground rules for homework: you can get help from any source (friends, classmates, books, the web) but you must acknowledge the source in your submission. Collaborative work by at most two students is OK if both students work together on all problems and make the statement on the submission that equal work was done by both students. Penalty for not reporting your sources : grade of zero for the homework. Penalty for late homework: 20%. Homework will not be accepted more than one week late.

  1. Ex 5.1
  2. Ex 5.13 (instead of proving part (b) formally, as an alternative you can check this in CVX on some examples; if you choose to do this, include a printout of your code and the result)
  3. Ex 5.21 (hint: to verify that f1(x,y)=x2/y is convex, derive its Hessian matrix)
  4. Ex 5.39 (except that in part (c), instead of proving your answer, you can investigate the answer using CVX, as in Ex 5.13).