Homework 1
Assigned Mon Jan 25, due Fri Feb 5 (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.

I will be out of town Jan 26-29 but I will be reading email in case you have any questions. Also, you may send questions to the class mailing list, and suggestions for trouble-shooting (but not homework solutions!) may be posted there too.

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.