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EASY 4.0 UTM IMAT102 WINTER 2019 ASY GROUP WEEKLY PACKAGE 2 PROBLEM SET C 2.5.2. Let...
Question 8 (Chapters 6-7) 12+2+2+3+2+4+4-19 marks] Let 0メS C Rn and fix E S. For a E R consider the following optimization problem: (Pa) min a r, and define the set K(S,x*) := {a E Rn : x. is a solution of (PJ) (a) Prove that K(S,'). Hint: Check 0 (b) Prove that K(S, r*) is a cone. (c) Prove that K(S,) is convex d) Let S C S2 and fix eS. Prove that K(S2, ) cK(S, (e) Ifx. E...