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:Student answers and discussions for [[QE2013_AC-3_ECE580-1|Part 1]],[[QE2013_AC-3_ECE580-2|2]],[[QE2013_AC-3_ECE580-3|3]],[[QE2013_AC-3_ECE580-4|4]],[[QE2013_AC-3_ECE580-5|5]]
 
:Student answers and discussions for [[QE2013_AC-3_ECE580-1|Part 1]],[[QE2013_AC-3_ECE580-2|2]],[[QE2013_AC-3_ECE580-3|3]],[[QE2013_AC-3_ECE580-4|4]],[[QE2013_AC-3_ECE580-5|5]]
 
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1.(20 pts) Considern the following linear program, minimize <math>2x_{1} + x_{2}</math>, subject to <br/>
+
1.(20 pts) Considern the following linear program, <br/>
<math>x_{1} + 3x_{2} \geq 6 </math> <br/>
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<center> minimize <math>2x_{1} + x_{2}</math>, </center> <br/>
<math>2x_{1} + x_{2} \geq 4</math> <br/>
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<center> subject to <math>x_{1} + 3x_{2} \geq 6 </math> </center> <br/>
<math> x_{1} + x_{2} \leq 3 </math> <br/>
+
<center> <math>2x_{1} + x_{2} \geq 4</math> </center> <br/>
<math> x_{1} \geq 0 </math>, <math> x_{2} \geq 0 </math>. <br/>
+
<center> <math> x_{1} + x_{2} \leq 3 </math> </center> <br/>
Convert the above linear program into standard form and find an initial basix feasible solution for the program in shtandar form. <br/>
+
<center> <math> x_{1} \geq 0 </math>, <math> x_{2} \geq 0 </math>. </center> <br/>
 +
Convert the above linear program into standard form and find an initial basix feasible solution for the program in standard form. <br/>
  
 
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2.(20 pts)  
 
2.(20 pts)  
 
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*(15 pts) FInd the largest range of the step-size, <math> \alpha </math>, for which the fixed step gradient descent algorithm is guaranteed to convege to the minimizer of the quadratic function <br/>
 +
<center> <math> f = \frac{1}{2} x^{T}Qx - b^{T}x </math> </center> <br/>
 +
starting from an arbitary initial condition <math> x^{(0)} \in \mathbb{R}^{n} </math>
  
  
  
 
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Revision as of 22:16, 27 January 2019


ECE Ph.D. Qualifying Exam

Automatic Control (AC)

Question 3: Optimization

August 2017



Student answers and discussions for Part 1,2,3,4,5

1.(20 pts) Considern the following linear program,

minimize $ 2x_{1} + x_{2} $,

subject to $ x_{1} + 3x_{2} \geq 6 $

$ 2x_{1} + x_{2} \geq 4 $

$ x_{1} + x_{2} \leq 3 $

$ x_{1} \geq 0 $, $ x_{2} \geq 0 $.

Convert the above linear program into standard form and find an initial basix feasible solution for the program in standard form.


2.(20 pts)

  • (15 pts) FInd the largest range of the step-size, $ \alpha $, for which the fixed step gradient descent algorithm is guaranteed to convege to the minimizer of the quadratic function
$ f = \frac{1}{2} x^{T}Qx - b^{T}x $

starting from an arbitary initial condition $ x^{(0)} \in \mathbb{R}^{n} $


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