9-hw116 - MATHEMATICS 116, FALL 2007 CONVEXITY AND...

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MATHEMATICS 116, FALL 2007 CONVEXITY AND OPTIMIZATION WITH APPLICATIONS Assignment #9 Last modified: November 25, 2007 Due Thursday, Nov. 29 at class. 1. Luenberger, Problem 5.14.6. This is like example 2 of section 5.9. Hint (based on discussions with Dara Blume and Ludovica Gazze) The problem is like the door opener example in Luenberger. To guarantee existence, call the space in which you are looking for the solution X * and the space with the constraints X . They will have different norms! You have two constraints, given by functionals y and z . The first makes sure that the car comes to rest at time T . The second makes sure that it returns to the origin. Take a linear combination p = ay + bz . (It is worth giving this functional a name). The solution u is aligned with this p . It has a constant magnitude, and like p it changes sign only once. One of the constraints lets you figure out when that happens. 2. Luenberger, Problem 5.14.9. This is like example 3 of section 5.9. There is a reference to a journal article by Neustadt at the end of the chapter.
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9-hw116 - MATHEMATICS 116, FALL 2007 CONVEXITY AND...

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