ECE 490, Week of Mar 25

\(\def\Real{\mathbb{R}}\)

Convex programming and duality: Guler, Chapter 11.

Class notes (pretty incomplete, to be used just as a study guide), here and here.

Exercises:
Find Legendre duals for the following functions:

  • \(f(x)=\min(1-x,2,1+x)\);
  • \(f(x)=\min((x-1)^2,(x+1)^2)\);
  • \(f(x,y)= 0 \mathrm{\ if\ } x^2+y^2\leq 2; +\infty \mathrm{\ otherwise}\).

 

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