Solutions to Tutorial 2

1. (a) Using the definition of an affine set, show that a singleton set is affine.
(b) Prove that the points v0 , v1 , . . . , vk are affinely independent if and only if v1 − v0 , v2 − v0 , . . . , vk −
v0 are linearly independent.
Solution:
(a) A singleton set consists of only one element, say {x}. Then, x = θ x + (1 − θ )x where θ = 1.
Therefore, a singleton set is affine.
(b) We first prove the following:
Claim 1: The following two expressions are equivalent.
k
∑ λi (vi − v0 ) = 0. (1)
i=1

k k
∑ λi vi = 0 and ∑ λi = 0. (2)
i=0 i=0

Proof of Claim 1: Suppose (1) holds. Then,

k
∑ λi (vi − v0 ) = 0,
i=1
k k
=⇒ λ0 v0 + ∑ λi vi = 0, where λ0 � − ∑ λi ,
i=1 i=1
k k
=⇒ ∑ λi vi = 0 and ∑ λi = 0.
i=0 i=0

That is, (1) =⇒ (2).

Conversely, let (2) be true. Then,
k k
∑ λi vi = 0 and ∑ λi = 0,
i=0 i=0
k k
=⇒ λ0 v0 + ∑ λi vi = 0 and λ0 = − ∑ λi ,
i=1 i=1
� �
k k
=⇒ − ∑ λi v0 + ∑ λi vi = 0,
i=1 i=1
k
=⇒ ∑ λi (vi − v0 ) = 0.
i=1

Therefore, (2) =⇒ (1).

Hence proved.
Next, assume that the points v0 , v1 , . . . , vk are affinely independent. Then, by definition,
k k
∑ λi vi = 0 and ∑ λi = 0 =⇒ λi = 0 ∀ i.
i=0 i=0

Using Claim 1, this can be re-written as

k
∑ λi (vi − v0 ) = 0 =⇒ λi = 0 ∀ i.
i=1

Hence, v1 − v0 , v2 − v0 , . . . , vk − v0 are linearly independent.

Conversely, assume that v1 − v0 , v2 − v0 , . . . , vk − v0 are linearly independent. Then, by defini-
tion,
k
∑ λi (vi − v0 ) = 0 =⇒ λi = 0 ∀ i.
i=1

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 Using Claim 1, this can be re-written as
k k
∑ λi vi = 0 and ∑ λi = 0 =⇒ λi = 0 ∀ i.
i=0 i=0

Hence, v0 , v1 , . . . , vk are affinely independent.

2. (a) [Alternate characterization of convex sets] Show that a set C ⊂ Rn is convex if and only if its
intersection with every line is convex.
(b) Let C ⊂ Rn . Show that conv(conv(C)) = conv(C). Using this, show that for A ⊂ B ⊂ Rn ,
conv(A) ⊂ conv(B).
Solution:
(a) The intersection of two sets is convex. Therefore if S is a convex set, the intersection of S with
a line is convex. Conversely, suppose the intersection of S with any line is convex. Take any
two distict points x1 and x2 ∈ S. The intersection of S with the line through x1 and x2 is convex.
Therefore, convex combinations of x1 and x2 belong to the intersection, hence also to S.
(b) We know that conv(C) is the smallest convex set that contains C. Hence, C ⊆ conv(C) ⇒
conv(C) ⊆ conv(conv(C)). Next, recall that conv(conv(C)), by definition, is the set of all con-
vex combinations of points in conv(C). For every choice of points, x1 , x2 , ..., xn ∈ conv(C), the
convex combination of these points belong to conv(C) since it is convex. Therefore, conv(conv(C)) ⊆
conv(C).
Hence, conv(conv(C)) = conv(C) for any set C.
Next, let x ∈ conv(C1 ). Then ∃ x1 , x2 . . . xn ∈ C1 such that x = ∑ni=1 αi xi where αi ≥ 0 for
1 ≤ i ≤ n and ∑ni=1 αi = 1.
∵ C1 ⊂ C2 , x1 , x2 · · · xn ∈ C2 . Thus, x = ∑ni=1 αi xi ∈ conv(C2 ).
∴ conv(C1 ) ⊂ conv(C2 ).
Note: The (b) part of this question wrongly states that the second result follows from the first.
Note that, they are, in fact, independent results.
∞
3. [Infinite convex combination] An infinite convex combination of {xi }∞ n
i=1 ⊂ R is defined as ∑i=1 xi θi ,
∞ n
whenever the series converges. Here, θi ≥ 0 ∀ i and ∑i=1 θi = 1. A set C ⊂ R is convex if it con-
tains all convex combinations of its elements. Using the above definition, show that the set of natural
numbers N is not a convex set.
Solution: Consider θi = Ki13 such that ∑∞ i=1 θi = 1, for an appropriate choice of K (≈ 1.2). Now,
consider the sequence {i}∞i=1 ⊆ N.
1 π2
∴ The convex combination given by ∑∞ ∞ 1 1
i=1 xi θi = ∑i=1 K i2 = K 6 ∈/ N. Hence, the set of all natural
numbers is not a convex set.
Note: The above question brings out the fact that the definition of convexity taught in class extends
to infinite summations as well, when the series converges. Strictly speaking, one does not require
the above definition to prove that the set of all natural numbers is not a convex set (consider any two
consecutive natural numbers, their convex combination does not lie in the set). However, this serves
as an interesting alternate proof.
4. [Voronoi description of half space] Let a and b be two distinct points in Rn . Show that the set of
all the points that are closer (in Euclidean sense) to a than b, i.e., {x | �x − a�2 ≤ �x − b�2 } is half
space. What is the direction of the hyperplane on which set of points equidistant to a and b lie ?
Solution: Since a norm is always non-negative, we have �x − a�2 ≤ �x − b�2 if and only if �x − a�22 ≤
�x − b�22 , therefore:

�x − a�22 ≤ �x − b�22
=⇒ (x − a)T (x − a) ≤ (x − b)T (x − b)
=⇒ xT x − 2aT x + aT a ≤ xT x − 2bT x + bT b
=⇒ 2(b − a)T x ≤ bT b − aT a
=⇒ 2cT x ≤ d

where c = 2(b − a) and d = bT b − aT a. When the above becomes an equality, the points set of points
satisfying the equality form the equidistant hyperplane. The direction is given by the normal whhich
is (b − a) in this case.
5. Which of the following sets S are polyhedra? Justify your answers.

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 (a) S = {x ∈ Rn |x ≥ 0, ∑ni=1 xi = 1, ∑ni=1 ai xi = b1 , ∑ni=1 a2i xi = b2 }, where a1 , a2 , ..., ad , b1 , b2 ∈ R.
(b) S = {x ∈ Rn |x ≥ 0, xT y ≤ 1 for all y ∈ Rn such that �y�2 = 1}.
Solution:
(a) Yes.
 The Polyhedral representation
 is given
 below:

 −Id×d   0d×1 
   
   
   
 1 1 1    1 
  
 −1 −1 −1  x ≤ 
 
  −1 
 a1 a2 ad   b1 
   
 −a1 −a2 −ad    −b1 
  
 a21 a22 ad2   b2 
−a21 −a22 −ad 2 −b2
(b) No. S can be expressed as S = {x ∈ Rd | ||x||2 ≤ 1, x ≥ 0}. This cannot be expressed as intersec-
tion of finite number of half-spaces.
6. Derive an expression for the distance between two parallel hyperplanes in Rn in terms of their normal
vector.
Solution: Let there be two parallel hyperplanes {x ∈ Rn |aT x = b1 } and {x ∈ Rn |aT x = b2 }. Let x1
and x2 be the points lying on each of the hyperplanes respectively and also on the normal line of the
hyperplanes. Therefore,

aT x1 = b1 (3)
T
a x1 = b2 (4)

The distance between x1 and x2 gives the distance between the hyperplanes. Subtracting Eq.4 from
Eq.3, we get:

aT (x1 − x2 ) = b1 − b2
�a��x1 − x2 � = |b1 − b2 |
|b1 − b2 |
�x1 − x2 � =
�a�

7. (a) Let C be a nonempty subset of Rn , and let λ1 and λ2 be positive scalars. Show that if C is
convex, then (λ1 + λ2 )C = λ1C + λ2C. Show by example that this need not be true when C is
not convex.
(b) Show that if S1 and S2 are convex sets in Rm×n , then so is their partial sum

S = {(x, y1 + y2 )|x ∈ Rm , y1 , y2 ∈ Rn , (x, y1 ) ∈ S1 , (x, y2 ) ∈ S2 }.

Solution:

(a) We always have (λ1 + λ2 )C ⊂ λ1C + λ2C, even if C is not convex. To show the reverse inclusion
assuming C is convex, note that a vector x in
lambda1C + λ2C is of the form x = λ1 x1 + λ2 x2 , where x1 , x2 ∈ C. By convexity of C, we have
λ1 λ2
x1 + x2 ∈ C,
λ1 + λ2 λ1 + λ2
and it follows that
x = λ1 x1 + λ2 x2 ∈ (λ1 + λ2 )C,
so λ1C + λ2C ⊂ (λ1 + λ2 )C.
For a counter example when C is not convex, let C be a set in Rn , consisting of two vectors,
0 and x �= 0, and let λ1 = λ2 = 1.The C is not convex and (λ1 + λ2 )C = 2C = {0, 2x},while
λ1C + λ2C = C +C = {0, x, 2x}, showing that (λ1 + λ2 )C �= λ1C + λ2C.
(b) Consider two points (x, y1 + y2 ), (x� , y�1 + y�2 ) ∈ S i.e
(x, y1 ), (x� , y�1 ) ∈ S1 and (x, y2 ), (x� , y�2 ) ∈ S2
Fix θ ∈ [0, 1].
Then consider the point

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 θ [x, y1 + y2 ] + (1 − θ )(x� , y�1 + y�2 ) = [θ x + (1 − θ )x� , θ y1 + (1 − θ )y�1 + θ y2 + (1 − θ )y�2 ]
This point is in S because, since S1 and S2 are convex,
[θ x + (1 − θ )x� , θ y1 + (1 − θ )y�1 ] ∈ S1 and
[θ x + (1 − θ )x� , θ y2 + (1 − θ )y�2 ] ∈ S2

8. [Image of polyhedral sets under perspective function] For each of the following sets C, give a
simple description of
�v �
P(C) = | (v,t) ∈ C,t > 0 .
t
(a) The hyperplane C = {(v,t) | f T v + gt = h} (with f and g not both zero)
(b) The halfspace C = {(v,t) | f T v + gt ≤ h} (with f and g not both zero)
Solution:
(a)

P(C) = {z| f T z + g = h/t for some t > 0}


T
{z| f z + g = 0}
 h=0
= {z| f T z + g > 0} h>0

 T
{z| f z + g < 0} h<0

(b)

P(C) = {z| f T z + g =≤ h/t for some t > 0}


T
{z| f z + g ≤ 0}
 h=0
= R n h>0


{z| f T z + g < 0} h<0

9. [Linear-fractional functions and convex sets] Let f : Rm → Rn be the linear-fractional function

Ax + b
f (x) = , dom( f ) = {x | cT x + d > 0}.
cT x + d
For each of the following sets C ⊆ Rn , give a simple description of f −1 (C) = {x ∈ dom( f ) | f (x) ∈ C}.
(a) The halfspace C = {y | gT y ≤ h} (with g �= 0)
(b) The polyhedron C = {y | Gy � h}
Solution:
(a)

f −1 (C) = {x ∈ dom f |gT f (x) ≤ h}

= {x|gT (Ax + b)/(cT x + d) ≤ h, cT x + d > 0}
= {x|(AT g − hc)T x ≤ hd − gT b, cT x + d > 0},

which is another halfspace , intersected with dom f .

(b)

f −1 (C) = {x ∈ dom f |G f (x) � h}

= {x|G(Ax + b)/(cT x + d) � h, cT x + d > 0}
= {x|(GA − hcT )x ≤ hd − Gb, cT x + d > 0},

a polyhedron intersected with dom f

10. Let E be a finite-dimensional Euclidean space equipped with a partial order �. This partial order is
said to be “good” if it satisfies the following properties:
(a) Reflexivity: a � a;
(b) Anti-symmetry: if both a � b and b � a, then a = b;

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 (c) Transitivity: if both a � b and b � c, then a � c;
(d) Compatibility with linear operations:
i. Homogeneity: if a � b, then λ a � λ b ∀ λ ≥ 0.
ii. Additivity: if both a � b and c � d, then a + c � b + d.
Show that K = {a ∈ E : a � 0}, i.e., the set of �- non-negative vectors in E is a convex pointed cone.
Solution: We proceed to verify the following three properties of a convex pointed cone for K:
(d).i
1. Let x ∈ K ⇒ x � 0 ⇒ λ x � 0 ⇒ λ x ∈ K, ∀ λ ≥ 0. Hence, K is a cone.
2. Let x ∈ K and −x ∈ K. This implies that, x � 0 and −x � 0. Using additivity property on these
two inequalities yields 0 � x. Now, anti-symmetry dictates that x � 0 and 0 � x ⇒ x = 0.
Hence, K is pointed.
(d)
3. Let x, y ∈ K ⇒ x � 0 and y � 0 ⇒ θ x + (1 − θ )y � 0 for any θ ∈ [0, 1]. Hence, K is convex.