Let x i , i = 1, . . . , n, be given real numbers, which

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Let xi, i = 1, . . . , n, be given real numbers, which we assume without loss of generality to be ordered as x1 ≤ x.........≤ xn, and consider the scalar equation in variable n that we encountered in Section 12.3.3.3:

1. Show that f is continuous and strictly decreasing for ν ≤ xn.

2. Show that a solution ν* to this equation exists, it is unique, and it must belong to the interval

3. This scalar equation could be easily solved for n using, e.g., the bisection method. Describe a simpler, “closed-form” method for finding the optimal n.

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Optimization Models

ISBN: 9781107050877

1st Edition

Authors: Giuseppe C. Calafiore, Laurent El Ghaoui

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