Question: Consider the following problem min x + f(x) s.t. x in R; where the function f(x) is defined as f(x) = 0 when -1 1

Consider the following problem

min x + f(x)

s.t. x in R;

where the function f(x) is defined as

f(x) = 0 when -1

f(x) =1 when x=1

f(x) =2 when x=-1

f(x) = infinity when x >1 or x<-1

(a) Is the objective function a convex function defined on R? Explain your answer by checking the criterion of convexity.

(b) Find an optimal solution, or explain why there is no optimal solution.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!