Question: Question 5 [20 marks] Consider the following optimization problem. N 3%); glytmt 10g(exp($t/3) + 1)l- (1) For the purpose of this question, each yt is

Question 5 [20 marks] Consider the following optimization problem. N 3%); glytmt 10g(exp($t/3) + 1)l- (1) For the purpose of this question, each yt is treated as a known number equal to either 0 or 1, and each set is a known 1 X n matrix. Assume that there exists no [3 6 IR" such that Ig = U for every t. 2. [5 marks] (Medium) Suppose that y: = 1 and every entry of 11:: is nonnegative for every t. Does the problem Eq. (1) have a solution

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