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日期:2024-05-18 07:57

2023-24 Second Semester

AI4003 Optimization in ML

Assignment 4

Due Date: 20/May/2024(Mon), before 10:00pm.

• Write down your Chinese name and student number. Write neatly on A4-sized paper and show your steps.

• Late submissions or answers without details will not be graded.

1. Answer the questions:

(a) What is the feasible set in constrained optimization?

(b) How to convert inequality constriant into equality constraint?

2. For the following primal problem, ffnd the dual problem

min f(x, y) = 5x + 6y

s.t.3x + 2y ≥ 10

4x + 7y≥ 9

where x and y are positive.

3. [Lagrangian] Find the minimum of the function

f(x, y) = x

2 + (y − 1)

2

s.t.x + 2y = 2

4. Maximum entropy distributions under moment constraints.



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