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ECE6553 Optimal
EE 872 Optimal Control
Control
Tuesday Feb 19, 2019
Magnus Egerstedt
Dr. Usman Ali
Due: February 1, 2011 (and Feb. 8 for DL students)
Due Date: March 06, 2018
1.
In class it was claimed that given a function h : Rm ! R, its derivative
@h T
@u
points in the direction in which h grows the most. Show that this is indeed the case.
Hint: The fact that xT y = kxkkyk cos(✓), where ✓ is the angle between the vectors x and y, might come
in handy.
2
Solve the following minimization problem:
1
minm uT Qu bT u
u2R 2
3
a
Let F (M ) be the matrix function
F (M ) = M T M M T ,
where M is an n ⇥ m matrix. What is the directional derivative of F ?
b
If f is a continuously di↵erentiable function, f : Rm ! R. Show or disprove that the directional derivative
is given by
@f (x)
f (x; y) = y.
@x
1
4
Consider the “volume maximization problem”: Construct a box (closed on all sides) of maximal volume,
with sides x, y, z, given an upper bound c on the area of the boundary of the box.
5
Given an unconstrained optimization problem
min L(u).
u
6
Let L 2 C 1 be convex, i.e.,
Assume that
@L ?
(u ) = 0.
@u
Show that u? is a global minimum to L.