5.8. Exercises (lab05)

This ungraded assignment is composed of 8 exercises on constrained optimization and projected gradient descent. In order to understand and solve the exercises, and more generally to gain the maximum benefit from this assignment, it is highly recommended that you read the Chapter 5.

5.8.1. Contents

Exercise	Topic
Quiz 1	Constraints
Quiz 2	Normal cone
Quiz 3	Geometric optimality
Quiz 4	Orthogonal projection
Quiz 5	Projected gradient descent
Quiz 6	Optimization subject to box constraints
Quiz 7	Optimization subject to linear constraints
Quiz 8	Optimization subject to the simplex constraint

5.8.2. Required packages

For this assignment, you need to import the following packages.

• Numpy - The library for scientific computing in Python.

• Matplotlib - The library for plotting graphs in Python.

• Autograd - The library for automatic differentiation of Numpy code.