Interview Question: Convex Set

Sample Question #2 (math)
 
Show that a set is convex if and only if its intersection with any line is convex. Show that a set is affine if and only if its intersection with any line is affine.
 
[Taken from chapter 2 of Boyd and Vandenberghe, Convex Optimization (click title to go to Amazon page)]
 
(Comment: concepts related to convex sets are important in optimization, and many quant jobs involve optimization research.)
 
Advertisements
This entry was posted in Sample Qs. Bookmark the permalink.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s