Consider the problem min x + 2x + 2x1x2 + X1 – X2 – x3 s.t. x1 +x2 + x3 < 1 X3 < 1 (i) Is the problem convex?

Q: - (3) Show that for a, b € R we have a + b + |a − b] = 2 max{|a|, |b|}.

A: Solution:

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