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Convex Optimization by Lieven Vandenberghe, Stephen Boyd

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is nonsingular. Show that f is invertible and that f −1 is a linear-fractional mapping. Give an explicit expression for f−1 and its domain in terms of A, b, c, and d. Hint. It may be easier to express f −1 in terms of Q.

2.19  Linear-fractional functions and convex sets. Let f : Rm Rn be the linear-fractional function

In this problem we study the inverse image of a convex set C under f, i.e.,

For each of the following sets C Rn, give a simple ...

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