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Material Type: Assignment; Class: OPTIMIZATION; Subject: Mathematics; University: University of California - Los Angeles; Term: Winter 2006;
Typology: Assignments
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Math 164, Lecture 2, Vese Homework #8, due on Friday, March 10, 2006
Problems: [1] Determine if f (x 1 , x 2 ) = 2x^21 − 3 x 1 x 2 + 5x^22 − 2 x 1 + 6x 2
is convex, concave, both, or neither for x ∈ R^2.
[2] Find the first 3 terms of the Taylor series for
f (x 1 , x 2 ) = 3x^41 − 2 x^31 x 2 − 4 x^21 x^22 + 5x 1 x^32 + 2x^42
at the point x 0 = (1, −1)T^. Evaluate the series for p = (. 1 , .01)T^ and compare with the value of f (x 0 + p).
[3] Consider the following function
f (x) = 15 − 12 x − 25 x^2 + 2x^3.
(a) Use the first and second order derivatives to find the local maxima and local minima of f. (b) Show that f has neither a global maximum nor a global minimum.
[4] Consider the function
f (x) = 8x^21 + 3x 1 x 2 + 7x^22 − 25 x 1 + 31x 2 − 29.
Find all stationary points of this function, and determine whether they are local mini- mizers and maximizers. Does this function have a global minimizer or a global maximizer ?
[5] Use Newton’s method to solve minimize
f (x 1 , x 2 ) = 5x^41 + 6x^42 − 6 x^21 + 2x 1 x 2 + 5x^22 + 15x 1 − 7 x 2 + 13
Use the initial guess (1, 1)T^. Make sure that you have found a minimum and not a maximum.