Homework 8 Unsolved Problems | Optimization | MATH 0164, Assignments of Optimization Techniques in Engineering

Material Type: Assignment; Class: OPTIMIZATION; Subject: Mathematics; University: University of California - Los Angeles; Term: Winter 2006;

Typology: Assignments

Pre 2010

Uploaded on 08/26/2009

koofers-user-8sy
koofers-user-8sy 🇺🇸

10 documents

1 / 1

Toggle sidebar

This page cannot be seen from the preview

Don't miss anything!

bg1
Math 164, Lecture 2, Vese
Homework #8, due on Friday, March 10, 2006
Problems:
[1] Determine if
f(x1, x2) = 2x2
13x1x2+ 5x2
22x1+ 6x2
is convex, concave, both, or neither for xR2.
[2] Find the first 3 terms of the Taylor series for
f(x1, x2) = 3x4
12x3
1x24x2
1x2
2+ 5x1x3
2+ 2x4
2
at the point x0= (1,1)T. Evaluate the series for p= (.1, .01)Tand compare with the value
of f(x0+p).
[3] Consider the following function
f(x) = 15 12x25x2+ 2x3.
(a) Use the first and second order derivatives to find the local maxima and local minima
of f.
(b) Show that fhas neither a global maximum nor a global minimum.
[4] Consider the function
f(x) = 8x2
1+ 3x1x2+ 7x2
225x1+ 31x229.
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(x1, x2) = 5x4
1+ 6x4
26x2
1+ 2x1x2+ 5x2
2+ 15x17x2+ 13
Use the initial guess (1,1)T. Make sure that you have found a minimum and not a maximum.
1

Partial preview of the text

Download Homework 8 Unsolved Problems | Optimization | MATH 0164 and more Assignments Optimization Techniques in Engineering in PDF only on Docsity!

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.