Tutorial 2
Dhirubhai Ambani Institute of Information and Communication Technology, Gandhinagar
1. Consider the problem:
Minimize f (x)
Subject to x ∈ Ω
where f ∈ C 2 .
For each of the following specifications for Ω, x∗ , and f , determine if the given point x∗ is
• definitely a local minimizer,
• definitely a local maximizer,
• or possibly a local minimizer.
– f : R2 → R, Ω = {x = [x1 , x2 ]T : x1 ≥ 1}, x∗ = [1, 2]T , ∇f (x∗ ) = [1, 1]T
– f : R2 → R, Ω = {x = [x1 , x2 ]T : x1 ≥ 1, x2 ≥ 2}, x∗ = [1, 2]T , ∇f (x∗ ) = [1, 0]T
– f : R2 → R, Ω = {x = [x1 , x2 ]T : x1 ≥ 0, x2 ≥ 0}, x∗ = [1, 2]T , ∇f (x∗ ) = [0, 0]T , Hf (x∗ ) = I
(Identity matrix)
– f" : R2 →
# R, Ω = {x = [x1 , x2 ]T : x1 ≥ 1, x2 ≥ 2}, x∗ = [1, 2]T , ∇f (x∗ ) = [1, 0]T , Hf (x∗ ) =
1 0
0 −1
2. Find the minimizers and maximizers of the function
1 3 1
f (x, y) = x − 4x − 16y + y 3
3 3
3. Consider the function f : R2 → R
" # " #
T1 2 T 3
f (x) = x x+x +6
4 7 5
• Find the gradient and Hessian of f at [1, 1]T .
• Find the directional derivative of f at [1, 1]T with respect to a unit vector in the direction of maximal
rate of increase.
• Find a point that satisfy FNOC (interior case) for f . Does that point satisfy the SOSC for a
minimizer?
1
4. Consider the function
f (x1 , x2 ) = x21 x2 + x1 x32
a) In what direction does the function f decrease most rapidly at the point x0 = [2, 1]T ?
b) What is the rate of change of f at the point x0 in the direction of maximum decrease of f ?
c) Find the rate of change of f at the point x0 in the direction d = [3, 4]T .
5. Consider the problem:
Minimize f (x)
Subject to x ∈ Ω
where f : R2 → R defined by f (x1 , x2 ) = 5x2 , Ω = {x = [x1 , x2 ]T : x21 + x22 ≥ 1}
a) Does the point x∗ = [0, 1]T satisfies FONC?
b) Does the point x∗ = [0, 1]T satisfies SONC?
c) Is the point x∗ = [0, 1]T a local minimizer?
6. Consider the problem:
Minimize f (x)
Subject to x ∈ Ω
where x = [x1 , x2 ]T , f : R2 → R defined by f (x1 , x2 ) = 4x21 − x22 , Ω = {x = [x1 , x2 ]T :
x21 + 2x1 − x2 ≥ 0, x1 ≥ 0, x2 ≥ 0}
a) Does the point x∗ = [0, 0]T satisfies FONC?
b) Does the point x∗ = [0, 0]T satisfies SONC?
c) Is the point x∗ = [0, 0]T a local minimizer of f ?
