1. The function defined on R has ohly one stationary point. Show that it is a local minimum point. Extx + Ex]x7 + Tx\x – Exɛ + }x + r = (Er'rIx)f

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Chapter2: Second-order Linear Odes
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SECTION 3.3/ EQUALITY CONSTRAINTS: THE LAGRANGE PROBLEM
115
ROB
MS FOR SECTION 3 2
SM 1. The function
f(x1, x2, x3) = x} + x3 + 3x3
Extx + Ex1x7+ 7x]x –
defined on R has ohly one stationary point. Show that it is a local minimum point.
2. (a) Let f be defined for all (x, y) by ƒ (x, y) = x+y³-3xy. Show that (0, 0) and (1, 1) are the
only stationary points, and compute the quadratic form in (9) for ƒ at the stationary points.
(b) Check the definiteness of the quadratic form at the stationary points.
(c) Classify the stationary points by using (1)(3).
SM 3. Classify the stationary points of
(a) f(x, y, z) = x² +x?y + y²z+z? – 4z
(b) f(x1, x2, x3, X4) = 20x2 + 48x3 + 6x4 + 8x,.x2 – 4x} – 12x3 – x; – 4x3
HARDER PROBLEMS
4. Suppose f(x, y) has only one stationary point (x*, y*) which is a local minimum point. Is
(x*, y*) necessarily a global minimum point? It may be surprising that the answer is no. Prove
this by examining the function defined for all (x, y) by f (x, y) = (1 +y)³x²+y². (Hint: Look
at f(x, –2) as x → .)
3.3 Equality Constraints: The Lagrange Problem
A general optimization problem with equality constraints is of the form
max (min) f (x1, ..., Xn) subject to
1q = ("x'· · 'Ix)18
(u > w)
(1)
"q = ("x' · 'x) 48
where the b; are constants. We assume that m < n because otherwise there are usually no
degrees of freedom.
In vector formulation, the problem is
12:5
4/18
Transcribed Image Text:SECTION 3.3/ EQUALITY CONSTRAINTS: THE LAGRANGE PROBLEM 115 ROB MS FOR SECTION 3 2 SM 1. The function f(x1, x2, x3) = x} + x3 + 3x3 Extx + Ex1x7+ 7x]x – defined on R has ohly one stationary point. Show that it is a local minimum point. 2. (a) Let f be defined for all (x, y) by ƒ (x, y) = x+y³-3xy. Show that (0, 0) and (1, 1) are the only stationary points, and compute the quadratic form in (9) for ƒ at the stationary points. (b) Check the definiteness of the quadratic form at the stationary points. (c) Classify the stationary points by using (1)(3). SM 3. Classify the stationary points of (a) f(x, y, z) = x² +x?y + y²z+z? – 4z (b) f(x1, x2, x3, X4) = 20x2 + 48x3 + 6x4 + 8x,.x2 – 4x} – 12x3 – x; – 4x3 HARDER PROBLEMS 4. Suppose f(x, y) has only one stationary point (x*, y*) which is a local minimum point. Is (x*, y*) necessarily a global minimum point? It may be surprising that the answer is no. Prove this by examining the function defined for all (x, y) by f (x, y) = (1 +y)³x²+y². (Hint: Look at f(x, –2) as x → .) 3.3 Equality Constraints: The Lagrange Problem A general optimization problem with equality constraints is of the form max (min) f (x1, ..., Xn) subject to 1q = ("x'· · 'Ix)18 (u > w) (1) "q = ("x' · 'x) 48 where the b; are constants. We assume that m < n because otherwise there are usually no degrees of freedom. In vector formulation, the problem is 12:5 4/18
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