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Tutorial 1: Nonlinear Programming: F ' (X) For Each of The Following Functions

The document discusses several topics in nonlinear programming including limits, derivatives, convexity, optimization problems, and the gradient search method. Problems involve finding limits, derivatives, convexity, critical points, and applying gradient descent to find optimal solutions for functions of multiple variables.

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12 views

Tutorial 1: Nonlinear Programming: F ' (X) For Each of The Following Functions

The document discusses several topics in nonlinear programming including limits, derivatives, convexity, optimization problems, and the gradient search method. Problems involve finding limits, derivatives, convexity, critical points, and applying gradient descent to find optimal solutions for functions of multiple variables.

Uploaded by

celiom
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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UNIVERSITI TUNKU ABDUL RAHMAN (UTAR)

UDPS2133 Mathematical Programming

Tutorial 1: Nonlinear Programming


3h  h 2
1. Find lim .
h 0 h

2. Find f '(x) for each of the following functions:


a) xe−x
x2
b) 2
x 1
c) (3x + 2)−2
d) lnx3

3. Find all first- and second-order partial derivatives for f (x1, x2) = x12 e x2 .

4. For each of the following functions, show whether it is convex, concave, or neither
a) f (x) = 10x – x2 e) f (x) = x3 + x4 h) f (x) = x12 + 3x1x2 + 2 x 22
b) f (x) = x4 + 6x2 +12x f) f (x) = x1x2 − x12  x22 i) f (x) = 20x1 +10x2
c) f (x) = 2x3 – 3x2
g) f (x) = 3x1 + 2 x1 + 4x2 + x 2 −2x1x2
2 2 j) f (x) = x1x2
d) f (x) = x4 + x2

5. Given f (x) = 240x – 300x2 + 10x3


a) Use the first and second derivatives to find the local maxima and minima of f (x).
b) Use the first and second derivatives to show that f (x) has neither a global maximum nor a global
minimum because it is unbounded in both directions.

6. Consider the following function:


f (x)  5x1  2 x22  x32  3x3 x4  4 x42  x52  3x5 x6  6 x62  3x6 x7  x72
Show that f (x) is convex by expressing it as a sum of functions of one or two variables and then
showing that all these functions are convex.

7. Max f (x) = 2x1x2 + x2 – x12 – 2 x 22


a) Starting from the initial trial solution (x1, x2) = (1, 1), interactively apply two iteration of the
gradient search procedure with  = 0.25 to obtain an approximate solution.
b) Solve f (x) = 0 directly to obtain the exact solution.

8. Consider the following unconstrained optimization problem:


Max f (x) = 3x1x2 + 3x2x3 – x12 – 6 x 22 – x32
a) Reduce this problem to solving a two-variable unconstrained optimization problem.
b) Starting from the initial trial solution (x1, x2, x3) = (1, 1, 1), interactively apply the gradient search
procedure with  = 0.05 to solve (approximately) the two-variable unconstrained problem.

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