MATHEMATICS FOR

ECONOMISTS
MULTIVARIATE CALCULUS II

Level Curves and Level Sets

Level Curves and Level Sets (Cont)

Level Curves and Level Sets (Cont)

Concavity and Convexity

Concavity and Convexity

Concavity and Convexity

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Concavity and Convexity

Concavity and Convexity

Quadratic Forms

Quadratic Forms (Cont)

Determinantal Tests for Sign Definiteness

Testing for strict concavity and strict convexity

(Cont)

The Semidefinite Case (Cont)

The Semidefinite Case (Cont)

Contoh 1 :
Tentukan apakah fungsi y x 14 x 24 strictly convex ?
f 1 4 x 13

f 2 4 x 23

f 1 1 1 2 x 12

f1 2 f 2 1 0

f 2 2 1 2 x 22

Maka matriks Hessian adalah :

H

1 2 x 12

1 2 x 22

Berdasarkan matriks Hessian tersebut terlihat bahwa ;

Principle minor H

1 2 x 12 0

Principle minor H

1 2 x 12 . 1 2 x 22 0

Karena H

dan

strictly convex

> 0 maka memang benar bahwa fungsi y x 14 x 24

Contoh 2 :

Tunjukkanlah bentuk fungsi y 5 ( x 1 x 2 ) 2 ?

f1 2 ( x 1 x 2 )

f2 2 ( x1 x 2 )

sedangkan :
f1 1 f1 2 f 2 1 f 2 2 2
m a k a d e n g a n d e m ik ia n m a trik H e s s ia n n y a a d a la h ;
H

2
2

2
2

d e n g a n d e m ik ia n H

0 dan H

Sehingga dapat disimpulkan bahwa fungsi y 5 ( x 1 x 2 ) 2 berbentuk

concave (ingat bukan strictly concave karena H2 0)

Homogenous Functions

Homogenous Functions (Cont)

Homogenous Functions (Cont)

Homotheticity

Homotheticity