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**Job Assignment 2 Date 01/06/2014
**

Name XXXXXX Due Date 2/06/2014

Student ID XXXXXX Tutor Wen Shi

1

S =

_

(−1)

n

_

1 +

1

n

_

, n ∈ N

_

S = {−2, 1.5, −1.

˙

3, 1.25, −1.2 · · · }

Max(S) = 1.5

Sup(S) does not exist, as N has a closed upper bound.

Min(S) = -2

Inf(S) does not exist as N has a closed lower bound.

Set of interior points of S does not exist as N is not dense

Set of boundary points of S is S as S is not a dense set

S is a closed set, because S

**is an open set, all points in the set are equal to
**

their limits.

S is not an open set, because it is closed

S is a compact set, because it is closed and bounded

S is not a convex set because the line between -2 and 1.5 passes through the

point -0.25, and for S to containt the point -0.25, then n would not be an

integer, which is not in the set N

−2 + 1.5

2

= −0.25 = (−1)

n

_

1 +

1

n

_

−0.25

(−1)

n

= 1 +

1

n

−0.25

(−1)

n

−1 =

1

n

n =

1

−0.25

(−1)

n

−1

Which is encompassed by the following broader statement

n =

1

±0.25 −1

n =

−3

4

or

−5

4

Therefore n is not an integer, and thus the line between -2 and 1.5 does not containt

only points found in S, thus S is not a convex set.

Unit ETC2044 Page 2/??

Job Assignment 2 Date 01/06/2014

Name XXXXXX Due Date 2/06/2014

Student ID XXXXXX Tutor Wen Shi

2

2.1

< x

k

>=

k + 2

k

2

−4

, k ∈ N

To show that < x

k

> converges to zero ﬁrst we must simplify the expression

We can say

k + 2

k

2

−4

=

k + 2

(k + 2)(k −2)

=

1

k −2

Which has the values as follows

k: 1 2 3 4 5 6 7 · · ·

x

k

: -1 ±∞ 1 0.5 0.

˙

3 0.25 0.2

1

k−2

It appears obvious that the sequence if it converges will converge to 0, so using the

deﬁnition and ensuring to start at values greater than 2, due to the sign shift and

possible inﬁnities we get

|x

k

−0| ≤

Therefore, the sequence converges to 0 if and only if we can ﬁnd a N() such that,

for any k ≥ N()

|x

k

−0| =

1

k −2

≤

¸

¸

¸

¸

1

k −2

¸

¸

¸

¸

≤

1

k −2

≤ , k > 2

k −2 ≥

1

k ≥

1

+ 2

And from this we can clearly see N() =

1

**+ 2 which shows that < x
**

k

>→0 is true

2.2

< x

k

>=

k + 2

k

2

−3

, k ∈ N

To show that < x

k

> converges to zero ﬁrst we must do a bit of mental gymnastics,

ﬁrstly we must recognise the following

Unit ETC2044 Page 3/??

Job Assignment 2 Date 01/06/2014

Name XXXXXX Due Date 2/06/2014

Student ID XXXXXX Tutor Wen Shi

k + 2

k

2

−3

≤

k + 2

k

2

−4

, k > 2 ∈ N

And we know the following

< y

k

>→0 where < y

k

>=

k + 2

k

2

−4

, k ∈ N

Additionally where the appropriate boundary condition is placed on k we can show

< x

k

> is never negative

k

2

−3 ≥ 0

k ≥

√

3

k ≥ 2

So Given (< y

k

>→0) ∧(< x

k

>≤< y

k

>) ∧(< x

k

>≥ 0) ∀ k > 2, we can safely say

< x

k

>→0 is true due to Sandwich Theorem.

2.3

< x

k

>=

_

1

k

,

1

k

_

, k ∈ N

show that < x

k

>→0

We can see that the sequence looks like

k: 1 2 3 4 5 · · ·

x

k1

: 1 0.5 0.

˙

3 0.25 0.2

1

k

x

k2

: 1 0.5 0.

˙

3 0.25 0.2

1

k

Because this is a two dimensional sequence we will need to update our distance

metric

Using the Euclidian distance metric Deﬁnition 1.14

d(x, y) = ||x −y||

Which can be expanded to two dimensions

d(a, b) =

_

(a

x

−b

x

)

2

+ (a

y

−b

y

)

2

We can now show that < x

k

>→ 0 is true, if and only if we can ﬁnd a N() such

that for any k ≥ N() by rewriting < x

k

> as

_

1

k

,

1

k

_

From which we can use

d(x

k

, x) ≤ ∀ k ≥ N() Deﬁnition 1.15

Unit ETC2044 Page 4/??

Job Assignment 2 Date 01/06/2014

Name XXXXXX Due Date 2/06/2014

Student ID XXXXXX Tutor Wen Shi

To say

≥

¸

_

1

k

−0

_

2

+

_

1

k

−0

_

2

≥

_

1

k

2

+

1

k

2

≥

√

2

k

√

2

≤ k

From this we can see that N() =

√

2

and that < x

k

>→0 is true.

2.4

< x

k

>= (−1)

k

_

1 +

1

k

_

, k ∈ N

We can see that the sequence looks like

k: 1 2 3 4 5

x

k

: -2 1.5 −1.

˙

3 1.25 -1.2 (−1)

k

(1 +

1

k

)

This does not look as though it is a convergent series, as the negatives and positives

appear to be trending to -1 and 1 respectively, which would make the sequence

divergent, to show this is the case Deﬁnition 1.15 shall be used in conjunction with

Theorem 1.11 which states

Given < ¯ x

k

>⊆< x

k

> then < x

k

>→x ⇐⇒< ¯ x

k

>→x Theorem 1.11

Looking at the subset comprised of only even indices

< ¯ x

k

>=< x

k

> ∀ mod (k, 2) = 0

We see

k: 2 4 6 8 10 (original indices used for convenience)

¯ x

k

: 1.5 1.25 1.1

˙

6 1.125 1.1 (1 +

1

k

)

Which we can then see converges to 1 using Deﬁnition 1.15

d(¯ x

k

, x) ≤ ∀ k ≥ N

1

() Deﬁnition 1.15

|¯ x

k

−1| ≤

¸

¸

¸

¸

1 +

1

k

−1

¸

¸

¸

¸

≤

¸

¸

¸

¸

1

k

¸

¸

¸

¸

≤

Unit ETC2044 Page 5/??

Job Assignment 2 Date 01/06/2014

Name XXXXXX Due Date 2/06/2014

Student ID XXXXXX Tutor Wen Shi

1

k

≤

k ≥

1

**From this we can see that N
**

1

() =

1

and that < ¯ x

k

>→1 is true.

So now we’ll look at the subset comprised of only odd indices

< ˆ x

k

>=< x

k

> ∀ mod (k, 2) = 1

We see

k: 1 3 5 7 9 (original indices used for convenience)

ˆ x

k

: -2 −1.

˙

3 −1.2 1.142857 1.

˙

1 −(1 +

1

k

)

Which we can then see converges to -1 using Deﬁnition 1.15

d(ˆ x

k

, x) ≤ ∀ k ≥ N

2

() Deﬁnition 1.15

|ˆ x

k

+ 1| ≤

¸

¸

¸

¸

−1 −

1

k

+ 1

¸

¸

¸

¸

≤

¸

¸

¸

¸

−

1

k

¸

¸

¸

¸

≤

1

k

≤

k ≥

1

**From this we can see that N
**

2

() =

1

and that < ˆ x

k

>→−1 is true. So now we have

the following

< ¯ x

k

>→1

And

< ˆ x

k

>→−1

Where

< x

k

>⊇< ˆ x

k

> ∪ < ¯ x

k

>

Which clearly does not satisfy Theorem 1.11, therefore we can safely say that < x

k

>

is a non-convergent sequence.

Unit ETC2044 Page 6/??

Job Assignment 2 Date 01/06/2014

Name XXXXXX Due Date 2/06/2014

Student ID XXXXXX Tutor Wen Shi

3

f : D = [−5, 5] →R

is deﬁned by

f(x) = x

2

3.1

In order to show that f is continuous at x

0

∈ D Deﬁnition 2.3 must be used, which

states

A function

f : S ⊂ R

n

→R

is continuous at x

0

∈ S if, for every > 0 there exists a δ > 0 such that

d(f(x), f(x

0

)) < if d(x, x

0

) < δ

If f is continuous at every point in S, we say that f is continuous on S, thus

|x

2

−x

2

0

| < if |x −x

0

| < δ

However we must acknowledge

|x

0

| < 5

With that in mind we can say

|x −x

0

||x + x

0

| <

0 < |x −x

0

| < δ

Let δ ≤ 1 which forces

0 < |x −x

0

| < 1

|x + x

0

| < 2|x

0

| + 1

And now we can say

|x −x

0

||x + x

0

| < |x −x

0

|(2|x

0

| + 1) <

|x −x

0

| =

2|x

0

| + 1

Therefore

δ = min

_

1,

2|x

0

| + 1

_

Proof

|x

2

−x

2

0

| = |x + x

0

||x −x

0

| < (2|x

0

| + 1)|x −x

0

| <

(2|x

0

| + 1)

2|x

0

| + 1

=

Unit ETC2044 Page 7/??

Job Assignment 2 Date 01/06/2014

Name XXXXXX Due Date 2/06/2014

Student ID XXXXXX Tutor Wen Shi

Which shows that the limit exists for any x

0

deﬁned by f on D, and hence, f(x) is

continuous on all of D

3.2

Let Deﬁnition 2.5

g : S ⊂ R

n

→R

We can say a function g is uniformly continous on S if, for every > 0, there exists

a δ > 0 such that for any x, y ∈ S

d(g(x), g(y)) < if d(x, y) < δ

Given this, and knowing what was shown in 3.2, we can say that f is uniformly

continous on D.

3.3

f is convex on D, this can be shown by a simple double diﬀerentiation test

f(x

0

) = x

2

0

f

(x

0

) = 2x

0

f

(x

0

) = 2

Given f

**(x) > 0 the turning point is a minimum, which dictates that f(x) is convex
**

on all of D

4

A ﬁrm’s production function can be described as follows

y = f(x

1

, x

2

) = x

α

1

x

β

2

α, β ∈ R

++

4.1

The homogeneity of this function can be found Deﬁnition 3.7

f(λx

1

, λx

2

) = (λx

1

)

α

(λx

2

)

β

= αλ(x

1

)

α

βλ(x

2

)

β

= αβλ(x

α

1

x

β

2

)

= αβλf(x

1

, x

2

)

Unit ETC2044 Page 8/??

Job Assignment 2 Date 01/06/2014

Name XXXXXX Due Date 2/06/2014

Student ID XXXXXX Tutor Wen Shi

Therefore the degree of homogeneity of the ﬁrm’s production function is αβ

4.2

S =

_

(x

1

, x

2

) ∈ R

++

¸

¸

¸x

α

1

x

β

2

= y

0

_

4.2.1

Given

x

α

1

x

β

2

= y

0

Find

dx

2

dx

1

using implicit diﬀerentiation

d

dx

1

_

x

α

1

x

β

2

_

=

d

dx

1

_

y

0

_

= 0

=

d

dx

1

_

x

α

1

_

x

β

2

+

d

dx

1

_

x

β

2

_

x

α

1

Product Rule = αx

β

2

x

α−1

1

+ βx

α

1

x

β−1

2

d

dx

1

_

x

2

_

dx

2

dx

1

= −

αx

β

2

x

α−1

1

βx

α

1

x

β−1

2

dx

2

dx

1

= −

αx

2

βx

1

4.2.2

Given

dx

2

dx

1

= −

αx

2

βx

1

= 0

Find

d

2

x

2

dx

2

1

using implicit diﬀerentiation

d

2

x

2

dx

2

1

=

d

dx

1

_

−

αx

2

βx

1

_

= 0

=

d

dx

1

_

−αx

2

__

βx

1

_

−

d

dx

1

_

βx

1

__

−αx

2

_

(βx

1

)

2

=

−α

_

βx

1

_

d

dx

1

_

x

2

_

+ βαx

2

(βx

1

)

2

Unit ETC2044 Page 9/??

Job Assignment 2 Date 01/06/2014

Name XXXXXX Due Date 2/06/2014

Student ID XXXXXX Tutor Wen Shi

−βαx

2

= −αβx

1

d

dx

1

_

x

2

_

d

2

x

2

dx

2

1

=

x

2

x

1

4.2.3

The curvature of the isoquant is convex, as the second derivative is positive, The ﬁrst

derivative is always negative, initially quite large, and then signiﬁcantly reducing,

this indicates that the shape of the isoquant is something hyperbolic in nature.

4.3

4.3.1

Hessian Matrix

_

F

11

F

12

F

21

F

22

_

Where

F

11

=

∂

2

f

∂x

2

1

F

12

=

∂

2

f

∂x

1

∂x

2

F

21

=

∂

2

f

∂x

2

∂x

1

F

22

=

∂

2

f

∂x

2

2

Calculating F

nm

F

11

=

∂

2

f

∂x

2

1

=

∂

∂x

1

∂

∂x

1

_

x

α

1

x

β

2

_

=

∂

∂x

1

_

αx

β

2

x

α−1

1

_

= α(α −1)x

β

2

x

α−2

1

F

12

=

∂

2

f

∂x

1

∂x

2

=

∂

∂x

1

∂

∂x

2

_

x

α

1

x

β

2

_

Unit ETC2044 Page 10/??

Job Assignment 2 Date 01/06/2014

Name XXXXXX Due Date 2/06/2014

Student ID XXXXXX Tutor Wen Shi

=

∂

∂x

1

_

βx

α

1

x

β−1

2

_

= αβx

α−1

1

x

β−1

2

F

21

=

∂

2

f

∂x

2

∂x

1

=

∂

∂x

2

∂

∂x

1

_

x

α

1

x

β

2

_

=

∂

∂x

2

_

αx

β

2

x

α−1

1

_

= αβx

α−1

1

x

β−1

2

F

22

=

∂

2

f

∂x

2

2

=

∂

∂x

2

∂

∂x

2

_

x

α

1

x

β

2

_

=

∂

∂x

2

_

βx

α

1

x

β−1

2

_

= β(β −1)x

α

1

x

β−2

2

Therefore the Hessian Matrix is

_

α(α −1)x

β

2

x

α−2

1

αβx

α−1

1

x

β−1

2

αβx

α−1

1

x

β−1

2

β(β −1)x

α

1

x

β−2

2

_

4.3.2

Given the Hessian Matrix is

_

α(α −1)x

β

2

x

α−2

1

αβx

α−1

1

x

β−1

2

αβx

α−1

1

x

β−1

2

β(β −1)x

α

1

x

β−2

2

_

We can force the function to be strictly concave for values of α and β that satisfy

the following

|F

11

| < 0

and Theorem 4.10

Unit ETC2044 Page 11/??

Job Assignment 2 Date 01/06/2014

Name XXXXXX Due Date 2/06/2014

Student ID XXXXXX Tutor Wen Shi

¸

¸

¸

¸

¸

F

11

F

12

F

21

F

22

¸

¸

¸

¸

¸

> 0

Beggining with F

11

F

11

= α(α −1)x

β

2

x

α−2

1

α(α −1)x

β

2

x

α−2

1

< 0

(α −1)x

β

2

x

α−2

1

< 0

α −1 < 0

α < 1

And secondly

¸

¸

¸

¸

¸

F

11

F

12

F

21

F

22

¸

¸

¸

¸

¸

= (F

11

)(F

22

) −(F

12

)(F

21

)

0 <

_

α(α −1)x

β

2

x

α−2

1

__

β(β −1)x

α

1

x

β−2

2

_

−

_

αβx

α−1

1

x

β−1

2

_

2

0 < −

αβ

2

x

1

2α

x

2

2β

−αβx

1

2α

x

2

2β

+ α

2

βx

1

2α

x

2

2β

x

1

2

x

2

2

0 < −

αβx

2α

1

x

2β

2

(α + β −1)

x

2

1

x

2

2

0 < −α, βx

2α−2

1

x

2β−2

2

(α + β −1)

Which can be simpliﬁed further to

(α + β −1) < 0

α + β < 1

β < 1 −α

and from this we can clearly state that

_

α, β ∈ R

++

¸

¸

¸0 < α + β < 1

_

In order to ensure that the function is strictly concave

Unit ETC2044 Page 12/??

Job Assignment 2 Date 01/06/2014

Name XXXXXX Due Date 2/06/2014

Student ID XXXXXX Tutor Wen Shi

4.4

Given

(x

1

, x

2

) ∈ S

∗

=

_

(x

1

, x

2

) ∈ R

++

¸

¸

¸x

α

1

x

β

2

≥ y

0

_

The set S

∗

is convex if for any

(x

1

, x

2

), (y

1

, y

2

) ∈ S

∗

the point

˜ z = λ˜ x + (1 −t)˜ y ∈ S

∗

∀ λ ∈ [0, 1]

Where

˜ x = (x

1

, x

2

) and ˜ y = (y

1

, y

2

)

So letting

˜ x, ˜ y ∈ S

∗

and λ ∈ [0, 1]

We can look back at z

˜ z = λ˜ x + (1 −λ)˜ y ∈ S

∗

∀ λ ∈ [0, 1]

Which we can rewrite as

z

1

= λx

1

+ (1 −λy

1

)

z

2

= λx

2

+ (1 −λy

2

)

For ˜ z ∈ S

∗

to be true the following must hold

z

α

1

z

β

2

≥ y

0

Which can be rewritten as

y

0

≤ (λx

1

+ (1 −λy

1

))

α

(λx

2

+ (1 −λy

2

))

β

And we can show the Geometric-Arithmetic mean inequality

0 ≤ (c −d)

2

= c

2

−2cd + d

2

⇐⇒ c = d

= c

2

+ 2cd + d

2

−4cd

= (c + d)

2

−4cd

(c + d)

2

≥ 4xy

c + d ≥ 2

√

cd

c + d

2

≥

√

cd

Unit ETC2044 Page 13/??

Job Assignment 2 Date 01/06/2014

Name XXXXXX Due Date 2/06/2014

Student ID XXXXXX Tutor Wen Shi

Which we can make more relevant by recognising that 0 < λ < 1 and applied to the

problem in order to state

λ˜ x + (1 −λ)˜ y ≥ ˜ x

λ

˜ y

(1−λ)

Which can be applied now to show

y

0

≤

_

˜ x

λ

_

α

_

˜ y

1−λ

_

β

≤ (λx

1

+ (1 −λy

1

))

α

(λx

2

+ (1 −λy

2

))

β

Which demonstrates

(z

1

, z

2

) ∈ S

∗

=

_

(z

1

, z

2

) ∈ R

++

¸

¸

¸z

α

1

z

β

2

≥ y

0

_

Where

˜ z = λ˜ x + (1 −t)˜ y ∈ S

∗

∀ λ ∈ [0, 1]

Which shows that the upper contour set S

∗

is convex.

5

Production function f of factors x

1

and x

2

is

y = f(x

1

, x

2

) = x

1/2

1

x

1/4

Exogenously given factor prices create total cost of production, TC

TC = w

1

x

1

+ w

2

x

2

| w

1

, w

2

∈ R

++

Resulting in an optimisation problem of

min

x

1

,x

2

(w

1

x

1

+ w

2

x

2

)

subject to

(x

1

, x

2

) ∈ S

∗

=

_

(x

1

, x

2

) ∈ R

++

¸

¸

¸x

1/2

1

x

1/4

2

≥ y

_

5.1

5.1.1

TC = w

1

x

1

+ w

2

x

2

| w

1

, w

2

, x

1

, x

2

∈ R

++

(x

1

, x

2

) ∈ S

∗

=

_

(x

1

, x

2

) ∈ R

++

¸

¸

¸x

1/2

1

x

1/4

2

≥ y

_

Theorem 2.9/4.1 (Wierstrass Theorem) States that if

f : D ⊂ R

n

→R

Unit ETC2044 Page 14/??

Job Assignment 2 Date 01/06/2014

Name XXXXXX Due Date 2/06/2014

Student ID XXXXXX Tutor Wen Shi

is continous on D, and D is a compact set, then f attains a global maximum and a

global minimum on D. However the Wierstrass theorem does not state satisfying it

is a requirement. However we are only looking for a global minimum, which exists if

the following is true.

f(x

0

) ≤ f(x) ∀ x ∈ D

5.1.2

Under the assumption that the correction missed altering this question to refer to

equation 5 instead of 4, I’ll proceed to answer whether 5 satisﬁes the condition.

Unfortunately the equation TC = w

1

x

1

+ w

2

x

2

is on an open domain, which does

not satisfy the Wierstrass Theorem, however it does appear that it may satisfy the

second condition, if suﬃcient restrictions are placed on x

1

and x

2

.

5.1.3

The statement (x

1

, x

2

) ∈ S

∗

=

_

(x

1

, x

2

) ∈ R

++

¸

¸

¸x

1/2

1

x

1/4

2

≥ y

_

also does not satisfy

the Weirstrass Theorem, however it does appear that it will satisfy the second condi-

tion, by applying a strict equality to replace the inequality, this will provide a lower

bound, which may be enough to satisfy the second condition.

5.2

S

∗∗

=

_

(x

1

, x

2

) ∈ R

++

¸

¸

¸x

1/2

1

x

1/4

2

= y

_

5.2.1

The contraint qualiﬁcation is satisﬁed for this problem, as we are able to create a

constraint function using the partially bounded set S

∗∗

. This in turn satisﬁes the

requirement for a minimum value, which provides the required restrictions to ensure

an optimum solution.

5.2.2

The lagrangean function is deﬁned as

L(x

1

, x

2

, y, λ) = p(x

1

, x

2

) + λg(x

1

, x

2

, y)

= w

1

x

1

+ w

2

x

2

+ λ

_

x

1/2

1

x

1/4

2

−y

_

Unit ETC2044 Page 15/??

Job Assignment 2 Date 01/06/2014

Name XXXXXX Due Date 2/06/2014

Student ID XXXXXX Tutor Wen Shi

5.3

The ﬁrst order conditions of this problem are

L

x

1

=

∂L

∂x

1

= w

1

+

λ

4

√

x

2

2

√

x

1

L

x

2

=

∂L

∂x

2

= w

2

+

λ

√

x

1

4

4

_

x

3

2

L

y

=

∂L

∂y

= −λ

L

λ

=

∂L

∂λ

=

√

x

1

4

√

x

2

−y

5.4

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