Assignment 5

The due date for submitting this assignment has passed.

Due on 2019-09-04, 23:59 IST.

Assignment submitted on 2019-09-02, 22:28 IST

1 point
For an unconstrained multivariate optimization problem given below

minx¯f(x¯)minx¯f(x¯)

for x¯∗x¯∗, to be the minimizer/maximizer of f(x¯)f(x¯), the first order necessary condition is

▽f(x¯∗)>0▽f(x¯∗)>0

▽f(x¯∗)=0▽f(x¯∗)=0

▽f(x¯∗)<0▽f(x¯∗)<0
none of the above
Yes, the answer is correct.
Score: 1
Accepted Answers:
▽f(x¯∗)=0▽f(x¯∗)=0
1 point
For an unconstrained multivariate optimization problem given below,

minx¯f(x¯)minx¯f(x¯)
if H(x¯∗)H(x¯∗) is the Hessian of f(x¯)f(x¯), evaluated at x¯∗x¯∗, for x¯∗x¯∗ to be
a MINIMIZER of f(x¯)f(x¯), H(x¯∗)H(x¯∗) has to be

positive definite
negative semidefinite
negative definite
indefinite
Yes, the answer is correct.
Score: 1
Accepted Answers:
positive definite
1 point
For an unconstrained multivariate optimization problem given below,

minx¯f(x¯)minx¯f(x¯)
if H(x¯∗)H(x¯∗) is the Hessian of f(x¯)f(x¯), evaluated at x¯∗x¯∗, for x¯∗x¯∗ to be
a MAXIMIZER of f(x¯)f(x¯), H(x¯∗)H(x¯∗) has to be

positive definite
 positive semidefinite
negative definite
indefinite

Yes, the answer is correct.

Score: 1
Accepted Answers:
negative definite

Use the following information to answer questions 4 to 8

A function is defined as: f(x,y)=−3x2+2xy+3y2+3x−yf(x,y)=−3x2+2xy+3y2+3x−y

1 point
For a function f(x,y)=−3x2+2xy+3y2+3x−yf(x,y)=−3x2+2xy+3y2+3x−y, the stationary point (x,y) is

(Hint: Stationary point is a solution to the first order necessary conditions for maxima or minima of
f(x,y))

(1/2,0)
(-1,0)
(-1/2,1)
(1,1)
Yes, the answer is correct.
Score: 1
Accepted Answers:
(1/2,0)
1 point
The Hessian matrix of f(x,y)f(x,y) is

[−5225][−5225]

[1−2−41][1−4−21]

[4−1−12][4−1−12]

[−6226][−6226]
Yes, the answer is correct.
Score: 1
Accepted Answers:
[−6226][−6226]
1 point
The Eigenvalues of Hessian matrix of f(x,y)f(x,y)

-1.585786, -4.414214
6.324555, -6.324555
5.414214, 5.585786
-3.828427, 1.828427
Yes, the answer is correct.
Score: 1
Accepted Answers:
6.324555, -6.324555
1 point
The Hessian matrix of f(x,y)f(x,y) is

positive definite
indefinite
negative definite
negative semidefinite
No, the answer is incorrect.
Score: 0
Accepted Answers:
indefinite
1 point
At the stationary point obtained in question 4, the function has

maxima
minima
saddle point
None
No, the answer is incorrect.
Score: 0
Accepted Answers:
saddle point
1 point
The function f(x,y)=2x3+3x2−2y3+2y2f(x,y)=2x3+3x2−2y3+2y2

has a stationary point at (-1,2/3)

has a stationary point at (-1,0)
has a stationary point at (0,0)
all of the above are stationary points for the function
Yes, the answer is correct.
Score: 1
Accepted Answers:
all of the above are stationary points for the function

Consider a function f(x1,x2)=−x1x22−x21x2+100x1x2f(x1,x2)=−x1x22−x12x2+100x1x2

Answer questions 10 to 14 using f(x1,x2)f(x1,x2)
1 point
The stationary point of f(x1,x2)f(x1,x2) is

(-1,1)
(100/3,100/3)
(-1/3,-1/3)
(-100,-103)
Yes, the answer is correct.
Score: 1
Accepted Answers:
(100/3,100/3)
1 point
The Hessian matrix of f(x1,x2)f(x1,x2) evaluated at the stationary point obtained in Q.10Q.10 is

[400/3−200/3−200/3100/3][400/3−200/3−200/3100/3]

[402200200100][402200200100]

[−200/3−100/3−100/3−200/3][−200/3−100/3−100/3−200/3]

[−400−200−200−100][−400−200−200−100]
Yes, the answer is correct.
Score: 1
Accepted Answers:
[−200/3−100/3−100/3−200/3][−200/3−100/3−100/3−200/3]
1 point
The Eigenvalues of Hessian matrix obtained in Q.11Q.11 are

501.601 and 0.399

-33.34 and -100.00
500 and 0
501.601 and -0.399
Yes, the answer is correct.
Score: 1
Accepted Answers:
-33.34 and -100.00
1 point
The Hessian matrix obtained in Q.11Q.11 is a

positive definite
positive semidefinite
negative definite
negative semidefinite
No, the answer is incorrect.
Score: 0
Accepted Answers:
negative definite
1 point
The stationary point of f(x1,x2)f(x1,x2) obtained in Q.10Q.10 is __________ of f(x1,x2)f(x1,x2)

maxima
minima
cannot be decided
none
No, the answer is incorrect.
Score: 0
Accepted Answers:
maxima
1 point
Consider a function f(x1,x2)=x31+x32+2x21+4x22+6f(x1,x2)=x13+x23+2x12+4x22+6,
has (x1,x2)=(−43,−83)(x1,x2)=(−43,−83) as one of the stationary points. At this point, the function
has a

minima
maxima
cannot be decided
none
Yes, the answer is correct.
Score: 1
Accepted Answers:
maxima