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Examen Junio 2018, preguntas y respuestas

Matemáticas II (Universidad de Murcia)

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UNIVERSIDAD DE MURCIA
Departamento de Métodos
Cuantitativos para la Economía

Mathematics for Business II (2353)

Grado en Administración y Dirección de Empresas
31 May 2018

Name:

DNI:

Multiple Choice: Second part: Final Mark:

Instructions
1. The exam has two parts.

2. The first part contains multiple choice questions. Only one of the options is true.

3. Your exam is

Exam 01

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1. Multiple Choice part: (2 pts)

1. Let  be a squared matrix of order 2. If || = 1 then

a) |−| = 2.
b) |−| = 1.
c) |−| = −1.

2. The set of points {( ) ∈ R2  ( − 1)2 +  2 ≤ 9} is

a) convex, closed and bounded.

b) convex, closed and unbounded.
c) closed, bounded but non convex.

3. Which of the following matrixes can be the Hessian matrix of a convex function  ( )?
à !
0 1
a)  ( ) = 
1 0
à !
+ +
b)  ( ) = 
+ +
à !
− −−
c)  ( ) = 
−− 0

4. The partial derivatives of a function  ( ) are  ( ) = 6 − 2 and  ( ) = −2 + 2.
Then, the point (1 3) is a

a) local minimum point.

b) saddle point.
c) local maximum point.

5. Let (  ) be a quadratic form of three variables such that  (1 1 0) = −2 and  (2 1 −1) =
1. Then, this quadratic form

a) is positive definite or negative definite.

b) is indefinite
c) can be of any sign.

6. The minimum cost of producing 100 units of a good is 1.000 euros. If the Lagrange mul-
tiplier associated to the minimum point is  = 2, then the cost of producing 102 units is,
approximately,
) ) )
1002 euros 1004 euros 1020 euros

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à !
0 0
7. The Hessian matrix of a function  ( ) is  ( ) = for all ( ) ∈ R2 .
0 3
Then, if (0  0 ) is a stationary point, then

a) (0  0 ) is a global minimum point.

b) (0  0 ) is a local minimum point or a saddle point.
c) (0  0 ) is a saddle point.

8. Let  ( ) =  ln  be a real function. Then, (0 1) is

a) a local minimum point.

b) a local maximum point.
c) a saddle point.

9. Which of the following sets is convex?

a) {( ) ∈ R2  +  ≥ 2  ≤ 5  ≤ 4}
b) {( ) ∈ R2 2 + 2 = 4}
c) {( ) ∈ R2 2 + 2 ≥ 4}

10. Which of the following matrices are always symmetric?

a) the squared matrixes.

b) the triangular matrixes.
c) the diagonal matrixes.

11. The determinant of a triangular matrix of order  is zero,

a) always.
b) if any of the elements of the main diagonal is zero.
c) if the addition of the elements of the main diagonal is zero.

12. Let ⎧
⎪
⎨ Max.  ( )
⎪
⎩
s.t  +  = 30 5
be a maximization problem. The following figure shows the map of level curves of the objective
function and the budget constraint. Which of the points ,  and  is a stationary point of
the Lagrange function

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) ) )
  
13. Given an optimization problem of the Lagrange type, the Hessian matrix associated to the
Lagrange function is
⎛ ⎞
1 0 0
⎜ ⎟
L(   ∗ ) = ⎝0 4 0⎠ for all (  ) ∈ R3
0 0 0
where ∗ is the Lagrange multiplier associated to a stationary point. Then,

a) that stationary point is a global maximum point.

b) that stationary point is a global minimum point.
c) a) and b) are not true.

14. The determinant of the Hessian matrix of  (  ) evaluated at a stationary point (0  0  0 )
is negative, then (0  0  0 )

a) is a saddle point.
b) is not a local minimum point.
c) is not a local maximum point.

15. Let  and  be two matrices of order  such that det() = 0. Then

a)  = 0 or  = 0.
b)  = 0.
c) det() = 0 or det() = 0.

16. The point (0 0) is a saddle point of the function

a)  ( ) = −2 − 2 
b)  ( ) = 2 −  2 
c)  ( ) = 2 +  2

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SECOND PART

Theory
Given the following optimization problem
(
  ( )
( )
 ( ) = 
© ª
with ( ) = ( ) ∈ R2 :  ≥ 0  ≥ 0 and () = R2 , fill the following definitions:

1. (0,25 points) The feasible set of (P) is:

2. (0,25 points) The point (0  0 ) is a global maximum point of ( ) if

3. (0,25 points) The point (0  0 ) is a local minimum point of ( ) if

Exercises
1. Given the following quadratic form

(  ) = 32 + 5 2 +  2 − 6

a) (0,25 points) write the associated matrix form.

b) (0,5 points) Classify the quadratic form depending on the values of parameter .
c) (0,5 points) If  = −1 classify the quadratic form constrained to

 = {(  ) ∈ R3   +  = 0}

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2. The production function of a firm is ( ) = 612  12 , with  and  production inputs.
The unitary prices of inputs are  = 3 monetary units (m.u) and  = 12 m.u.

a) (1 point) Using the Lagrange method, minimize the cost of producing 72 of good. Find
the value of the minimum cost.
b) (0,5 points) Is it a global minimum point? Why?
c) (0,25 points) Which is, approximately, the minimum cost of producing 74 units of
good.

3. Given the following optimization problem

⎧
⎪
⎨ Maximize  ( ) = 4 + 3
( ) ( + 2)2 +  2 ≤ 25
⎪
⎩
  0   0

a) (0,25 points) are the Weierstrass theorem condition satisfied?.

b) (1 point) Provide a graphical resolution of (P), representing, at least, 3 level curves of
the objective function. Find, both graphically and analytically, the maximum point and
the maximum value of the objective function.

Integrals
1. (1 point) Find the following integral:
Z √
+∞
− 
√ 
1 

2. (1 point) Calculate the following double integral

Z Z
(2 +  + 2)


with  = [0 1] × [2 4]

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