Quiz 2 – Minimization

Time : 120 minutes

1. [30] Find the minimizer of 𝑓, if

i. 𝑓(𝑥) = 𝑥 4
ii. 𝑓(𝑥1 , 𝑥2 ) = 𝑥14 + 𝑥12 + 𝑥22
iii. 𝑓(𝑥1 , 𝑥2 , 𝑥3 ) = 𝑥12 𝑥22 𝑥32
2. [40] Find the minimizer and the minimum value of the following problem :

min 𝑥12 + 𝑥22 + 𝑥32

i. Subject to 𝑥1 + 𝑥2 = 0
ii. Subject to 𝑥1 + 𝑥2 = 𝑥3
iii. Subject to 𝑥12 + 𝑥22 = 1
iv. Subject to 𝑥1 = 2, 𝑎𝑛𝑑 𝑥2 + 𝑥1 = 2
3. [30] (write the following answers in matrix-vector form)
Given that 𝐴 (𝑛 × 𝑛) is a symetric matrix ( that is 𝐴 = 𝐴𝑡 ).
a) [3] Show that 𝐴𝑡 𝐴 + 𝐴 is symetric as well
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b) [3] What is the first derivative of 𝑓(𝒙) = 2 𝒙′𝐴𝒙, where 𝒙 is (𝑛 × 1) vector ?
(The first derivative is also commonly written as 𝝏𝒇/𝝏𝒙)
c) [4] If 𝟏𝒏 is vector of ones with size 𝑛, What is the first derivative of 𝑓(𝒙) = 𝒙′ 𝟏𝒏 ?
[Hint : for this part you can write f(x) in zigma notation, then change it back to vector notation]
(The first derivative is also commonly written as 𝝏𝒇/𝝏𝒙)
d) [3] Write the Lagrange Function for the following problem
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min 𝒙′ 𝑨𝒙, 𝑠. 𝑡 𝒙′ 𝟏𝒏 = 1
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e) [7] Show that, if ℒ(𝒙, 𝜆) denote the lagrange function, then the first order condition for
the lagrange function yields

𝒙 = 𝜆𝑨−1 𝟏𝒏 , . . . (𝑒𝑞. 1)
𝒙 ′ 𝟏𝒏 = 1 … . (𝑒𝑞. 2)
f) [5] By substituting 𝒙 in (eq.1) to (eq.2), what is the value of 𝜆 ?
g) [5] Find the minimizer of the problem in part (d)