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3. By Matlab, draw the α-level curves for α = 0.7, 7, 70, 200 and 700 for the following function
(known as Rosenbrock’s function or banana function)
f (x1 , x2 ) = 100(x2 − x1 )2 + (1 − x1 )2 .
4. Show that the function f : Rn → R is continuous at x̄ if and only if for every sequence {xn }
in Rn with xn → x̄, f (x̄n ) → f (x̄).
(a) {(x1 , x2 ) ∈ R2 : f (x1 , x2 ) < 1} is an open set. (Hint: The set is f −1 (−∞, 1) ).
(b) {(x1 , x2 ) ∈ R2 : 1 < f (x1 , x2 ) < 2} is an open set.
(c) {(x1 , x2 ) ∈ R2 : f (x1 , x2 ) = 1} is a closed set.
(d) α-sublevel sets of f are closed sets for all α ∈ R.
(e) {(x1 , x2 ) ∈ R2 : f (x1 , x2 ) ≥ 2} is a closed set.
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9. Is the set (x1 , x2 ) ∈ R2 : 0 ≤ x ≤ 4, x2 = esin x1 + (1 + |x1 |)cos x1 compact? Explain why.
15. Let f : Rn → R be a smooth function. Prove that the vector ∇f (x0 ) is orthogonal to the
tangent vector at x0 on the level set determined by {x ∈ Rn : f (x) = f (x0 )}.
16. Let {xn } be a sequence in Rn and f : Rn → R be a function such that the sequence {f (xn )}
is monotonic decreasing and bounded below. Prove that lim (f (xn+1 ) − f (xn )) = 0.
n→∞
17. Let {xn } be a convergent sequence in Rn and {xn } does not converges to the null vector.
Show that there exists a real constant c > 0 and a subsequence {xnk } of {xn } such that
kxnk k ≥ c for all k ∈ N.
19. Let {gk } and {sk } be two sequences in Rn so that gk> sk → 0. If {gk } has no subsequence
converging to zero, prove that there is a subsequence {gnk } of {gk } and a real number c > 0
such that kgnk k ≥ c for all k ∈ N and ksnk k → 0.
20. If the functions f : Rn → R and g : Rn → R satisfy f (x) = −g(x) + o(g(x)) and g(x) > 0
for all x 6= 0, then show that there exists a neighborhood Bδ (0) such that f (x) < 0 for all
x ∈ Bδ (0) \ {0}.
21. If A is real matrix of order n × n and y is a column vector in Rn , then show that
2
(c) ∇ y > x = y
where x is the generic variable in Rn and ∇f (x) denotes the gradient of function f at x.
22. Find the Taylor’s quadratic approximation of the following functions about the given point x0 .
(a) f (x) = x1 e−x2 + x2 + 1, x0 = (1, 0)> .
(b) f (x) = x41 + 2x21 x22 + x42 , x0 = (1, 1)> .
(c) f (x) = ex1 −x2 + ex1 +x2 + x1 + x2 + 1, x0 = (1, 0)> .
(d) f (x) = 2x1 + 6x2 − 2x21 − 3x22 + 4x1 x2 , x0 = (0, 0)> .
x2 x2
23. Define the functions f : R2 → R and g : R → R2 by f (x) = 61 + 42 and g(t) =
(3t + 5, 2t − 6)> . Let F : R → R be given by F (t) = f (g(t)). Evaluate dF
dt
using the chain
rule.
24. Consider f (x) = 12 x1 x2 , g(s, t) = (4s + 3t, 2s + t)> . Evaluate ∂
∂s
f (g(s, t)) and ∂
∂t
f (g(s, t))
by the chain rule.
25. Let f : Rn → R be differentiable. From the formula of directional derivative f 0 (x; d) =
∇f (x)> d, ||d|| = 1, find the directions of the maximum growth and minimum growth of f .
x21 x22
26. Find the directions in which the function f (x1 , x2 ) = 2
+ 2
3
33. Let H be a n × n symmetric matrix. Using the eigenvalue characterizations of definiteness,
show that H is positive definite if and only if H is positive semidefinite and nonsingular.
2 2 3
34. Consider the function f (x) = x> Ax, x ∈ R3 , where A = 1 3 1. For what values of θ,
1 2 θ
the Hessian is positive definite?
35. Find the Hessian of the following function at (0, 0). Why the Hessian is not a symmetric
matrix?
( x3 x
2
1 2
2, if x21 + x22 6= 0
(a) f (x1 , x2 ) = x1 +x2
0, if x21 + x22 = 0
(
x1 x2 , if |x1 | ≥ |x2 |
(b) f (x1 , x2 ) =
−x1 x2 , if |x1 | < |x2 |.
(b) f (x̄ + d) − f (x̄) = ∇f (ξ)> d for some ξ in the open line segment joining x̄ and x̄ + d.
42. If f is twice continuously differentiable function, then for any x̄ and d ∈ Rn show that there
exists ξ in the open line segment joining x̄ and x̄ + d such that
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43. Is norm uniformly continuous?
44. Show that the eigen values of a symmetric matrix are real.