Centrale Nantes Optimization– Exercises Bachelor of Science in Eng.

1 Di↵erentiability and stationary points

Exercise 1 Compute the gradient map of
(a) f (x, y, z) = yex+yz
x y
(b) f (x, y, z, t) = z t
(c) f (x) = sin(x1 + 2x2 + · · · + nxn )
(d) f (x, y, z) = (x + y + z 2 ) log(2x2 y 3 z)
P
(e) f (x) = ni=1 x2i
2 2
Exercise 2 Show that the maps f satisfy @xx f + @yy f = 0 known as Laplace equation :
x y
(a) f (x, y) = e cos y e cos x
p
(b) f (x, y) = ln x2 + y 2

Exercise 3 Determine the tangent plane to the graph of f at the point P0 = ((x0 , y0 , )f (x0 , y0 )) :
(a) f (x, y) = 3x2 y 2 + 3y at P0 = (( 1, 2), f ( 1, 2))
2 x2
(b) f (x, y) = ey at P0 = (( 1, 1), f ( 1, 1))
(c) f (x) = sin(x1 + 2x2 + · · · + nxn ) at x0 = ( ⇡, · · · , ⇡).

Exercise 4 Define f (x1 , x2 ) = x31 x2 + x21 2x22

(a) Compute the first partial derivative of f
0
(b) Let x1 (t) = log(t2 1) and x2 (t) = 3t sin(t3 ). Define (t) = f (x1 (t), x2 (t)). Compute (t).
(c) Compute the first derivative of ⇠(t) = f (a + tb), where a and b 2 R . 2

(d) Compute the first derivative of (t) = f (x + trf (x)), where x = (x1 , x2 ).
00
(e) Show that (t) = (r2 f (x + trf (x))rf (x)|rf (x))

Exercise 5 Write the Taylor polynomial of order two for the following functions
(a) f (x) = cos x1 cos x2 at x? = (0, 0)
3x23
(b) f (x) = e2x1 +x2 at x? = (0, 0, 1)

Exercise 6 Determine the stationary points (if exist), specifying their nature
(a) f (x, y) = x2 y + x2 2y
(b) f (x) = 2x21 + 3x22 4x1 x2 + x1 x2 + 6
(c) f (x) = x21 + x1 x2 + x22 + 3x23 x1 + 2x2 x3 + 9
(d) f (x, y) = y log(x + y)
(e) f (x, y) = x + 16 x6 + y 2 (y 2 1)
x y
(f) f (x, y) = xye 5 6

(g) f (x, y) = 2y log(2 x2 ) + y 2

(h) f (x, y) = y log x
(i) f (x, y) = log(x2 + y 2 1)
1 1 1
(j) f (x, y, z) = xyz + x
+ y
+ z

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Centrale Nantes Optimization– Exercises Bachelor of Science in Eng.

Exercise 7 (Stationary points) Define J : R2 ! R, J(x) = x1 (x1 + 1)2 + x2 (x2 1)2 .

1. Determine the stationary points of J and specify their nature according to the sign of
the eigenvalues of the Hessian matrix.
2. By using the Taylor expansion of order 2 with Peano’s reminder, show that the point
x⇤ = ( 1/3, 1) is a relative minimum of J.
3. Let x̄ = ( 1, 1). Choose two directions for which the function J admits respectively a
local minimum and a local maximum (use again the Taylor expansion around x̄ of order
2 with Peano’s reminder).

2 Convexity
a+b
ea +eb
Exercise 8 (a) show that e 2  2
, for all a, b in R.
1
ln ap + 1q ln bq
(b) Let a, b, p, q > 0 . Show that ab = e p . Consider now p1 + 1q = 1, establish Young’s
inequality : ab  p1 ap + 1q bq .
(c) show that f (x) = ln(ln(x)) is concave on ]1, +1[
p
(d) deduce that, 8a, b > 1, ln( a+b
2
) ln a ln b

Exercise 9 Let f be C 1 [a, b] and convex function. Show that

Z b
a+b f (a) + f (b)
(b a)f ( ) f (t) dt  (b a)
2 a 2
Exercise 10 Let x, y, a, b > 0.
1. Show that f (z) = z ln z is convex
2. Show that
x+y a x b x
= + .
a+b a+ba a+bb
3. Deduce
x+y x y
(x + y) ln( )  x ln( ) + y ln( )
a+b a b
Exercise 11 Study the convexity or the concavity of the following functions
x
(a) f (x, y) = x + y e ex+y
x2
(b) f (x, y) = y
, y>0
(c) f (x) = 3x21 + 2x1 x2 + 12 x22 5x23 + x1 5x2 + 3x3
1 2
(d) f (x1 , x2 ) = x31 + 2x21 + 2x1 x2 + x
2 2
8x1 2x2 8

Exercise 12 (coercivity, convexity) Let f : R3 ! R defined by f (x) = x21 + x22 + 12 x23 .

1. Show that f is coercive on R2 .
2. Show that f is strictly convex on R2 .
3. Show that f is ↵-convex on R2 , determine ↵

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