Scribd
Upload
18 views

Sheet-5-Optimility Conditions Solution

The document is a solution sheet that provides answers to true/false questions about optimality conditions and functions having minimum/maximum points. It also provides optimality conditions and stationary points for sample functions. Some key points: - A function can have multiple local minimum points but only one global minimum value. The Hessian matrix uses both first and second derivatives. Taylor series approximations replace complicated functions with polynomials locally. - Optimality conditions for an optimization problem require taking the gradient of the objective function and setting it equal to zero to find stationary points. - For the sample functions provided, applying optimality conditions gives the stationary points, and these points can then be classified as local minimum, local maximum, or inflection

Uploaded by

farouk
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
18 views

Sheet-5-Optimility Conditions Solution

The document is a solution sheet that provides answers to true/false questions about optimality conditions and functions having minimum/maximum points. It also provides optimality conditions and stationary points for sample functions. Some key points: - A function can have multiple local minimum points but only one global minimum value. The Hessian matrix uses both first and second derivatives. Taylor series approximations replace complicated functions with polynomials locally. - Optimality conditions for an optimization problem require taking the gradient of the objective function and setting it equal to zero to find stationary points. - For the sample functions provided, applying optimality conditions gives the stationary points, and these points can then be classified as local minimum, local maximum, or inflection

Uploaded by

farouk
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 16

Optimum Design - Sheet 5 - Solution

Optimality Conditions
1. Answer true or false.
a. A function can have several local minimum points in a small neighborhood of
x*. True.
b. A function cannot have more than one global minimum point. False.
c. The value of the function having a global minimum at several points must be
the same. True.
d. A function defined on an open set cannot have a global minimum. False.
e. The gradient of a function f (x) at a point is normal to the surface defined by
the level surface f (x) = constant. True.
f. The gradient of a function at a point gives a local direction of maximum
decrease in the function. False.
g. The Hessian matrix of a continuously differentiable function can be
asymmetric. False.
h. The Hessian matrix for a function is calculated using only the first derivatives
of the function. False.
i. Taylor series expansion for a function at a point uses the function value and its
derivatives. True.
j. Taylor series expansion can be written at a point where the function is
discontinuous. False.
k. Taylor series expansion of a complicated function replaces it with a polynomial
function at the point. True.
l. Linear Taylor series expansion of a complicated function at a point is only a
good local approximation for the function. True.
m. A quadratic form can have first-order terms in the variables. False.
n. For a given x, the quadratic form defines a vector. False.
o. Every quadratic form has a symmetric matrix associated with it. True.
p. A symmetric matrix is positive definite if its eigenvalues are nonnegative.
False.
q. A matrix is positive semidefinite if some of its eigenvalues are negative and
others are nonnegative. False.
r. All eigenvalues of a negative definite matrix are strictly negative. True.
s. The quadratic form appears as one of the terms in Taylor’s expansion of a
function. True.
t. A positive definite quadratic form must have positive value for any x ≠ 0. True.

1
2.

2
3
4
3.

5
6
7
8
4. Write optimality conditions and find stationary points for the following functions (use
MATLAB, or Mathematica, if needed to solve the optimality conditions). Also
determine the local minimum, local maximum, and inflection points for the functions
(inflection points are those stationary points that are neither minimum nor maximum).

9
10
11
12
13
14
15
16

You might also like