UNIVERSITI TUNKU ABDUL RAHMAN (UTAR)

UDPS2133 Mathematical Programming

Tutorial 1: Nonlinear Programming

3h  h 2
1. Find lim .
h 0 h

2. Find f '(x) for each of the following functions:

a) xe−x
x2
b) 2
x 1
c) (3x + 2)−2
d) lnx3

3. Find all first- and second-order partial derivatives for f (x1, x2) = x12 e x2 .

4. For each of the following functions, show whether it is convex, concave, or neither
a) f (x) = 10x – x2 e) f (x) = x3 + x4 h) f (x) = x12 + 3x1x2 + 2 x 22
b) f (x) = x4 + 6x2 +12x f) f (x) = x1x2 − x12  x22 i) f (x) = 20x1 +10x2
c) f (x) = 2x3 – 3x2
g) f (x) = 3x1 + 2 x1 + 4x2 + x 2 −2x1x2
2 2 j) f (x) = x1x2
d) f (x) = x4 + x2

5. Given f (x) = 240x – 300x2 + 10x3

a) Use the first and second derivatives to find the local maxima and minima of f (x).
b) Use the first and second derivatives to show that f (x) has neither a global maximum nor a global
minimum because it is unbounded in both directions.

6. Consider the following function:

f (x)  5x1  2 x22  x32  3x3 x4  4 x42  x52  3x5 x6  6 x62  3x6 x7  x72
Show that f (x) is convex by expressing it as a sum of functions of one or two variables and then
showing that all these functions are convex.

7. Max f (x) = 2x1x2 + x2 – x12 – 2 x 22

a) Starting from the initial trial solution (x1, x2) = (1, 1), interactively apply two iteration of the
gradient search procedure with  = 0.25 to obtain an approximate solution.
b) Solve f (x) = 0 directly to obtain the exact solution.

8. Consider the following unconstrained optimization problem:

Max f (x) = 3x1x2 + 3x2x3 – x12 – 6 x 22 – x32
a) Reduce this problem to solving a two-variable unconstrained optimization problem.
b) Starting from the initial trial solution (x1, x2, x3) = (1, 1, 1), interactively apply the gradient search
procedure with  = 0.05 to solve (approximately) the two-variable unconstrained problem.