Optimization methods for Civil engineering

Prof. Rajib Kumar Bhattacharjya | IIT Guwahati

Week-01# Numerical Problem Support Material

Question # 1 The Stationary points of the function 𝑓(𝑥) = (𝑥 − 1)2 − 0.01𝑥 4 are?

Answer:
Given
𝑓(𝑥) = (𝑥 − 1)2 − 0.01𝑥 4
Take first derivative i.e.
𝑓 ′ (𝑥) = 2(𝑥 − 1) − 4 × 0.01 𝑥 3
= −0.04 𝑥 3 + 2𝑥 − 2
Solving for 𝑥
𝑥 ∗ = −7.5262, 6.5049 𝑎𝑛𝑑 1.0213
Now take the second derivative i.e.
𝑓 ′′ (𝑥) = −0.12𝑥 2 + 2
𝑓 ′′ (−7.5262) = −4.797242 < 0 Hence 𝒙∗ = −𝟕. 𝟓𝟐𝟔𝟐 is a maximum
𝑓 ′′ (6.5049) = −3.077647 < 0 Hence 𝒙∗ = 𝟔. 𝟓𝟎𝟒𝟗 is a maximum
𝑓 ′′ (1.0213) = 1.874834 > 0 Hence 𝒙∗ = 𝟏. 𝟎𝟐𝟏𝟑 is a minimum

Question # 2 Obtain the stationary point and nature of points.

𝑓(𝑥) = 2𝑥12 − 2𝑥1 𝑥2 + 𝑥22 + 2𝑥1 − 2𝑥2

Answer:
𝜕𝑓
= 4𝑥1 − 2𝑥2 + 2 Eq. 1
𝜕𝑥1

𝜕2 𝑓
=4 Eq. 2
𝜕𝑥12

𝜕𝑓
= -2𝑥1 + 2𝑥2 − 2 Eq. 3
𝜕𝑥2

𝜕2 𝑓
=2 Eq. 4
𝜕𝑥22

𝜕2 𝑓
= −2 Eq. 5
𝜕𝑥1 𝜕𝑥2

𝜕2 𝑓
= −2 Eq. 6
𝜕𝑥2 𝜕𝑥1

Equating eq (1) and eq (3) to zero, we get

Optimization methods for Civil engineering
Prof. Rajib Kumar Bhattacharjya | IIT Guwahati
Week-01# Numerical Problem Support Material

𝑥1 = 0

𝑥2 = 1
4 −2
H =[ ]
−2 2
𝐻1 = 4

𝐻2 = 4

As both 𝐻1 , 𝐻2 ≥ 0, the Hessian matrix is a positive definite matrix. Hence, 𝑥 ∗ = (01) is a

minimum point.

We can also calculate the Eigenvalues of the Hessian matrix. The Eigenvalue are 𝜆 =
0.7639, 5.2361. Both the Eigenvalues are positive. Hence the Hessian matrix is a positive
definite matrix, and the stationary point, 𝑥 ∗ = (01) is a minimum point.

Question # 3 State whether the following functions are convex or non-convex

i. 𝑓(𝑥) = 2𝑥12 − 2𝑥1 𝑥2 + 𝑥22 + 2𝑥1 − 2𝑥2

Answer:
4 −2
H= [ ]
−2 2
The Eigenvalues of the Hessian matrix are 𝜆 = 0.7639, 5.2361. All Eigen values are
positive. This Hessian matrix is a positive definite matrix. Hence the function is a convex
function.

ii. 𝑓(𝑥) = 𝑥13 − 4𝑥1 𝑥2 + 𝑥22

𝜕𝑓
= 3𝑥12 − 4𝑥2 Eq. 7
𝜕𝑥1

𝜕𝑓
= −4𝑥1 + 2𝑥2 Eq. 8
𝜕𝑥2

𝜕2 𝑓
= 6𝑥1 Eq. 9
𝜕𝑥12

𝜕2 𝑓
= −4 Eq. 10
𝜕𝑥1 𝜕𝑥2

𝜕2 𝑓
=2 Eq. 11
𝜕𝑥22
Optimization methods for Civil engineering
Prof. Rajib Kumar Bhattacharjya | IIT Guwahati
Week-01# Numerical Problem Support Material

𝜕2 𝑓
= −4 Eq. 12
𝜕𝑥2 𝜕𝑥1

6𝑥1 −4
H= [ ] Eq. 13
−4 2
The function will be a convex function if the Hessian matrix is a positive definite matric.
The matrix will be a positive definite if determinate of both 𝐻1 and 𝐻2 are a positive, i.e.

𝐻1 = |6𝑥1 | ≥ 0, 𝐻1 is a positive if 𝑥1 ≥ 0

𝐻2 = 2× 6𝑥1 − 16 ≥ 0

= 12𝑥1 ≥ 16
4
i.e., 𝑥1 ≥ 3
4
𝐻2 will be positive for 𝑥1 ≥ 3
4
Hence, the Hessian matrix will be a positive definite matrix, if 𝑥1 ≥ 3