Sheet (3)

Optimality Conditions – Part 1

1- A function of two variables is defined as:

𝑓(𝑥1 , 𝑥2 ) = 𝑥12 + 𝑥1 𝑥2 + 𝑥22 + 3𝑥1 − 3𝑥2 + 4
Calculate the gradient vector of the function and determine the stationary points, if it exists. Calculate a Hessian
matrix of the function, and determine if the stationary point found gives a minimum value of the function f.

2- A function of three variables is defined as:

𝒇(𝒙𝟏 , 𝒙𝟐 , 𝒙𝟑 ) = 𝒙𝟐𝟏 + 𝟐𝒙𝟏 𝒙𝟐 + 𝟐𝒙𝟐𝟐 + 𝒙𝟐𝟑 − 𝟐𝒙𝟏 + 𝒙𝟐 + 𝟖
Calculate the gradient vector of the function and determine the stationary points, if it exists. Calculate a Hessian
matrix of the function, and determine if the stationary point found gives a minimum value of the function f.

3- A function of two variables is defined as:

𝑓(𝑥1 , 𝑥2 ) = 𝑥13 + 3𝑥1 𝑥2 + 𝑥23
Calculate the gradient vector of the function and determine the stationary points, if it exists. Calculate a
Hessian matrix of the function, and determine if the stationary point found gives a minimum value of the
function f.

4- Determine the form of the following matrix

2 0 0
A = [0 4 0]
0 0 3
5- Determine the form of the following matrix
−1 1 0
A = [ 1 −1 0 ]
0 0 −1
6- Determine the form of the following matrix
1 1 0
A = [1 2 0]
0 0 1

7- Determine the form of the following matrix

1 1 0
A = [1 2 0]
0 0 1
8- Determine the nature of the following quadratic form

F(x) = x12 + 4x1x2 + 2x1x3 − 7x22− 6x2x3 + 5x32