Practice questions

Review of basic calculus concepts:

Answer True or False.

1. A function can have several local minimum points in a small neighborhood of x*.
2. A function cannot have more than one global minimum point.
3. The value of the function having a global minimum at several points must be the
same.
4. A function defined on an open set cannot have a global minimum.
5. The gradient of a function f(x) at a point is normal to the surface defined by the level
surface f(x)= constant.
6. The gradient of a function at a point gives a local direction of maximum decrease in
the function.
7. The Hessian matrix of a continuously differentiable function can be asymmetric.
8. The Hessian matrix for a function is calculated using only the first derivatives of the
function.
9. Taylor series expansion for a function at a point uses the function value and its
derivatives.
10. Taylor series expansion can be written at a point where the function is
discontinuous.
11. Taylor series expansion of a complicated function replaces it with a polynomial
function at the point.

Write the Taylor’s expansion for the following functions up to quadratic

terms.

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Ref: Introduction to optimum design 3rd edn. by Jasbir S Arora, Academic Press.
Determine the nature of the following quadratic forms.

Optimality Conditions: Unconstrained Problems

Answer True or False.

1. If the first-order necessary condition at a point is satisfied for an unconstrained
problem, it can be a local maximum point for the function.
2. A point satisfying first-order necessary conditions for an unconstrained function may
not be a local minimum point.
3. A function can have a negative value at its maximum point.
4. If a constant is added to a function, the location of its minimum point is changed.
5. If a function is multiplied by a positive constant, the location of the function’s minimum
point is unchanged.
6. If curvature of an unconstrained function of a single variable at the point x* is zero,
then it is a local maximum point for the function.
7. The curvature of an unconstrained function of a single variable at its local minimum
point is negative.
8. The Hessian of an unconstrained function at its local minimum point must be positive
semidefinite.
9. The Hessian of an unconstrained function at its minimum point is negative definite.
10. If the Hessian of an unconstrained function is indefinite at a candidate point, the
point may be a local maximum or minimum.

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Ref: Introduction to optimum design 3rd edn. by Jasbir S Arora, Academic Press.
Find stationary points for the following functions (use a numerical method
or a software package like Excel, MATLAB, and Mathematica, if needed).
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).

Equality Constrained Problem:

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Ref: Introduction to optimum design 3rd edn. by Jasbir S Arora, Academic Press.