Suppose ?: Rn → ? is twice continuously differentiable and ? is a critical point of ?. Prove that
a) If ?′′(u) is positive definite, then ? has a local minimum at ?.
b) If ?''(u) is negative definite, then ? has a local maximum at ?.
c) If ?''(u) is indefinite, then ? has a saddle at ?.
Suppose ?: Rn → ? is twice continuously differentiable and ? is a critical point of...
7) Let O S Rn be open and suppose f : O → R is differentiable on O. Suppose has a local maximum or minimum at zo E O. Prove that f'(zo) = 0. 7) Let O S Rn be open and suppose f : O → R is differentiable on O. Suppose has a local maximum or minimum at zo E O. Prove that f'(zo) = 0.
Let a continuously differentiable function f: Rn → R and a point x E Rn be given. For d E Rn we define Prove the following statements: (i) If f is convex and gd has a local minimum at t-0 for every d E R", then x is a minimiser of f. (ii) In general, the statement in (i) does not hold without assuming f to be convex. Hint: For) consider the function f: R2-»R given by Let a continuously...
linear optimization Assume that f : D → R is twice continuously differentiable for all x D, where the domain D off is an open, convex subset of Rn. Sh ▽2f(x), is symmetric positive-semi-definite for all x E D if and only if f is a convex function on D Moreover, if its Hessian matrix. ▽2 (x), is symmetric positive-definite for all x E D, then f is a strictly convex function on D Show that the converse of this...
Let U be an open subset of R. Let f: U C Rn → Rm. (a) Prove that f is continuously differentiable if and only if for each a є U, for each E > 0, there exists δ > 0 such that for each x E U, if IIx-all < δ, then llDf(x)-Df(a) ll < ε. (b) Let m n. Prove that if f is continuously differentiable, a E U, and Df (a) is invertible, then there exists δ...
Exercise 5.2. This problem concerns the formulation of a model-based method for min imizing a twice-continuously differentiable function f : Rn R. Let B be a symmetric positive-definite matrix. At a point xk, consider the quadratic model (a) Write the quadratic model in terms of the variables p -x - k and find pk such that PERn (b) Show that the vector pk of part (a) is a descent direction for f at xk (c) Show that if B is...
Assume f : R" → R is twice continuously differentiable. Prove that the following are equivalent: (a) f(ex + (1-8)ì) < ef(x) + (1-8)/(x) for all x, x E Rn and 0 < θ < 1 (b) f(x)+ /f(x) . (x-x) -f(r) for all x,x E R" (c) f(x) > 0 for all x E R" Hint: Look at : RRdefine by gt) f(x + ty) where x, y E R. First show g is convex (as a function of...
1) Determine the critical points of the following function and characterize each as minimum, maximum or saddle point. See the attached slide. f(x1,x2) = x 2 - 4*x1 * x2 + x22 a critical point -, where f(x) = 0, if Hy( ) is Positive definite, then r* is a minimurn off. Negative definite, then r* is a maximum of . - Indefinite, then 2 is a saddle point of f. Singular, then various pathological situations can occur. Example 6.5...
3. (25 pts) Suppose f(x) is twice continuously differentiable for all r, and f"(x) > 0 for all , and f(x) has a root at p satisfying f'(p) < 0. Let p, be Newton's method's sequence of approximations for initial guess po < p. Prove pi > po and pı < p Remember, Newton's method is Pn+1 = pn - f(pn)/f'(P/) and 1 f"(En P+1 P2 f(pP-p)2. between pn and p for some 3. (25 pts) Suppose f(x) is twice...
I need help with a, b, and c. 7.Let A be ann x n real symmetric invertible matrix, let B Rt and C E R. Define f:R R by 2 a. Give f (a) c. Give f"(x) d. Prove that if A is positive definite and u is the critical point of f, then f(u) < f(x) for all x E Rn where x Prove that if A is negative definite and u is the critical point of f, then...
a through e is considered one question. 7.Let A be ann x n real symmetric invertible matrix, let B Rt and C E R. Define f:R R by 2 a. Give f (a) c. Give f"(x) d. Prove that if A is positive definite and u is the critical point of f, then f(u) < f(x) for all x E Rn where x Prove that if A is negative definite and u is the critical point of f, then f(u)...