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Optimization problems
Newtons method
Antiderivatives
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Outline
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Applications in Optimization
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f (x) f (c)
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f (x) f (c)
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f (c)
f (a)
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y = f (x)
c1 c c2
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x (c1 , c2 ).
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f (x) f (c)
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f (c)
f (a)
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y = f (x)
c1 c c2
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1
x
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y=
1
x
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y
19
18
17
16
15
14
13
12
11
10
9
8
7
6
5
4
3
2
1
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y = f (x)
(d, f (d)
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(c, f (c))
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(c1 , f (c1 ))
(c2 , f (c2 ))
f (x) f (c)
0 c1 < x < c
(x, f (x))
x c
=
f (x) f (c)
lim
0
f (x) f (c)
x c
xc
= M exists
f
(x)
f
(c)
x c
xc
lim
0
xc +
x c
(
M0
f (x) f (c)
f (x) f (c)
= M = lim
= lim+
=
= M = 0
xc
x
c
x
c
xc
M0
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Ans: f 0 (x) = x =
=
2 x
2 x
2 x
1
3x
1
We have f 0 (x) = 0 = 0 x =
3
2 x
f is not differentiable at x = 0
1
The critical numbers are and 0
3
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f 0 (c) = 0
f 0 (c) does NOT exist
= c is a critical number of f
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Fermats Th. 0
f 0 (c) exists
=
f (c) = 0 = c is a critical number
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Ex: Find abs. max. and abs. min. of f (x) = 2x 3 9x 2 + 12x + 2 in [0, 3]
Ans: f 0 (x) = 6x 2 18x + 12 = 6(x 2 3x + 2)
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max f = f (3) = 11
[0,3]
and
min f = f (0) = 2
[0,3]
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y = 2x 3 9x 2 + 12x + 5
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11
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Exercises
4.1:
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Rolles Theorem
Rolles Theorem: Let f : [a, b] R be a function satisfying
f is continuous in [a, b]
f is differentiable in (a, b)
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Proof:
The case: f (x) = c x [a, b]. then clearly f 0 (c) = 0 c (a, b).
The case: x (a, b) s.t. f (x) > f (a) = f (b) .
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ExtremeValueTh.
=
c (a, b) such that
f (c) = max f
[a,b]
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f 0 (c) = 0
The case: x (a, b) s.t. f (x) < f (a) = f (b) . (Similar as the second
case)
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Rolles Theorem
Ex: Prove that equation x 3 + x 2 + 3x + 1 = 0 has exactly one real root.
Ans: Denote f (x) = x 3 + x 2 + 3x + 1.
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Rolles Theorem
y
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y = x 3 + x 2 + 3x + 1
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y
t
(c, f (c))
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(b, f (b))
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(a, f (a))
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(c, f (c))
(b, f (b))
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f (b) f (a)
=0
ba
f (b) f (a)
ba
t//L
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f is continuous in [a, b]
f is differentiable in (a, b)
f (b) f (a)
ba
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f 0 (c) =
f (b)f (a)
(x
ba
a) f (a). Then:
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(a)
a)
f
(a)=
0
ba
= h(a) = h(b)
f (b)f (a)
f 0 (c) =
f (b) = f (a)
ba
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f (x2 ) f (x1 )
.
x2 x1
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f (x2 ) f (x1 )
= 0.
x2 x1
It means that f (x1 ) = f (x2 ) and this is true for any x1 , x2 (a, b). Hence,
f is a constant function in (a, b).
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4.2:
15, 7, 1114, 15
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1720, 2231, 36
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Exercises
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y = f (x)
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x
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&
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x
x 2
x
x +1
f 0 (x)
f (x)
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+
+
%
0
|
0
|
0
5
+
+
&
2
0
|
|
0
27
+
+
+
+
%
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y = 3x 4 4x 3 12x 2 + 5
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(c) If f 0 does not change sign at c (for example, if f 0 is positive on both sides
of c or negative on both sides), then f has no local maximum or minimum
at c.
y
y
f0 < 0
f0 < 0
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f0 > 0
local minimum
f0 > 0
f0 > 0
f0 < 0
c
local maximum
f0 > 0
f0 < 0
c
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&
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1
|
|
0
0
0
+
+
%
0
|
0
|
0
5
+
+
&
2
0
|
|
0
27
+
+
+
+
%
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x
x 2
x
x +1
f 0 (x)
f (x)
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y = 3x 4 4x 3 12x 2 + 5
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Concave functions
Def: Let f : I R.
If the graph of f lies above all of its tangent lines, then f is said to
be upward concave on I
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If the graph of f lies below all of its tangent lines, then f is said to
be downward concave on I
y
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upwad concave
x
downward concave
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Concavity Test
Concavity Test: Let f : I R. Then
(a) If f 00 (x) > 0 for all x I , then the graph of f is concave upward on I .
(b) If f 00 (x) < 0 for all x I , then the graph of f is concave downward on I .
Discussion:
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x
f 0 decreases downward concave
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Inflection Point
Def: A point P on a curve y = f (x) is called an inflection point if f is
continuous there and the curve changes from concave upward to concave
downward or from concave downward to concave upward at P
y
(c, f (c))
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(c, f (c))
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x
(c, f (c)) is inflection point
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f 0 (x) = 4x 3 12x 2 = 4x 2 (x 3)
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up.con.
infl.p.
&
2
|
|
0
|
0
16
+
&
3
|
0
|
0
|
27
+
+
+
+
+
%
down.con.
infl.p.
up.con.
local min.
up.con.
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+
&
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x
x2
x 3
x 2
f 0 (x)
f 00 (x)
f (x)
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inflection point
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16
inflection point
27
local min.
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Exercises
4.3:
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xa
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Indeterminate forms
f (x)
. Then
g (x)
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(b) If f (x) (or ) and g (x) (or ) when x a, then the limit
Ex: lim
x1
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x1
ln x
= we need a tool to evaluate this limit.
x 1
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LHopitals Rule
LHopitals Rule: Let f and g be differentiable functions on an interval (b, c),
except possibly at number x = a (b, c). Suppose further that g 0 (x) 6= 0 for all
x (b, c)\{a}. If
lim f (x) = lim g (x) = 0
or
xa
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xa
xa
xa
then
f (x)
f 0 (x)
= lim 0
xa g (x)
xa g (x)
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lim
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ln x
Ex: lim
x1 x 1
LHopital.
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sin x
x0 x
LHopital.
(e x )0
ex
= lim
2
0
x (x )
x 2x
lim
LHopital.
(e x )0
ex
= lim
= .
0
x (2x)
x 2
lim
(sin x)0
cos x
= lim
= 1.
x0
x0 (x)0
1
lim
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Ex: lim
LHopital.
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ex
x x 2
Ex: lim
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LHopitals Rule
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Intermediate products:
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Indeterminate products
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Ans: We have
lim+ x ln x = lim+
x0
1
x
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x0
ln x
LHopital.
lim+
x0
(ln x)0
= lim+
1 0
x
x0
1
x
x12
= lim+ (x) = 0.
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x0
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Indeterminate differences
Indeterminate difference: If lim f (x) = and lim g (x) = , then the limit
xa
xa
xa
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Ans: We have
1
sin x
1 sin x
= lim
cos x
cos x
x(/2) cos x
x(/2)
0
(1
sin
x)
cos
x
LHopital.
=
lim
= lim
0
(cos x)
x(/2)
x(/2) sin x
(sec x tan x) =
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x(/2)
lim
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lim
= 0.
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Indeterminate powers
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xa
(c) lim f (x) = 1 and lim g (x) = type 1 are indeterminate powers.
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Then
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Indeterminate powers
x0
x0
LHopital.
x0
16 cos 4x
1+4 sin 4x
1
cos2 x
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= 16
lim+
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lim ln y
= e 16 .
Hence, lim+ y = lim+ e ln y = e x0+
x0
x0
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Exercises
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Optimization problems
made of bricks
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made of bricks
made of bricks
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Ex: A man wants to buid a rectangular fish pond in his garden and he wants to
save money by using bricks left out from his house construction. The amount of
bricks is enough to buil 50 m of the pond banks . One side of the rectangular
fish pond will be build from rocks which there are in abundance around his
house. Question: Determine the shape of the fish pond which has the largest
area and is built from the materials the man has.
2x + y = 50
Area = x y
max Area?
y
made of rocks
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Ex: Mathematical model:
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Optimization problems
0
50
0
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x
A0
A
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Our task is now to find: max A(x), where 0 x 25. We have A0 = 50 4x,
and
A0 = 0 50 4x = 0 x = 15.
+
%
15
0
300
&
25
50
0
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when
x = 15m
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20m
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Area = 300m2
15m
15m
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20m
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Optimization problems
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The demand function (or price function), denoted by p(x), is the price
per unit that the company can charge if it sells x units
If the company sells x units and the price per unit is p(x), then the total
revenue is denoted by the revenue function,
R(x) = xp(x)
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Survey: if each $10 rebate is offered, 20 more units will be sold every week.
Q.: Find demand and revenue functions. How large a rebate should be to
maximize its revenue?
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Ans: Denote by x the number of units sold every week = weekly increase in
sales is x 200.
If the price per unit decreases by $10, more 20 units are sold.
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p(x) = 350
x 200
x
10 = 450 .
20
2
x2
2
x2
2
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x = 450.
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350
100
96250
x2
2
+
%
450
0
101250
&
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450
2
= 225
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4.7:
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Exercises
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Some examples:
Solve
2x + 5 = 0 x = 25
x 2 5x + 4 = 0.
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Solve
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Newtons method
5 9
2
5+ 9
2
x1 = 1
x2 = 4
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= (5)2 4 1 4 = 9
The solutions
x1 = 52 =
x1 =
x2 =
x2 = 5+2
Solve
cos x x = 0?
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Newtons method
y
x2 = x1 0 1
f (x1 )
f (x )
x3 = x2 0 2
f (x2 )
f (x
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f (x2 )
x3
y = f (x)
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t2
Step 2: xn = xn1 0 n1
f (xn1 )
f (x1 )
x2
x1
t1
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Newtons method
Ex: Find, correct to six decimal places, the root of the equation cos x = x
Ans: The equation is equivalent to cos x x = 0.
xn+1 = xn
Choose x1 = 0. Then
f (xn )
cos xn xn
= xn +
f 0 (xn )
sin xn + 1
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Newtons method:
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cos 0 0
cos 1 1
= 1;
x3 = 1 +
= 0.750363868
sin 0 + 1
sin 1 + 1
x4 = 0.737151911; x5 = 0.739446670
x2 = 0 +
x7 = 0.739097442
x8 = 0.739082860;
x9 = 0.739085553
x10 = 0.739085055;
x11 = 0.739085147
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x6 = 0.739018516;
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4.8:
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Exercises
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Antiderivatives
Def: A function F is called an antiderivative of f on an interval I if
F 0 (x) = f (x) for all x in I .
x3
3
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Ex: F (x) =
F (x) + C ,
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x n (n 6= 1)
x
e
sin x
1
1 x2
antiderivative
x n+1
n+1
ex
cos x
Function
1
x
cos x
sec2 x
1
1 + x2
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Function
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sin1 x
antiderivative
ln |x|
sin x
tan x
tan1 x
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f (x) = e x + 20 tan1 x + C .
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4.9:
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Exercises
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