Uncostrained and Constrained Optimization. Due on 26.03.

2015
1. Give the example of unconstrained and constrained optimization problems that one may face in real
life.
3
2. Locate the critical points of the function ( x )=x 3 x , classify them and graph the function.

3. Find the unique interior critical point and determine whether it is a maximum, a minimum, or neither.
1
3
2
2
1
f ( x )= 2
(
)
f
x
=x
3
x
+3
x
a)
b)
c) f ( x )=x x , x <0
x +1
d) f ( x )=xlnx , 0< x <

e) f ( x )=xlnx , 0< x <

f ( x )=|x3|

f)

n
g) f ( x )=x ( n=2,3, )

4. Determine the absolute maximum and absolute minimum, if they exist, of the following functions
a)

f ( x )= x+ 1x , 0 x 1

b)

f ( x )=

x
x +1
4

5. Explain the intuition behind first and second order condition for the case of unconstrained
optimization with 2 variables. Draw some pictures.
6. Check the following functions for concavity, convexity or neither by the derivative conditions.
1
b) f ( x , y ) =x y , ( 0,1) , x> 0, y >0

a) f ( x , y ) =xy

2
2
c) f ( x , y ) =x + y

d) f ( x , y ) =lnx+ lny , , >0, x >0, y> 0

e) f ( x , y ) =( x + y )

7. Find the critical points of the following functions and test for maxima and minima:
2

a) f ( x , y ) =1+ x + y

b) f ( x , y ) =x + xy +2 y + 3

8. Find the critical points of the function

f ( x , y ) =2 x 4 + y 4x 22 y 2

and test for maxima and

minima.
9. Find critical points (dont test for maxima and minima) of
m
m
x 1+ + x n=na
a) f ( x 1 , , x n )=x 1 + + x n
subject to
,
a
a
a
b) f ( x 1 , , x n )=x 1 x 2 x n
1

2
2
c) ) f ( x 1 , , x n )=x 1 ++ x n

subject to
subject to

x i> 0

and

x1
x
+ + n =1
a1
an

a>0, m>1 .

x 1+ + x n=a
,

ai >0

10. Find maxima. How do we know that the solution is unique? Interpret the Lagrange multipliers.

f ( x , y ) =xy

a)

subject to

x+ y=6

b)

f ( x , y ) =x2 + y 2

subject to

x+ 4 y =2
c)

f ( x , y ) = x + y
2

subject to
2

d) f ( x , y ) =x1 + x 2 + x 3

subject to

x+ y=b , b> 0, x >0, y >0

x 1+ x 2=a1

11. Find absolute maximum of the function

x 2+ x 3=a2

and

f ( x , y ) =( x2 )22 ( y 1 )2

subject to

x+ 4 y 3

and x + y 0 .

Uncostrained and Constrained Optimization. Due on 26.03.2015

1. Give the example of unconstrained and constrained optimization problems that one may face in real
life.
3
2. Locate the critical points of the function ( x )=x 3 x , classify them and graph the function.

3. Find the unique interior critical point and determine whether it is a maximum, a minimum, or neither.
1
3
2
f ( x )= 2
(
)
f
x
=x
3
x
+3
x
f ( x )=x 2x1 , x <0
b)
b)
c)
x +1
d) f ( x )=xlnx , 0< x <

e) f ( x )=xlnx , 0< x <

f)

f ( x )=|x3|

n
g) f ( x )=x ( n=2,3, )

4. Determine the absolute maximum and absolute minimum, if they exist, of the following functions
b)

f ( x )= x+ 1x , 0 x 1

b)

f ( x )=

x
x +1
4

5. Explain the intuition behind first and second order condition for the case of unconstrained
optimization with 2 variables. Draw some pictures.
6. Check the following functions for concavity, convexity or neither by the derivative conditions.
a) f ( x , y ) =xy

1
b) f ( x , y ) =x y , ( 0,1) , x> 0, y >0

d) f ( x , y ) =lnx+ lny , , >0, x >0, y> 0

2
2
c) f ( x , y ) =x + y

2
e) f ( x , y ) =( x + y )

7. Find the critical points of the following functions and test for maxima and minima:
2
2
a) f ( x , y ) =1+ x + y

2
2
b) f ( x , y ) =x + xy +2 y + 3

8. Find the critical points of the function

minima.

f ( x , y ) =2 x 4 + y 4x 22 y 2

and test for maxima and

9. Find critical points (dont test for maxima and minima) of

m
m
x 1+ + x n=na
a) f ( x 1 , , x n )=x 1 + + x n
subject to
,
a
a
a
b) f ( x 1 , , x n )=x 1 x 2 x n
1

2
2
c) ) f ( x 1 , , x n )=x 1 ++ x n

subject to
subject to

x i> 0

and

x1
x
+ + n =1
a1
an

a>0, m>1 .

x 1+ + x n=a
,

ai >0

10. Find maxima. How do we know that the solution is unique? Interpret the Lagrange multipliers.
2
2
x+ y=6
f ( x , y ) =xy
a)
subject to
b) f ( x , y ) =x + y
subject to
x+ 4 y =2
c)

f ( x , y ) = x + y

2
2
2
d) f ( x , y ) =x1 + x 2 + x 3

x+ y=b , b> 0, x >0, y >0

subject to
subject to

x 1+ x 2=a1

11. Find absolute maximum of the function

and x + y 0 .

and

x 2+ x 3=a2

f ( x , y ) =( x2 )22 ( y 1 )2

subject to

x+ 4 y 3