Homework 3

Luuk van der Kleij (11004517)

January 29, 2017

1 Exercise 1
Problem a:
Solution a:
f(x,y), subject to V
6

3
y

0
0 1 2 3 4 5 6
x

Problem c:
Solution c: Let the Kuhn-Tucker Lagranian be given by
= x2 + y 2 1 (x + 2y 10) 2 (6x + 2y 25),
L

with conditions:

L L
0=x = x(2x 1 62 ), 0 x, 0 = 2x 1 62 ,
x x
L L
0=y = y(2y 21 22 ), 0 y, 0 = 2y 21 22 ,
y y
L L
0 = 1 = 1 (x + 2y 10), 0 1 , 0 = 10 x 2y,
1 1
L L
0 = 2 = 2 (6x + 2y 25), 0 2 , 0 = 25 6x 2y.
2 2
Solving for system of equations gives:

1
 Both x + 2y 10 0 and 6x + 2y 25 0 are non-binding: 1 = 2 = 0. The system
then reduces to
2x2 = 0, 2y 2 = 0.
Such that (x, y) = (0, 0) is the only solution.
Only x + 2y 10 0 is binding: 2 = 0. The system then reduces to
2x2 1 x = 0, y 2 1 y = 0, and x + 2y 10 = 0.
Solving for x and y gives three possibilities:
1. x=0 y = 5, and 1 = 5,
2. y = 0 x = 10, and 1 = 20,
1 1
3. x= , y = 1 + 21 = 10 1 = y = 4, and x = 2.
2 2
Thus the critical points are (x, y) = {(0, 5), (10, 0), (2, 4)}. Now well check if the critical
points are candidate-maximum.
g1 (0, 5) = 0, g2 (0, 5) = 15 0 Candidate-maximum,
g1 (10, 0) = 0, g2 (10, 0) = 35 > 0,
g1 (2, 4) = 0, g2 (2, 4) = 5 0 Candidate-maximum.

Only 6x + 2y 25 0 is binding: 1 = 0. The system then reduces to

x2 32 x = 0, y 2 2 y = 0, and 6x + 2y 25 = 0.
Solving for x and y gives three possibilities:
25 25
1. x=0 y= , and 2 = ,
2 2
25 25
2. y=0 x= , and 2 = ,
6 18
5 15
3. x = 32 , y = 2 182 + 22 = 25 2 = y = , and x = .
4 4
Thus the critical points are (x, y) = {(0, 25 25 15 5
2 ), ( 6 , 0), ( 4 , 4 )}. Now well check if the
critical points are candidate-maximum.
25 25
g1 (0, ) = 15 > 0, g2 (0, ) = 0,
2 2
25 35
g1 ( , 0) = < 0, g2 (10, 0) = 0, Candidate-maximum,
6 6
15 5 15 15 5
g1 ( , ) = < 0, g2 ( , ) = 0 Candidate-maximum.
4 4 4 4 4
Both x + 2y 10 0 and 6x + 2y 25 0 are binding.
2x2 1 x 62 x = 0, y 2 1 y 2 y = 0, x + 2y 10 = 0, and 6x + 2y 25 = 0.
Solving for x and y gives one possibility:
1 + 62
1. x= , y = 1 + 2 51 + 202 = 25 1 = 5 42 .
2

2
 Writing x and y in terms of 1 gives
5 + 22 1
x= , and y = 5 32 5 102 = 0 2 = .
2 2
This gives the critical point (x, y) = (3, 27 ). Since this is a corner-point with 1 , 2 > 0,
this is a local maximum.
Let the conditions be given as
 
g
g1 (x, y) = x + 2y 10, g2 (x, y) = 6x + 2y 25 and g(x, y) = 1 ,
g2

such that the gradians are

 


1 2
grad g1 = 1 2 , grad g2 = 6 2 , and grad g = .
6 2

Notice all of the gradians are not equal to zero and that ran grad g1 =ran grad g2 = 1 and ran
grad g = 2. Therefore there are none degenerated critical points.

Problem d:
Solution d:
(0,5) We easily see that (0,5) is a corner point, such that we can use the lambdas to
interpret its geaardheid.
L
(0, 5) = 8 < 0
y
Thus this is a local maximum
(2,4) Since its not a corner point well have to determine the hessian.

0 1 2
HL = 1 2 0
2 0 2

with

H2 = det HL = 1
H3 = det HL = 8

(25/6,0)We easily see that (0,5) is a corner point, such that we can use the lambdas to
interpret its geaardheid.
L 13
(25/6, 0) = <0
x 6
Thus this is a local maximum
(15/4,5/4) Since its not a corner point well have to determine the hessian.

0 6 2
HL = 6 2 0
2 0 2

3
 with

H2 = det HL = 36
H3 = det HL = 8

(3,7/2) We easily see that (3,7/2) is a corner point, such that we can use the lambdas to
interpret its geaardheid. We know that both lambdas are positive Thus this is a local
maximum
(0,0)
Problem e:
Solution e:
(x , y ) f (x , y ) (1 , 2 )
(0,5) 25 (5,0) Global maximum
(2,4) 20 (4,0)
( 25
6 , 0) 17.361 (0, 25
18 ) Local maximum
( 15 5
4 , 4) 15.625 (0, 45 )
(3, 72 ) 21 (3, 21 ) Local maximum
(0, 0) 0 (,) Global minimum

Problem f:
Solution f:
Surface plot of f(x,y), subject to V

25

20

15
f(x,y)

10

0
6
6
4
4
2
2
y 0 0 x

2 Exercise 2
Problem a:
Solution a: Let
g1 (x, y) = x3 y, and g2 (x, y) = 2x y,
with hessians    
6x 0 0 0
Hg1 (x, y) = , and Hg2 (x, y) =
0 0 0 0

4
It is clear that g1 is convex if x > 0 and concave if x < 0. Since Hg2 (x, y) = 0, it is both convex
and concave. We know that if both g1 and g2 are convex, then V is convex as well. Thus for
x > 0, is V convex.

Problem b:
Solution b: The hessian of f is given by
3 1 1
41 x 2 g(y + z) 1 2 0
2x g (y + z) 1 2 0
2x g (y + z)
1 1 1
Hf = 1
.
0 2 00 2 00
2 x 2 g (y + z) x g (y + z) x g (y + z)
1 1 1
1 2 0
2x g (y + z) x 2 g 00 (y + z) x 2 g 00 (y + z)

The ... minors are

... minors of order 1:

3 1 1
14 x 2 g(y + z), x 2 g 00 (y + z), x 2 g 00 (y + z).

... minors of order 2:

3 1 !
41 x 2 g(y + z) 1 2 0
x g (y + z)
1
2
1 = 41 x1 [g(y + z)g 00 (y + z) + (g 0 (y + z))2 ],
1 2 0
2x g (y + z) x 2 g 00 (y + z)
3 1 !
41 x 2 g(y + z) 12 x 2 g 0 (y + z)
1 1 = 41 x1 [g(y + z)g 00 (y + z) + (g 0 (y + z))2 ],
1 2 0
2x g (y + z) x 2 g 00 (y + z)
1 1 !
x 2 g 00 (y + z) x 2 g 00 (y + z)
1 1 = 0.
2 00 2 00
x g (y + z) x g (y + z)

... minors of order 3:

3 1 1
41 x 2 g(y + z) 1 2 0
2x g (y + z) 1 2 0
2 x g (y + z)
1 x 12 g 0 (y + z) 1 1

2
00
x 2 g (y + z) x 2 g 00 (y + z)
=
1 1 1
1 2 0
2x g (y + z) x 2 g 00 (y + z) x 2 g 00 (y + z)
1 1
14 x 2 g(y + z)(g 00 (y + z))2 41 x 2 g 00 (y + z)(g 0 (y + z))2
1
= 41 x 2 g 00 (y + z)[g(y + z)g 00 (y + z) + (g 0 (y + z))2 ]

Such that Hf is positive semi-definite f is convex, if

p
g(y + z) 0, g 00 (y + z) 0, and |g 0 (y + z)| g(y + z)g 00 (y + z).

Which implies that