Mid Exam Ans

1. Consider
f (x, y) = x3 + e3y − 3xey
Show that f (x, y) has exactly one critical point and that this point is
a local minimizer.
Ans:
5f = (3x2 − 3ey , 3e3y − 3xey ) = 0
=⇒ ey = x2
=⇒ 3e3y − 3xey = 3(x2 )3 − 3x(x2 ) = 3x6 − 3x3 = 3x3 (x3 − 1) = 0
=⇒ x = 0, 1
x = 0 impossible since ey = 0 is impossible. Hence only one critical
point
(x? , y ? ) = (1, 0)
" #
6x −ey
Hf =
−ey 9e3y − 3xey
" #
? ? 6 −1
Hf (x , y ) =
−1 6
=⇒ ∆1 > 0, ∆2 > 0
Hence Hf (x? , y ? ) is SPD. Hence (x? , y ? ) is a local minimizer.

2. Identify the coercive functions in following list:

(a)

f (x, y, z) = x3 + y 3 + z 3 − xy

(b)

f (x, y, z) = x4 + y 4 + z 2 − 3xy − z

(c)

f (x, y, z) = x4 + y 4 + z 2 − 7xyz 2

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 (d)
f (x, y, z) = x4 + y 4 − 2xy 2
(e)
f (x, y, z) = ln(x2 y 2 z 2 ) − x − y − z
(f)
f (x, y, z) = x2 + y 2 + z 2 − sin(xyz)

Ans:
(a) No due to the cubic exponents.
(b) Yes since x4 + y 4 dominates over −3xy and z 2 dominate over z.
(c) No since for (1, 1, z), f (1, 1, z) = −6z 2 + 2 does not go to ∞ as
k (1, 1, z) k goes ∞.
(d) No since f (x, y, z) is independent of z.
(e) No since x dominates over ln x.
(f) Yes since | sin | is bounded and x2 + y 2 + z 2 dominates.
3. Show that
f (x, y, z) = (4x + 5y − 8z + 17)8
is convex but not strictly convex on R3 .
Ans: Let
g(x) = x8 , h(x, y, z) = 4x + 5y − 8z + 17
Then f (x, y, z) = g(h(x, y, z)). Since g is convex and h is linear, f is
convex.
Consider the set D = {(x, y, z) ∈ R3 : 4x+5y−8z+17 = 0}. Obviously,
D contains more than one point but
f (x, y, z) = 0, ∀(x, y, z) ∈ D
i.e. given (x(i) , y (i) , z (i) ) ∈ D, i = 1, 2, (x(1) , y (1) , z (1) ) 6= (x(2) , y (2) , z (2) ),
f (λ(x(1) , y (1) , z (1) ) + (1 − λ)(x(2) , y (2) , z (2) )) = 0
= λf ((x(1) , y (1) , z (1) )) + (1 − λ)f ((x(2) , y (2) , z (2) ))

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4. Determine if
f (x) = c1 x1 + c2 /x1 + c3 x2 + c4 /x2
is strictly convex on D = {x ∈ R2 : x1 > 0, x2 > 0}.
Ans: c1 x1 + c3 x2 is linear and hence convex, and for c2 /x1 + c4 /x2 ,
" #
2c2 /x31 0
H=
0 2c4 /x32

H is SPD for all x1 > 0, x2 > 0, c2 > 0, c4 > 0. Hence c2 /x1 + c4 /x2
is strictly convex on D for c2 > 0, c4 > 0. Conclusion: f (x) is strictly
convex on D for c2 > 0, c4 > 0.
When c2 ≤ 0 or c4 ≤ 0, it is easy to show that c2 /x1 + c4 /x4 is not
strictly convex. For example, without loosing the generality, consider
c2 ≤ 0.
If c2 = 0, we choose x = (x1 , x2 ), y = (y1 , y2 ) such that x1 6= y1 , x2 = y2 .
Then
c1 (λx1 + (1 − λ)y1 ) = λc1 x1 + (1 − λ)c1 y1
=⇒ f (λx + (1 − λ)y) = λf (x) + (1 − λ)f (y)
Not strictly convex.
If c2 < 0, since g(t) = c2 /t is strictly concave, we choose x = (x1 , x2 ), y =
(y1 , y2 ) such that x1 6= y1 , x2 = y2 . Then for λ ∈ (0, 1),

g(λx1 + (1 − λ)y1 ) > λg(x1 ) + (1 − λ)g(y1 )

=⇒ f (λx + (1 − λ)y) > λf (x) + (1 − λ)f (y)

Not convex.

5. Show that
f (x) = x4/3
has a unique global minimizer at x? = 0 but that, for any nonzero
initial point x(0) , the Newton iteration for minimizing f (x) diverges.
Ans: Since f 0 (x) = (4/3)x1/3 , hence f is increasing for x > 0 and
decreasing for x < 0. Hence x = 0 is the unique global minimizer. For
any nonzero initial guess x(0) ,

f 00 = (4/9)x−2/3

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 (k+1) (k) (4/3)(x(k) )1/3
x =x − (k) −2/3
= x(k) − 3x(k) = −2x(k)
(4/9)(x )
Hence
x(k) = (−2)k x(0)
and
|x(k) | → ∞