Math Problem Statement
Cours_Optimisation.pdf
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Exercice 1
Pour chacune des fonctions suivantes, déterminer les points critiques et leur nature :
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f(x, y) = x4 + y4 − 2(x − y)2,
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f(x, y, z) = x2
2 + xyz − z + y,
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f(x, y) = (x − 1)2 + 2y2,
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f(x, y) = x3y2(6 − x − y)
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f(x, y) = ex−y (x2 − 2y2),
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f(x, y) = 8
x + x
y + y,
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f(x, y) = exy sous la contrainte x3 + y3 = 16
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f(x, y, z) = 2x + 2y + z sous la contrainte x2 + y2 + z2 = 9
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f(x, y, z) = x2 + y2 + z2 sous la contrainte x + y + z = 12
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f(x, y, z, t) = x + y + z + t sous la contrainte x2 + y2 + z2 + t2 = 1
Solution
The exercise involves determining critical points and their nature for various functions using principles of multivariable calculus and optimization. Here's a structured explanation for the first two functions. Further solutions can be computed similarly:
1.
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Gradient computation:
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Set gradient equal to zero: Simplify: Solving these equations yields the critical points, such as and symmetric solutions.
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Hessian matrix: Compute the second partial derivatives: Hessian: Evaluate eigenvalues of at each critical point to classify as minimum, maximum, or saddle point.
2.
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Gradient computation:
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Set gradient equal to zero: Solve these equations simultaneously to find critical points.
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Hessian matrix: Compute the second partial derivatives: Hessian: Use eigenvalues of at critical points for classification.
Would you like me to complete the analysis for all functions or provide detailed steps for specific ones? Let me know how you'd like to proceed!
Relative Questions:
- How do the eigenvalues of the Hessian help in classifying critical points?
- What are sufficient conditions for a point to be a local maximum in multivariable optimization?
- How is the method of Lagrange multipliers applied in problems with constraints?
- Can critical points exist outside the domain of a given function? Why or why not?
- How do convexity properties of functions affect the classification of critical points?
Tip:
Always verify if the Hessian determinant is zero before using eigenvalues to classify the critical points, as this could indicate a degenerate case.
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Math Problem Analysis
Mathematical Concepts
Optimization
Multivariable Calculus
Critical Point Analysis
Hessian Matrix
Lagrange Multipliers
Partial Derivatives
Formulas
Gradient: ∇f = [∂f/∂x, ∂f/∂y, ...]
Hessian Matrix: H(f) = [∂²f/∂xi∂xj]
Lagrangian: L(x, λ) = f(x) - λg(x)
Theorems
First Order Optimality Conditions
Second Order Optimality Conditions
Schwarz's Theorem for Mixed Partial Derivatives
Lagrange Multiplier Theorem
Suitable Grade Level
University Level - Advanced Calculus/Optimization
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