Week-11
Week-11
1. Question
Consider the following function
f(x, y, z) = x 2 z + y 3 e xy + sin(xyz)
Which of the following option(s) is (are) true?
1.1. Answer:
• f xx = 2z + y 5 e xy + y 2 z 2 - y 2 z 2 sin(xyz)
1.2. Solution
Few useful formulae :
d
• ex = ex
dx
• Let h(x) = f(g(x)), then h'(x) = f'(g(x) × g'(x)
d
• (f(x) × g(x)) = f'(x) × g(x) + f(x) × g'(x)
dx
Let us find f xx
fxx 𝛿 𝛿
= x 2 z + y 3 e xy + sin(xyz)
𝛿x 𝛿x
𝛿
= 2xz + y 4 e xy + yz cos(xyz)
𝛿x
= 2z + y 5 e xy + y 2 z 2 - (yz) 2 sin(xyz)
Hence, option 1 is incorrect and option 2 is correct.
Let us find f zy
fzy 𝛿 𝛿
= x 2 z + y 3 e xy + sin(xyz)
𝛿y 𝛿z
𝛿
= x 2 + xy cos(xyz)
𝛿y
= x cos(xyz) - x 2 yz sin(xyz)
Let us find f xz
fxz 𝛿 𝛿
= x 2 z + y 3 e xy + sin(xyz)
𝛿z 𝛿x
𝛿
= 2xz + y 4 e xy + yz cos(xyz)
𝛿z
= 2x + y cos(xyz) - xy 2 z sin(xyz)
2. Question
Number of critical points of the function f(x, y, z) = e x x 2 - y 2 - 2z 2 is
2.1. Answer : 2
2.2. Solution
Few useful formulae :
d x
• e = ex
dx
• Let h(x) = f(g(x)), then h'(x) = f'(g(x) × g'(x)
d
• (f(x) × g(x)) = f'(x) × g(x) + f(x) × g'(x)
dx
We can see that the gradient of f is defined for all the points in R 3 . Therefore, all the critical points will have
its gradient equal to (0, 0, 0)
∇f(x, y, z) = (0, 0, 0)
e x x 2 - y 2 - 2z 2 + 2x, - 2y, - 4z = (0, 0, 0)
x 2 - y 2 - 2z 2 + 2x, - 2y, - 4z = (0, 0, 0)
We get the following equations :
x 2 - y 2 - 2z 2 + 2x = 0
x 2 + 2x = 2z 2 + y 2 (1)
-2y = 0
y=0 (2)
-4z = 0
z=0 (3)
x 2 + 2x = 2(0) 2 + (0) 2
x 2 + 2x = 0
x( x + 2) = 0
3. Question
3.1. Answers :
• (0, 0) is the only critical point of f.
• (0, 0) is a local minimum of f.
• (0, 0) is a global minimum of f.
3.2. Solution
Few useful formulae :
d 1
• x =
dx 2 x
• Let h(x) = f(g(x)), then h'(x) = f'(g(x) × g'(x)
d
• (f(x) × g(x)) = f'(x) × g(x) + f(x) × g'(x)
dx
∇f(x, y) 2x 2y
= ,
2 x2 + y2 2 x2 + y2
x y
= ,
x2 + y2 x2 + y2
f(0 + h, 0) - f(0, 0) h2 - 0
lim = lim
h→0 h h→0 h
|h|
= lim
h→0 h
x y
We can see that ∇f(x, y) = , will not be equal to (0, 0) for all
2 2 2 2
x +y x +y
(x, y) ∈ R 2 - {(0, 0)}.Therefore, the only critical point of f is (0, 0).
f(0, 0) = 0 2 + 0 2
=0
The range of f(x, y) is [0, ∞). Therefore, (0, 0) is the global minimum. Since it is a global minimum, it is
also a local minimum.
Hence, option 2, option 4 and option 5 are correct. Option 1 and option 3 are incorrect.
4. Question
Find the minimum value of the surface area of a rectangular box that has a volume of 1000 uint 3 .
Note: If x, y and z represent the lengths of the three sides of a rectangular box, then the surface area and
volume are given by 2(xy + yz + zx) and xyz respectively.
4.2. Solution
Useful formula :
d 1 -n
• =
dx x n
x n+1
Let x, y and z represent the lengths of the three sides of the given rectangular box.
Given ⟹ the volume of the rectangular box is 1000 unit 3 .
xyz = 1000
z = 1000 / xy
We have to find the minimum value of the surface area of the rectangular box, provided the volume is
1000 unit 3 .
Surface Area = 2(xy + yz + zx)
1000 1000
= 2 xy + y +x
xy xy
2000 2000
= 2xy + +
x y
We can see that the surface area is a function of x and y. Therefore, Surface Area = f(x, y) where
2000 2000
f(x, y) = 2xy + + . Clearly, f is not defined at (0, 0).
x y
∇f(x, y) = (0, 0)
2000 2000 = (0, 0)
2y - , 2x -
x2 y2
2000 = 0 2000 = 0
2y - 2x -
x2 y2
2y 2000 2x 2000
= =
x2 y2
yx 2 = 1000 (1) x 1000
= (2)
y2
1000
2 = 1000
y
y2
(1000) 2 = 1000
y3
1000 = y 3
y = 10
Substitute y = 10 in (2)
x 1000
=
(10) 2
x = 10
2000 2000
fx = 2y - and f y = 2x - . Let us find f xx , f xy , f yx and f yy .
x2 y2
fxx 𝛿 2000 fxy 𝛿 2000
= 2y - = 2y -
𝛿x x2 𝛿y x2
4000 =2
=
x3
Hf(x, y) 4000
2
= x3
4000
2
y3
Let us find Hf(10, 10)
2000 2000
f(x, y) = 2xy + + is a continuous function in this region. (10, 10) is the local minimum in
x y
this rectangle.
10 10
(10, 10)
10 -10
10 -10 10 10
By choosing n appropriately, we can cover any arbitrary point in the domain of the function and construct a
bounded rectangle that contains that point. In that bounded region, f attains a local minimum at (10, 10).
Hence, option 4 is correct.
5. Question
Consider a function f(x, y, z) = x 3 + 3y 3 + z 3 - 4x - 6y - 4z. If A is the Hessian matrix of f(x, y, z) at
(0, 1, 1), then which of the following option(s) is(are) true?
5.1. Answers :
• det(A) = 0
• Rank(A) = 2
• Nullity(A) = 1
5.2. Solution
𝛿f 𝛿f 𝛿f
Let us find , and .
𝛿x 𝛿y 𝛿z
𝛿f = 3x 2 - 4 𝛿f = 9y 2 - 6 𝛿f = 3z 2 - 4
𝛿x 𝛿y 𝛿z
𝛿2f 𝛿2f 𝛿2f
Let us find , and
𝛿x 2 𝛿y 2 𝛿z 2
𝛿2f 𝛿 𝛿 𝛿2f 𝛿 𝛿f 𝛿2f 𝛿 𝛿f
= = =
𝛿x 2 𝛿x 𝛿x 𝛿y 2 𝛿y 𝛿y 𝛿z 2 𝛿z 𝛿z
𝛿 𝛿 𝛿
= 3x 2 - 4 = 9y 2 - 6 = 3z 2 - 4
𝛿x 𝛿y 𝛿z
= 6x = 18y = 6z
𝛿2f 𝛿2f
Let us find and
𝛿x𝛿y 𝛿x𝛿z
𝛿2f 𝛿 𝛿f 𝛿2f 𝛿 𝛿f
= =
𝛿x𝛿y 𝛿x 𝛿y 𝛿x𝛿z 𝛿x 𝛿z
𝛿 𝛿
= 9y 2 - 6 = 3z 2 - 4
𝛿x 𝛿x
=0 =0
𝛿2f 𝛿2f
Let us find and
𝛿y𝛿x 𝛿y𝛿z
𝛿2f 𝛿 𝛿f 𝛿2f 𝛿 𝛿f
= =
𝛿y𝛿x 𝛿y 𝛿x 𝛿y𝛿z 𝛿y 𝛿z
𝛿 𝛿
= 3x 2 - 4 = 3z 2 - 4
𝛿y 𝛿y
=0 =0
𝛿2f 𝛿2f
Let us find and
𝛿z𝛿x 𝛿z𝛿y
𝛿2f 𝛿 𝛿f 𝛿2f 𝛿 𝛿f
= =
𝛿z𝛿x 𝛿z 𝛿x 𝛿z𝛿y 𝛿z 𝛿y
𝛿 𝛿
= 3x 2 - 4 = 9y 2 - 6
𝛿z 𝛿z
=0 =0
Clearly, det(A) = 0
6. Question
6.1. Answers :
e - e 2 -e 2
• Hessian matrix of f at point (1,1) is
-e 2 e - e 2
• f has a saddle point
6.2. Solution
Few useful formulae :
d 1
• x =
dx 2 x
• Let h(x) = f(g(x)), then h'(x) = f'(g(x) × g'(x)
d
• (f(x) × g(x)) = f'(x) × g(x) + f(x) × g'(x)
dx
𝛿f 𝛿f
Let us find and
𝛿x 𝛿y
𝛿f = e x - e x+y 𝛿f = e y - e x+y
𝛿x 𝛿y
𝛿2f 𝛿2f
Let us find and
𝛿x 2 𝛿y 2
𝛿2f 𝛿 𝛿 𝛿2f 𝛿 𝛿f
= =
𝛿x 2 𝛿x 𝛿x 𝛿y 2 𝛿y 𝛿y
𝛿 x 𝛿 y
= e - e x+y = e - e x+y
𝛿x 𝛿y
= e x - e x+y = e y - e x+y
𝛿2f 𝛿2f
Let us find and
𝛿x𝛿y 𝛿y𝛿x
𝛿2f 𝛿 𝛿 𝛿2f 𝛿 𝛿
= =
𝛿x𝛿y 𝛿x 𝛿y 𝛿y𝛿x 𝛿y 𝛿x
𝛿 𝛿
= e y - e x+y = e x - e x+y
𝛿x 𝛿y
= -e x+y = -e x+y
Hessian matrix Hf(x, y) is given by
𝛿2f 𝛿2f
𝛿x 2 𝛿x𝛿y e x - e x+y -e x+y
Hf(x, y) = =
𝛿2f 𝛿2f -e x+y e y - e x+y
𝛿y𝛿x 𝛿y 2
𝛿f 𝛿f
We can see that both and are defined for all (x, y) ∈ R 2 . Let us find a critical points of f by equating
𝛿x 𝛿y
𝛿f 𝛿f
with 0 and with 0. Note, e m > 0 for all m ∈ R
𝛿x 𝛿y
𝛿f = 0 𝛿f = 0
𝛿x 𝛿y
x
e -e x+y =0 y
e -e x+y =0
ex 1 - ey =0 ey 1 - ex =0
1 = ey 1 = ex
ln(1) = ln e y ln(1) = ln e x
0=y 0=x
From this, we can see (0, 0) is the only critical point of f(x, y)
Since det(Hf(0, 0)) < 0 we can say that (0, 0) is a saddle point. There are no more critical points.
Therefore, f does not have a maximum.
Hence, option 2 and option 4 are correct. Option 1 and option 3 are incorrect.
7. Question
Choose the correct statements.
7.1. Answers :
• If f : R 3 → R is a linear transformation then the Hessian matrix H f (x, y, z) is same for all
(x, y, z) ∈ R.
• For each n ∈ N there exists a map f : R n → R such that the rank of the Hessian matrix
Hf (x1 , x2 ,..., xn ) is n for some (x1 , x2 ,..., xn ) ∈ R n
• For each n ∈ N there exists a map f : R n → R such that the rank of the Hessian matrix
Hf (x1 , x2 ,..., xn ) is symmetric for all (x1 , x2 ,..., xn ) ∈ R n
7.2. Solution
Option 1 is incorrect. Let f(x, y, z) = x 4 + y 2 + z 2 .
𝛿2f
We can see that
2
= 12x 2 . As we change x, this will vary. In this example, Hessian matrix Hf (x, y, z)
𝛿x
will not be the same for all (x, y, z). Therefore, the first option is not always true.
Option 2 is correct.
Any linear transformation f : R 3 → R will be of the form f(x, y, z) = ax + by + cz, where a, b, c ∈ R.
Differentiating a linear function twice will result in 0. Therefore, all the second order partial derivatives of f
will be 0. In this case, the Hessian matrix of f will be as follows :
0 0 0
0 0 0
0 0 0
Therefore, the hessian matrix of any linear transformation f : R 3 → R will be the matrix above.
where a 1 , a 2 ,..., a n ∈ R
8. Question
The maximum value of the function -2x 2 + 2xy - y 2 + 12x - 4y - 7.
8.1. Answer : 13
8.2. Solution
We can clearly see that the gradient is defined for all (x, y) ∈ R 2 . Therefore, we will find the critical points
of f by equating it with (0, 0).
∇f(x, y) = (0, 0)
(-4x + 2y + 12, +2x - 4y) = (0, 0)
We get the following equations.
-4x + 2y + 12 = 0 (1)
2x - 4y = 0
x = 2y (2)
Substitute x = 2y in (1)
-4(2y) + 2y + 12 = 0
-8y + 2y + 12 = 0
-6y + 12 = 0
y=2
From (2) we can see that y = 2 will imply x = 4. Therefore, (4, 2) is the only critical point of f.
𝛿2f 𝛿 𝛿f 𝛿2f 𝛿 𝛿f
= =
𝛿x 2 𝛿x 𝛿x 𝛿x𝛿y 𝛿x 𝛿y
𝛿 𝛿
= (-4x + 2y + 12) = (2x - 4y)
𝛿x 𝛿x
= -4 =2
𝛿2f 𝛿 𝛿f 𝛿2f 𝛿 𝛿f
= =
𝛿y𝛿x 𝛿y 𝛿x 𝛿y 2 𝛿y 𝛿y
𝛿 𝛿
= (-4x + 2y + 12) = (2x - 4y)
𝛿y 𝛿y
=2 = -4
𝛿2f
det(Hf(4, 2)) = 12 and = - 4.
𝛿x 2
(4,2)
𝛿2f
Since det(Hf(4, 2)) > 0 and < 0, we can say that (4, 2) is a local maximum.
𝛿x 2
(4,2)
Both -(x - 4) 2 and -(x - y - 2) 2 will always be lesser than or equal to zero. f(x, y) will be maximum when
both -(x - 4) 2 and -(x - y - 2) 2 become zero. This is possible at (4, 2). Therefore, (4, 2) is a global
maximum.
f(4, 2) = -(4 - 4) 2 - (4 - 2 - 2) 2 + 13
= 13
9. Question
9.1. Answer :
• f is continuous at (0, 0)
• f x (0, 0) = f y (0, 0)
• f is differentiable at (0, 0)
9.2. Solution
Let us find lim f(x, y)
(x,y) → (0,0)
lim f(x, y) 1
(x,y) → (0,0) = lim (x - y) 2 sin
(x,y) → (0,0) x-y
We can see that substituting (0, 0) in f(x, y) is not possible. Let us approach (0, 0) along
Notice, the range of sine function is [-1, 1].
3 1
In our case, for example, if x = and y = , we get
𝜋 𝜋
1 1 𝜋
sin = sin = sin =1
3
-𝜋
1 2 2
𝜋 𝜋
1 3
if x = and y = , we get
𝜋 𝜋
1 1 -𝜋
sin = sin = sin = -1
1
-
3 -2 2
𝜋 𝜋 𝜋
Therefore,
1
-1 ⩽ sin ⩽1
x-y
1
-(x - y) 2 ⩽ (x - y) 2 sin ⩽ ( x - y) 2
x-y
1
lim - ( x - y) 2 ⩽ lim (x - y) 2 sin ⩽ lim (x - y)
(x,y) → (0,0) (x,y) → (0,0) x-y (x,y) → (0,0)
1
0⩽ lim (x - y) 2 sin ⩽0
(x,y) → (0,0) x-y
Notice, f(0, 0) = 0.
1
Since, lim (x - y) 2 sin exists and is equal to f(0, 0), we can say that f is continuous at
(x,y) → (0,0) x-y
(0, 0). Hence, option 1 is correct.
𝛿f f(h, 0) - f(0, 0)
= lim
𝛿x
h→0 h
(0,0)
1
(h - 0) 2 sin h-0
-0
= lim
h→0 h
1
h 2 sin h
= lim
h→0 h
1
= lim h sin
h→0 h
2 1 𝜋 2
In our case, for example, when h = , sin = sin = 1 and if h = - then
𝜋 h 2 𝜋
1 -𝜋
sin = sin = - 1. Therefore,
h 2
1
-1 ⩽ sin ⩽1
h
1
-h ⩽ h sin ⩽h
h
1
lim - h ⩽ lim h sin ⩽ lim h
h→0 h→0 h h→0
1
0 ⩽ lim h sin ⩽0
h→0 h
𝛿f = 0
𝛿x
Let us find partial derivative of f with respect to y at (0, 0). Note, sin(-𝜃) = - sin(𝜃)
𝛿f f(0, h) - f(0, 0)
= lim
𝛿y
h→0 h
(0,0)
1
(0 - h) 2 sin 0-h
-0
= lim
h→0 h
-1
h 2 sin h
= lim
h→0 h
1
= lim - h sin
h→0 h
1
= - lim h sin
h→0 h
= - ( 0)
=0
Differentiability of f
A scalar-valued multivariable function f : R n → R is said to be differentiable at v ∈ R n if ∇f(v) exists and
f(v + h) - f(v) - h · ∇f(v)
lim = 0. Here, n > 1.
h→0 ||h||
We know that the gradient of f at (0, 0) exists.
f(a, b)
lim
(a,b) → (0,0) ||(a, b)||
1
(a - b) 2 sin a-b
lim
(a,b) → (0,0)
a2 + b2
( a - b) 2 1
lim sin (1)
(a,b) → (0,0)
a2 + b2 a-b
( a - b) 2
lim
(a,b) → (0,0)
a2 + b2
a 2 + b 2 - 2ab
lim
(a,b) → (0,0)
a2 + b2
2
a2 + b2 - 2ab
lim
(a,b) → (0,0)
a2 + b2
2
a2 + b2 2ab
lim -
(a,b) → (0,0)
a2 + b2 a2 + b2
2ab
lim a2 + b2 -
(a,b) → (0,0)
a2 + b2
A. M - G. M inequality :
2|ab| ⩽ a 2 + b 2
Proof :
0 ⩽ ( a - b) 2
0 ⩽ a 2 - 2ab + b 2
2ab ⩽ a 2 + b 2
2|ab| ⩽ a 2 + b 2
Therefore,
-ab ⩽ |ab|
-2ab ⩽ 2|ab|
-2ab ⩽ 2|ab| ⩽ a 2 + b 2
-2ab ⩽ a 2 + b 2
-2ab a2 + b2
⩽
a2 + b2 a2 + b2
2
-2ab a2 + b2
⩽
2 2
a +b a2 + b2
-2ab
⩽ a2 + b2
a2 + b2
-2ab
a2 + b2 + ⩽ a2 + b2 + a2 + b2
a2 + b2
-2ab
a2 + b2 + ⩽2 a2 + b2
a2 + b2
-2ab
-2 a2 + b2 ⩽ a2 + b2 + ⩽2 a2 + b2
a2 + b2
-2ab
lim - 2 a 2 + b 2 ⩽ lim a2 + b2 + ⩽ lim 2 a2 + b2
(a,b) → 0 (a,b) → 0 (a,b) → 0
a2 + b2
-2ab
0 ⩽ lim a2 + b2 + ⩽0
(a,b) → 0 2 2
a +b
By Sandwich Theorem, we get :
2 2
-2ab ( a - b) 2
lim a +b + = lim =0 (2)
(a,b) → 0 2 2 (a,b) → (0,0) 2 2
a +b a +b
1
-1 ⩽ sin ⩽1
a-b
( a - b) 2 ( a - b) 2 1 ( a - b) 2
- ⩽ sin ⩽
2
a +b 2
a +b2 2 a-b a2 + b2
- ( a - b) 2 ( a - b) 2 1 ( a - b) 2
lim ⩽ lim sin ⩽ lim
(a,b) → (0,0) 2
a +b 2 (a,b) → (0,0) 2
a +b 2 a-b (a,b) → (0,0)
a2 + b2
From (2)
( a - b) 2 1
0⩽ lim sin ⩽0
(a,b) → (0,0)
a2 + b2 a-b
From this we can conclude that f is differentiable at (0, 0). Hence, option 4 is correct.
10. Question
A company produces two types of chocolates, one that sells for Rs.3 and another at Rs.2. The total
revenue, in lakhs, from the sale of x lakhs chocolates at Rs.2 each and y lakhs at Rs.3 each is given by
F(x, y) = 2x + 3y
The total cost in lakhs for producing x lakhs of the Rs.2 chocolates and y lakhs of the Rs.3 chocolates is
given by
G(x, y) = 2x 2 - 2xy + y 2 - 9x + 6y + 7
Then the maximum profit in lakhs is
10.2. Solution
Let profit be P(x, y). We know profit = revenue - cost.
We can see that ∇f(x, y) is defined for all (x, y) ∈ R. Let us find critical points by equating ∇f(x, y) with
(0, 0)
∇f(x, y) = (0, 0)
(-4x + 2y + 11, 2x - 2y - 3) = (0, 0)
We get the following equations.
-4x + 2y + 11 = 0 (1)
2x - 2y - 3 = 0
2x = 2y + 3
x 2y + 3
= (2)
2
Substitute (2) in (1)
2y + 3 =0
-4 + 2y + 11
2
-4y - 6 + 2y + 11 =0
-2y = -5
y = 2.5
x 2(2.5) + 3
= (3)
2
x 8
=
2
x=4
𝛿2f 𝛿 𝛿f 𝛿2f 𝛿 𝛿f
= =
𝛿x 2 𝛿x 𝛿x 𝛿x𝛿y 𝛿x 𝛿y
𝛿 𝛿
= (-4x + 2y + 11) = (2x - 2y - 3)
𝛿x 𝛿x
= -4 =2
𝛿2f 𝛿 𝛿f 𝛿2f 𝛿 𝛿f
= =
𝛿y𝛿x 𝛿y 𝛿x 𝛿y 2 𝛿y 𝛿y
𝛿 𝛿
= (-4x + 2y + 11) = (2x - 2y - 3)
𝛿y 𝛿y
=2 = -2
𝛿2f
det(Hf(4, 2.5)) = 4 and = -4
𝛿x 2
(4,2.5)
𝛿2f
Since det(Hf(4, 2.5)) > 0 and < 0, we can say that (4, 2.5) is a local maximum.
𝛿x 2
(4,2.5)
Both -(x - 4) 2 and -(x - y - 1.5) 2 will always be lesser than or equal to zero. P(x, y) will be maximum
when both -(x - 4) 2 and -(x - y - 1.5) 2 become zero. This is possible at (4, 2.5). Therefore, (4, 2.5) is a
global maximum.