Math 520

Optimization Theory
Sample Questions for Final, 2015

Problem 1. Consider the problem:

minimize
f (x) = x1

(x1 1)2 + x22 =
subject to
x1 + x2

1
2

Graph the feasible set. Find ALL the local and global minimizers.
Answer: only one local minimizer and only one global minimizer, and it is (1, 0)T .

Problem 2. Consider a feasible set S defined by a set of linear constraints

S = {x : Ax b}.
Prove that S is convex.
Answer: skipped.

Problem
3. Find a standard
2x1 + 5x2

x1 x2

subject to
0

x2 5
Answer:

2 5
1 1
1 0

x
1
0
0

formof the linear programming problem: maximize z = 3x1 6x2

7,

4,
. Write out A, x, b, c, and the relations between old and new variables.
3

= (x1 ,
x2 , s1 , s2 , s3 )T , x2 = x2 + 5, z = z 30, z = cT x, c = (3, 6, 0, 0, 0)T , A =
0 0
1 0 , b = (18, 9, 3)T .
0 1

Problem 4. How many extreme points does the following region in R4 have?


x1 + x3 = 1
.
x2 + x4 = 2
Are there any degenerate basic feasible solutions? If yes, what are they?
Answer. There are 4 extreme points: (1, 2, 0, 0)T , (1, 0, 0, 2)T , (0, 2, 1, 0)T , (0, 0, 1, 2)T . No degenerate ones.

Problem 5. Consider
standard form: minimizing z = cT x subject to Ax = b,
 a linear program
 withthe 

T
1 1 1 0
2
x 0 where A =
, b =
, c = 1 2 0 0
. Check whether the basis
2 1 0 1
1
xB = {x3 , x4 } is optimal or not.
1

Answer: use the optimality test: cTN = cTN cTB B 1 N . No, this basis is not optimal.

Problem 6. Consider the problem: minimize f (x) = x21 2x1 x22 + x42 x52 .
(i) Show that the first and second order necessary conditions for optimality are satisfied at (0, 0)T .
(ii) Show that the origin (0, 0)T is not a local minimizer of f . Hint: consider several curves of the form
x2 = kx21 for some different values of k.




0
2 0
Answer: (i) f (0, 0) =
, 2 f (0, 0) =
. (ii) along the curve x1 = x22 , f = x52 , so if x2 > 0,
0
0 0
f < 0 and if x2 < 0, f > 0. So (0, 0) is neither.

Problem 7. Suppose that the steepest descent method (with an exact line search) is used to minimize
the quadratic function
1
f (x) = xT Qx cT x,
2
where Q is a symmetric and positive-definite matrix. Prove that
fk+1 = fk
where fk = f (xk ) and fk=1 = f (xk+1 ).

fkT fk
Qfk
fkT Qfk

(x)
Answer: hint: the exact line search gives = p pf
where p = fk .
T Qp

Problem 8. Show that the steepest descent method applied on the minimization of f (x1 , x2 , x3 ) =
x21 + x22 + x23 will find the solution in only one iteration with the starting point x0 = (1, 1, 1)T when the
step length = 0.5.
Answer: simple. skipped.

Problem 9. Use the classic Newtons method to minimize the function f (x) = x20 starting with x0 = 2.
(i) What is the limit of the Newtons sequence?
(ii) What is the convergence rate and rate constant ?

k)
Answer: (i) the Newtons sequence of minimization is xk+1 = xk ff(x
(xk ) . In this problem, xk+1 =
k+1
( 18
x0 . The limit is 0. (ii) The rate is 1 and the rate constant is 18
19 )
19 .

Problem 10. Solve the problem: minimize f (x) =

n
P

j=1

cj
xj

subject to

n
P

j=1

18xk
19

aj xj = 1, aj > 0, cj > 0, xj 0,

j = 1, , n. Note: only need to find the stationary points. Ignore the sufficient condition on reduced
Hessian.
q
n
n
n
P
P
P

c
cj
aj xj 1). Solve L = 0, then = (
aj cj )2 , and xj = ajj .
Answer: L(x, ) =
xj (
j=1

j=1

j=1

Problem 11. Solve the problem: minimize f (x) = x1 + x2 subject to log(x1 ) + 2 log(x2 ) = 1. Check the
2

sufficient condition on reduced Hessian.

Answer: = ( 4e )1/3 , x1 = , x2 = 2, Z T 2xx L Z =
14 page 14.

3
2

> 0. For details, see the Lecture notes Chapter

Problem 12. Solve the problem: minimize f (x) = x1 + x2 subject to x21 + x22 1. Do not use the graphing
method. Use the necessary and sufficient conditions.
1
. The sufficient
Answer:L = x1 + x2 (1 x21 x22 ). The stationary points are = 12 , x1 = x2 = 2

T
2
condition Z+ xx L Z+ = 2 2. For details, see Lecture notes Chapter 14 page 16.