FRE6083_HW3

FRE6083_HW3 - FRE 6083 Homework 3 Question 1...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: FRE 6083 Homework 3 Question 1 Differentiation practice. Find the first derivative of the function 10 − . 5 u1D465 2 + uni221A.alt01 log(1 + u1D465 2 ) + 4 log( u1D465 ) exp( u1D465 ) Question 2 Partial derivatives of a multivariable function. The stationary points of a function of several variables are found by setting all the partial derivatives to zero and solving the resulting set of equations—the first order conditions . The second order conditions , properties of the Hessian, determine the type of stationary point—minimum, maximum, saddle point,... (a) Calculate the gradient vector of the function u1D453 ( u1D465, u1D466 ) = u1D465 2 u1D466 − 2 u1D465 − 4 u1D466 and hence find the stationary points, if any. (b) Calculate the Hessian of the function in (a). Compute the eigenvalues of the Hessian at the stationary points found in (a). In each case determine if the Hessian is positive definite or negative definite....
View Full Document

This note was uploaded on 02/16/2011 for the course FE 6083 taught by Professor Neveskyi during the Spring '11 term at NYU Poly.

Page1 / 2

FRE6083_HW3 - FRE 6083 Homework 3 Question 1...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online