Practice Problems-2
1. Let f : R2 → R be differentiable with continuous partial derivatives, and assume
|f ′ (x, y)| ≤ M for all (x, y) in a convex region D ⊆ R2 . Prove that for any two
points X0 , X1 ∈ D,
|f (X1 ) − f (X0 )| ≤ M |X1 − X0 | .
2. Let f : R2 → R be differentiable. Fix a direction vector V ∈ R2 . Define g(t) =
f (X0 + tV ). Use the one-variable mean value theorem on g(t) to show that
f (X0 + V ) − f (X0 ) = f ′ (X0 + θV )(V ),
for some θ ∈ (0, 1).
3. Let f : R2 → R be a differentiable function. Show that f is convex if and only if
f (X) ≥ f (X0 ) + f ′ (X0 )((X − X0 )) for all X, X0 ∈ R2 .
4. Give an example of a differentiable function f : D ⊆ R2 → R and two points
X0 , X1 ∈ D such that the line segment between them is not entirely contained in
D, and for that pair, the relation
f (X1 ) − f (X0 ) = f ′ (C)((X1 − X0 ))
fails to hold.
5. Let f : R2 → R be differentiable and M ∈ R such that |fx (X)| ≤ M and |fy (X)| ≤
M for all X ∈ R2 . Show that |f (X) − f (Y )| ≤ 2M |X − Y | for all X, Y ∈ R2 .
6. Verify that the set D = [a, b] × [c, d] ⊆ R2 is both closed and bounded.
7. Give an example of a function f : D ⊆ R2 → R that is unbounded when D is not
closed.
8. Let f (x, y) = 5y 4 − 6xy 2 + x2 . Show that:
(a) f has a local minimum at (0, 0) along every line through (0, 0).
(b) D(u,v) f (0, 0) = 0 for every 0 ̸= (u, v) ∈ R2 .
(c) f ′ (0, 0) = 0.
(d) f does not have a local minimum at (0, 0).
9. Examine for local maxima, minima, and saddle points:
(a) x2 − y 2 , (b) x4 + y 4 − 2x2 − 2y 2 + 4xy, (c) x2 − 2xy 2 .
1
2 +y 2 )
10. Consider f (x, y) = xye−(x .
(a) Identify the local maxima, minima, and saddle points.
(b) Show that f is bounded.
11. Give an example of a function f : R2 → R that has a local minimum at some
point X0 , but f is not differentiable at X0 . Explain why the necessary condition
f ′ (X0 ) = 0 does not apply.
12. Give an example of a function f : D → R where D = [0, 1]2 , and show that a point
on the boundary of D can be a local extremum even though f ′ (X0 ) ̸= 0.
13. Let f (x, y) = x3 − 3xy 2 .
(a) Find all critical points.
(b) Analyze f along the lines y = 0, y = x, and y = −x near the origin to
determine the nature of the critical point at (0, 0).
14. Let f (x, y) = x2 + y 2 and suppose two linear maps A1 , A2 : R2 → R both satisfy
|f (X0 + H) − f (X0 ) − Ai (H)|
lim = 0, i = 1, 2.
H→0 |H|
Verify that A1 = A2 at any X0 ∈ R2 .
|B(H)|
15. Let B : R2 → R be defined by B(x, y) = 3x + 4y. Check whether limH→0 |H|
= 0.
Does this imply B = 0? Explain.
16. Let ϕ(t) = (t, t2 ) and g(x, y) = x + y. Compute (g ◦ ϕ)′ (t) directly, and verify that
(g ◦ ϕ)′ (t) = g ′ (ϕ(t)) ◦ ϕ′ (t).
17. Let ϕ(t) = (sin t, et ) and g(x, y) = xy. Compute (g ◦ ϕ)′ (t) using both the chain
rule and direct differentiation, and confirm they agree.
18. Let T : R2 → R2 be represented by the matrix
3 4
A= ,
0 2
that is, T (X) = XA ∀ X ∈ R2 . Compute the operator norm
|T | = max |T (X)|
|X|=1
and verify that |T (X)| ≤ |T | |X| for all X ∈ R2 .
19. Let 2 2
x y − y x , (x, y) ̸= (0, 0),
f (x, y) = x+y
0, (x, y) = (0, 0).
Show that, at (0, 0):
2
(a) f is continuous.
(b) fx and fy are continuous.
(c) f is differentiable.
(d) fxy ̸= fyx .
20. For f (x, y) = x3 + y 3 − 3xy, compute
!
∂2f ∂2f
∂x2
(x0 , y0 ) ∂x∂y
(x0 , y0 )
Hessian(f )(x0 , y0 ) = ∂2f ∂2f
∂y∂x
(x0 , y0 ) ∂y 2
(x0 , y0 )
and evaluate the Hessian at all critical points.
21. For f (x, y) = x2 + y 2 − 4x − 6y + 13:
(a) Find the critical point (x0 , y0 ).
(b) Compute the Hessian matrix at (x0 , y0 ).
(c) Determine whether the critical point corresponds to a local maximum, local
minimum, or saddle point.
a c
22. Let A = . Prove that:
c b
(a) A is strictly positive definite if and only if a > 0 and det(A) = ab − c2 > 0.
(b) A is strictly negative definite if and only if a < 0 and det(A) = ab − c2 > 0.
23. Let f (x, y) = sin(xy). Use Taylor’s theorem around (0, 0) up to second order to
approximate f (x, y). Compare the approximation with the actual value for small
(x, y).
24. Let f (x, y) = x2 +3y 2 and ϕ(t) = (t2 , et ). Using the chain rule and second derivative
test ideas, find (f ◦ ϕ)′′ (0) and determine the nature of t = 0.
25. Suppose fx , fy are continuous and have continuous partial derivatives on R2 . Then
f is convex if, for all X ∈ R2 , the matrix
fxx (X) fxy (X)
MX =
fyx (X) fyy (X)
is positive definite.
26. Suppose fx , fy are continuous with continuous partial derivatives on R2 . Show that
f is convex if for all (x, y) ∈ R2 :
2
(a) (fxx fyy − fxy )(x, y) ≥ 0,
(b) fxx (x, y) ≥ 0 or fyy (x, y) ≥ 0.
27. Show that f (x, y) = x2 + y 2 is convex.
28. Find a point on z = xy + 1 nearest to (0, 0, 0).
3
29. Minimize f (x, y, z) = x2 + y 2 + z 2 subject to the linear constraint
x + y + z = 1.
30. Minimize the linear function f (x, y, z) = x + 2y + 3z subject to the quadratic
(sphere) constraint
x2 + y 2 + z 2 = 1.
31. Minimize
f (x, y, z) = x2 + y 2 + z 2
subject to
g1 (x, y, z) = x + y + z − 1 = 0, g2 (x, y, z) = x − y = 0.
32. Find the point on the intersection of the planes
x + 2y + 3z = 6, 2x − y + z = 3
that is nearest to the point P = (1, 2, −1).
33. Let D = {(x, y) ∈ R2 : x > 0, y > 0} and f (x, y) = xy + 1000
x
+ 1000
y
. Find inf f (x, y)
on D.
34. Let D = {(x, y) ∈ R2 : x ≥ 0, y ≥ 0} and f (x, y) = (x2 + y 2 )e−(x+y) . Show that
(a) f is bounded on D.
(b) f attains its maximum on ∂D.
x2 +y 2
(c) ex+y−2 ≥ 4
for all (x, y) ∈ D.