Exam 1
Question
Compute the Hessian of the function
f
(
x
1
,
x
2
)
=
7
x
1
2
+
5
x
1
x
2
+
3
x
2
2
at
(
x
1
,
x
2
)
=
(
1
,
4
)
. What is the value of the upper left element?
6
7
14
5
-
19
Solution
The first-order partial derivatives are
f
'
1
(
x
1
,
x
2
)
=
14
x
1
+
5
x
2
f
'
2
(
x
1
,
x
2
)
=
5
x
1
+
6
x
2
and the second-order partial derivatives are
f
"
11
(
x
1
,
x
2
)
=
14
f
"
12
(
x
1
,
x
2
)
=
5
f
"
21
(
x
1
,
x
2
)
=
5
f
"
22
(
x
1
,
x
2
)
=
6
Therefore the Hessian is
f
"
(
x
1
,
x
2
)
=
(
14
5
5
6
)
independent of
x
1
and
x
2
. Thus, the upper left element is:
f
"
11
(
1
,
4
)
=
14
.
False
False
True
False
False