吾該有沒人識做呢幾條問題啊?

2007-10-20 9:49 am
3. Given an example of a quasiconcave function that is not concave.

4. Suppose f is concave. Show that it is quasiconcave.

8. The price vector is (1,2,3) and you can (just) afford (2, 1,5). What is your budget
constraint?

10. Draw level curves for the function
f(x,y) = -(x^2 + y^2):
Indicate the gradient at (1,1).

回答 (1)

2007-10-20 11:11 am
✔ 最佳答案
3


圖片參考:http://upload.wikimedia.org/wikipedia/commons/0/02/Quasiconvex_function.png


This graph is a quasiconvex function which is not convex.

Now, you reflect the graph with the x-axis, then the resluting graph is a quasiconcave function that is not concave.

4

Proof
Denote the function by f , and the (convex) set on which it is defined by S. Let a be a real number and let x and y be points in the upper level set Pa: x ∈ Pa and y ∈ Pa. We need to show that Pa is convex. That is, we need to show that for every λ ∈ [0,1] we have (1 − λ)x + λy ∈ Pa.
First note that the set S on which f is defined is convex, so we have (1 − λ)x + λy ∈ S, and thus f is defined at the point (1 − λ)x + λy.
Now, the concavity of f implies that

f ((1−λ)x + λy) ≥ (1−λ) f (x) + λ f (y).Further, the fact that x ∈ Pa means that f (x) ≥ a, and the fact that y ∈ Pa means that f (y) ≥ a, so that

(1−λ) f (x) + λ f (y) ≥ (1−λ)a + λa = a.Combining the last two inequalities, we have

f ((1−λ)x + λy) ≥ a,so that (1−λ)x + λy ∈ Pa. Thus every upper level set is convex and hence f is quasiconcave
10


圖片參考:http://in.geocities.com/myisland8132/yahooknowledge/7007102000410.bmp

The gradient is (-2x,-2y)
So the gradient at (1,1) is (-2,-2)
you just need to draw the vector (-2,-2) at (1,1)






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