Step 1: Anhydride Formation.
When heating dicarboxylic acids, they typically undergo dehydration to form anhydrides. However, the presence of bulky substituents on the carboxyl groups can hinder this process.
Step 2: Analysis of Options.
- (1) Glutaric acid: Glutaric acid can form an anhydride upon heating.
- (2) Maleic acid: Maleic acid can also undergo dehydration to form an anhydride.
- (3) Dimethyl succinic acid: Dimethyl succinic acid, with methyl groups on the carboxyl groups, still readily forms anhydride.
- (4) Dimethyl malonic acid: The bulky methyl groups on the carboxyl groups prevent the formation of an anhydride. Therefore, this acid does not readily form anhydride on heating.
Step 3: Conclusion.
Thus, the correct answer is (4) Dimethyl malonic acid.
Final Answer: \[ \boxed{\text{(4) Dimethyl malonic acid}} \]

