Step 1: Anhydride Formation.
Dicarboxylic acids typically dehydrate to form anhydrides upon heating. However, bulky substituents on the carboxyl groups can impede this reaction.
Step 2: Option Analysis.
- (1) Glutaric acid: Forms an anhydride upon heating.
- (2) Maleic acid: Undergoes dehydration to form an anhydride.
- (3) Dimethyl succinic acid: Readily forms an anhydride despite methyl groups on the carboxyl groups.
- (4) Dimethyl malonic acid: Bulky methyl groups on the carboxyl groups prevent anhydride formation. This acid does not readily form an anhydride when heated.
Step 3: Conclusion.
Therefore, the correct answer is (4) Dimethyl malonic acid.
Final Answer: \[ \boxed{\text{(4) Dimethyl malonic acid}} \]

