Denaturation of protein > Exposure of native protein to heat leads to partial denaturation of the protein due to breaking of- > > a. S-S bonds > > b. H-bonds > > c. Hydrophobic interactions > > d. Peptide bonds After a bit of surface googling I understand peptide bonds are not broken in the process of denaturation and di-sulphide bonds are not broken either (by heat) but by reducers like $\beta$\- Mercaptoethanol. These reducers are added in experiments to ensure that the bonds which contribute largely to the tertiary structure are broken. So either H-bonds or hydrophobic interactions are affected. I cannot make out which one would be the most affected/first one to be affected since the question says partial denaturation, meaning, it was not heated for long.

If you think about the boiling of water, I'm sure you can understand that heat breaks hydrogen bonds. Next consider that the hydrophobic effect is driven entropically and so, by the equation $\Delta G=\Delta H-T\Delta S$, its strength increases with temperature (to a point). See here and here for further explanation. Also, this paper for a more empirical view.