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Date: 25-7-2019
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Date: 22-5-2019
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Date: 20-9-2019
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Suppose is a function of
that is twice differentiable at a stationary point
.
1. If , then
has a local minimum at
.
2. If , then
has a local maximum at
.
The extremum test gives slightly more general conditions under which a function with is a maximum or minimum.
If is a two-dimensional function that has a local extremum at a point
and has continuous partial derivatives at this point, then
and
. The second partial derivatives test classifies the point as a local maximum or local minimum.
Define the second derivative test discriminant as
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(1) |
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(2) |
Then
1. If and
, the point is a local minimum.
2. If and
, the point is a local maximum.
3. If , the point is a saddle point.
4. If , higher order tests must be used.
REFERENCES:
Abramowitz, M. and Stegun, I. A. (Eds.). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing. New York: Dover, p. 14, 1972.
Thomas, G. B. Jr. and Finney, R. L. "Maxima, Minima, and Saddle Points." §12.8 in Calculus and Analytic Geometry, 8th ed. Reading, MA: Addison-Wesley, pp. 881-891, 1992.
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