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Optimization Notes

This document discusses finding critical points of functions of two variables. Critical points are where the first partial derivatives are equal to zero. The document provides examples of finding critical points and using the second derivative test to determine if they are local minimums, maximums, or saddle points. This includes finding the critical points of sample functions and applying the tests to identify the types of critical points. Practice problems are also provided to have the reader find and identify critical points of additional functions.

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kamohelo tsoeu
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22 views

Optimization Notes

This document discusses finding critical points of functions of two variables. Critical points are where the first partial derivatives are equal to zero. The document provides examples of finding critical points and using the second derivative test to determine if they are local minimums, maximums, or saddle points. This includes finding the critical points of sample functions and applying the tests to identify the types of critical points. Practice problems are also provided to have the reader find and identify critical points of additional functions.

Uploaded by

kamohelo tsoeu
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Optimization of functions of two variables

Local minima, local maxima and saddle point- Critical points Our goal is
to now find maximum and/or minimum values of functions of several variables, e.g.,
f (x, y) over prescribed domains. As in the case of single-variable functions, we must
first establish the notion of critical points of such functions.

1. Local minimum-A point (a, b) is a local minimum of the function f (x, y) if


there exists a circle Cr of radiusr > 0 centered at (a, b) such that f (x, y) ≥
f (a, b) for all (x, y) lying inside Cr.

2. Local maximum-A point (a, b) is a local minimum of the function f (x, y) if


there exists a circle Cr of radiusr > 0 centered at (a, b) such that f (x, y) ≤
f (a, b) for all (x, y) lying inside Cr.

In general, a point(a, b) is said to be a critical point of the function f (x, y) if either


∂f ∂f
∂x
(a, b) = 0 and ∂y
(a, b) = 0, or fx (a, b) = 0 and fy (a, b) = 0.
Example 1 Find all critical points of the function
f (x, y) = x2 y − 2xy 2 + 3xy + 4

Solution
To find critical points, we find (x, y) that satisfy fx = 0 and fy = 0, i.e
fx = 2xy − 2y 2 + 3y = 0
fy = x2 − 4xy + 3x = 0

First of all, we note that the partial derivatives fx and fy are defined for all (x, y).
We can factorize these equations further to give
y(2x − 2y + 3) = 0
x(x − 4y + 3) = 0

The above equations must be satisfied simultaneously. There are four possibilities:

1
1. x = 0 and y = 0, implying that (0, 0) is a critical point.

2. y = 0 and x − 4y + 3 = 0, implying that x = 3. This yields the critical point


(3, 0).

3. x = 0 and 2x − 2y + 3 = 0, implying that y = 3/2. This yields the critical


point (0, 3/2).

4. 2x − 2y + 3 = 0 and x4y + 3 = 0. This linear system of equations can be solved


to give the critical point (1, 1/2).

Now, the question which comes is ’are this points local minimum, local maximum or
saddle point?’.
To identify each point we must use the second partial derivatives of f (x, y

Second derivative test for critical points of functions f (x, y):


Suppose that (a, b) is a critical point of f (x, y), with fx (a, b) = fy (a, b) = 0. Further-
more, assume that the partial derivatives fxx , fyy and fxy are continuous at(a, b).
Define
A = fxx (a, b), B = fxy (a, b), C = fyy (a, b),
and
D = D(a, b) = AC − B 2 . If

1. D > 0 and A > 0, then (a, b) is a local minimum.

2. D > 0 and A < 0, then(a, b) is a local maximum,

3. D < 0, then(a, b) is a saddle point,

4. D = 0, then no conclusion can be drawn

Let us take a look the function


f (x, y) = x2 + y 2
Here
fx = 2x, fy = 2y.

2
The condition for a critical point fx = fy = 0 is satisfied only by (0, 0). The second
derivatives at (0, 0) are A = fxx (0, 0) = 2, B = fxy (0, 0) = 0, C = fyy (0, 0) = 2.

Then D = ACB 2 = 4 > 0.


SinceA = 2 > 0, the second derivative test tells us that (0, 0) is a local minimum
which, of course, is true.

0.1 Practice questions

Find all the critical points of the following functions and identify them.

1. f (x, y) = x2 − 2xy

2. sin(xy)

3. y cos(2x)

4. sin(x) + cos(y)

5. x3 y + 3x − 2y

6. exy + x2 y 2

7. sin x2 y − xy

8. ln(x2 + y 2 )

9. ln(sin(xy))

x
10. cos y

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