The document discusses properties of convex functions and critical points of functions. It states that a function is convex if and only if the principal minors of its Hessian matrix are nonnegative everywhere. It then provides rules for determining if a critical point is a local maximum or minimum based on the sign and order of the first nonvanishing derivative. Specifically, it indicates that an odd-order derivative implies the point is not an extremum, while an even-order derivative can imply a maximum or minimum depending on if the derivative is positive or negative.
The document discusses properties of convex functions and critical points of functions. It states that a function is convex if and only if the principal minors of its Hessian matrix are nonnegative everywhere. It then provides rules for determining if a critical point is a local maximum or minimum based on the sign and order of the first nonvanishing derivative. Specifically, it indicates that an odd-order derivative implies the point is not an extremum, while an even-order derivative can imply a maximum or minimum depending on if the derivative is positive or negative.
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The document discusses properties of convex functions and critical points of functions. It states that a function is convex if and only if the principal minors of its Hessian matrix are nonnegative everywhere. It then provides rules for determining if a critical point is a local maximum or minimum based on the sign and order of the first nonvanishing derivative. Specifically, it indicates that an odd-order derivative implies the point is not an extremum, while an even-order derivative can imply a maximum or minimum depending on if the derivative is positive or negative.
Copyright:
Attribution Non-Commercial (BY-NC)
Available Formats
Download as DOCX, PDF, TXT or read online from Scribd
1 Suppose %1 2 ) has conLlnuous secondorder parLlal derlvaLlves
for each polnL _ %1 2 ) _ 1hen %1 2 ) ls a convex
funcLlon on lf and only lf for each _ all prlnclpal mlnors of are nonnegaLlve 2. II 1 * and 1 II the Iirst nonvanishing nonzero derivative at is an odd-order derivative | 1 1 and so on| then is not a local maximum or a local minimum. II the Iirst nonvanishing derivative at is positive and an even-order derivative then is a local minimum. II the Iirst nonvanishing derivative at is negative and an even-order derivative then is a local maximum. ,80 Endpoint8 ,,nd -of [,, -] rom igure 2 we see that II 1, then ,is a local minimum. II 1, then ,is a local maximum. II 1- then -is a local maximum. II 1- then -is a local minimum.