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Optimization Using Calculus: Stationary Points: Functions of Single and Two Variables
Optimization Using Calculus: Stationary Points: Functions of Single and Two Variables
Stationary Points:
Functions of Single
and Two Variables
Figure showing the three types of stationary points (a) inflection point
(b) minimum (c) maximum
.
A2
Relative minimum is
also global optimum
.
f(x) f(x)
.
A1
.
A3
.
B2
.
B1
x x
a b a b
Fig. 2
Some Notes:
z The theorem does not consider if
the maxima or minima occurs at
the end point of the interval of
definition.
z The theorem does not say that the
function will have a maximum or
minimum at every point where
f ’(x) = 0, since this condition
f ’(x) = 0 is for stationary points
which include inflection points
which do not mean a maxima or
a minima.
9 D Nagesh Kumar, IISc Optimization Methods: M2L1
Sufficient condition
( )
f ′′′′ x * = 24 at x* = 2
Consider x = x* = 1
f '' ( x* ) = 240( x* )3 − 540( x* ) 2 + 240 x* = −60 at x* = 1
Since the second derivative is negative the point x = x* = 1 is a point of
local maxima with a maximum value of f(x) = 12 – 45 + 40 + 5 = 12
Consider x = x* = 2
f '' ( x* ) = 240( x* )3 − 540( x* ) 2 + 240 x* = 240 at x* = 2
Since the second derivative is positive, the point x = x* = 2 is a point of
local minima with a minimum value of f(x) = -11
14 D Nagesh Kumar, IISc Optimization Methods: M2L1
Example 4
⎢ ∂f ⎥
⎢ ∂x ( Χ *) ⎥
⎣ 2 ⎦
Solution
8 x22 + 14 x2 + 3 = 0
(2 x2 + 3)(4 x2 + 1) = 0
x2 = −3 / 2 or x2 = −1/ 4
At X2 = [3/2,-1/4]
λ −6 2
λI - H = = (λ − 6)(λ − 4) − 4 = 0
2 λ −4
λ1 = 5 + 5 λ2 = 5 − 5
Since both the eigen values are positive, X-2 is a local minimum.
Minimum value of f(x) is -0.375
Maximize f(X) = 20 + 2 x1 − x1 + 6 x2 − 3 x2 / 2
2 2
⎡ ∂f ⎤
⎢ ∂x ( Χ*) ⎥ ⎡ 2 − 2 x ⎤ ⎡0⎤
Δx f = ⎢ ⎥=⎢ =⎢ ⎥
1 1
⎢ ∂ ⎥ ⎣ − ⎥ X* = [1,2]
f 6 3 x2⎦ ⎣ 0⎦
⎢ ∂x ( Χ*) ⎥
⎣ 2 ⎦
∂2 f ∂2 f ∂2 f ⎡ −2 0 ⎤
= −2; 2 = −3; =0; H=⎢ ⎥
∂x12
∂x2 ∂x1∂x2 ⎣ 0 −3 ⎦
λ+2 0
λI - H = = (λ + 2)(λ + 3) = 0
0 λ +3
λ1 = −2 and λ2 = −3
Since both the eigen values are negative, f(X) is concave and
the required ratio x1:x2 = 1:2 with a global maximum strength
of f(X) = 27 MPa