14.7 Extreme Values and Saddle Points

Calculus of Several Variables
§Partial Derivatives
Extreme Values and Saddle Points
Dr. Tarkeshwar Singh
Department of Mathematics
BITS Pilani, Goa
December 27, 2022
Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 1 / 40

Outline of the section
1 Local Extremum (Maximum and Minimum)

2 Critical Points and Saddle Points
3 Second Derivative Test
4 Absolute Extremum (Maximum and Minimum) and
Algorithm.

Extremal Values
Local Maximum and Local Minimum

A function f (x, y ) defined in a region R containing the
point (a, b) is said to have a
Local maximum at the point (a, b) if for all points
(x, y ) in a disk centered at the point (a, b) we have
f (a, b) ≥ f (x, y ).

Extremal Values

f (a, b) ≥ f (x, y ).
Local minimum at the point (a, b) if for all point
f (a, b) ≤ f (x, y ).

Extremal Values

f (a, b) ≥ f (x, y ).
Local minimum at the point (a, b) if for all point
f (a, b) ≤ f (x, y ).
The local maximum and local minimum are together some

time called local extremal values or relative extrema.
1
−1
0 200
100
200
300 0

First Derivative Test for Extrema
Theorem
If a function f (x, y ) has a local extrema at an interior
point (a, b) of it’s domain and if the first derivatives exist
then we have
fx (a, b) = fy (a, b) = 0

Proof
Let us say that the interior point (a, b) is a local extrema.

Proof

Then consider the single variable function g (x) = f (x, b).

Proof

By the definition of the extrema, this single variable
function g (x) has a local extrema at the point x = a.

Proof

Hence by the single variable theory we know
g ′ (a) = 0 = fx (a, b).

Proof

Hence by the single variable theory we know
g ′ (a) = 0 = fx (a, b).
Similarly working with h(y ) = f (a, y ) we get the result.

Picture

Critical Points
Definition
An interior point of the domain of a function f is called a
critical point of the function if
1 either both the partial fx , fy vanish at the point.
2 or at least one of the partial derivatives fx and fy does
not exist at the point.

Critical Points
Definition
Not every critical point of a differentiable function is a
local extremum.

Critical Points
Definition
Not every critical point of a differentiable function is a
local extremum.
Just as in the one variable situation we could have two
dimensional analogue of “inflection points”. These
analogues are called “saddle points” of the function.
Saddle Points
Definition
A differentiable function f (x, y ) is said to have a saddle
point at a critical (a, b) if for every disk centered at (a, b)
there are points (x, y ) such that f (x, y ) > f (a, b) and
points (x, y ) such that f (x, y ) < f (a, b).

Saddle Points
Definition
A differentiable function f (x, y ) is said to have a saddle
point at a critical (a, b) if for every disk centered at (a, b)
there are points (x, y ) such that f (x, y ) > f (a, b) and
points (x, y ) such that f (x, y ) < f (a, b).
The corresponding point (a, b, f (a, b)) in the surface
z = f (x, y ) is called a saddle point of the surface.

Picture
Figure: Saddle point

20
−20
−5
0 2 4
0
5 −4 −2

Examples
Example. Find local extreme values of the function

f (x, y ) = x 2 + y 2 .

Examples

f (x, y ) = x 2 + y 2 .
Solution. Since the domain of f is entire plane and the
partial derivatives exist everywhere, the only critical points
will be the points where the first derivatives vanish.

Examples

f (x, y ) = x 2 + y 2 .
The first derivatives are fx = 2x, fy = 2y .

Examples

f (x, y ) = x 2 + y 2 .
So the only critical point is the origin, at which the
function value is f (0, 0) = 0.

Examples

f (x, y ) = x 2 + y 2 .
So the only critical point is the origin, at which the
function value is f (0, 0) = 0.
The function being always non-negative this is a local
minimum.
40
20
5
0
−4 0
−2 0 2 4 −5

Example
Example.Find the local extreme values of the function

f (x, y ) = y 2 − x 2 .

Example

f (x, y ) = y 2 − x 2 .
Solution We first find the critical points.

Example

f (x, y ) = y 2 − x 2 .
Both the partial derivatives vanish only at the origin.

Example

f (x, y ) = y 2 − x 2 .
Hence the only critical point is the origin. But at this
point we see that the function is f (0, y ) = y 2 positive
along the y axis.

Example

f (x, y ) = y 2 − x 2 .
along the y axis.
And f (x, 0) = −x 2 negative along the x axis hence this
must be a saddle point.

Example

f (x, y ) = y 2 − x 2 .
along the y axis.
And f (x, 0) = −x 2 negative along the x axis hence this
must be a saddle point.
Can you draw a picture of the surface z = f (x, y )?
20
5
−20
−4 0
−2 0 2 4 −5

Example
Example. Find the critical points of the function

f (x, y ) = x 2 + 2xy .

Example

f (x, y ) = x 2 + 2xy .
Solution. The partial derivatives are fx = 2x + 2y and
fy = 2x.

Example

f (x, y ) = x 2 + 2xy .
fy = 2x.
Solving the equations
2x +2y = 0
2x = 0,

Example

f (x, y ) = x 2 + 2xy .
fy = 2x.
Solving the equations
2x +2y = 0
2x = 0,
we get the point (0,0).

·105
0
200
−200 0
−100 0
100
200
−200

Example
f (x, y ) = y sin x.

Example
Solution. First we find the partial derivatives.
fx = y cos x, fy = sin x.

Example
Find the solution of the system:

y cos x = 0
sin x = 0,

Example
Find the solution of the system:

y cos x = 0
sin x = 0,
we get the points (nπ, 0) for integers n.
1,000
0
−1,000
0
800
500 600
400
200
0

Second Derivative Test for Extrema
Theorem
Let f be a function such that the first and second partial derivatives of
the function exist at a point (a, b) and fx (a, b) = fy (a, b) = 0 then:
f has a local maximum at (a, b) if fxx (a, b) < 0 and
fxx fyy − fxy2 > 0 at the point (a, b).

Theorem
f has a local minimum at (a, b) if fxx (a, b) > 0 and

Theorem
f has a saddle point at (a, b) if fxx fyy − fxy2 < 0 at (a, b).

Theorem
f has a saddle point at (a, b) if fxx fyy − fxy2 < 0 at (a, b).
The test is inconclusive at (a, b) if fxx fyy − fxy2 = 0 at (a, b) in
this case we have to look at higher derivatives to determine the
behaviour.

Hessian
The expression fxx fyy − fxy2 is called the discriminant or
Hessian of f . It is sometime easy to remember it as the
determinant:
f f
H(f ) = xx xy .
fxy fyy

The theorem in the previous slide says that if the Hessian H(f ) is
positive then the surface is curved in the same manner in every
direction from the point (a, b).

and if further fxx < 0 then the surface is curved “downward”

hence it has a maximum at this point.


whereas fxx > 0 means the surface is curved “upward” and hence
has a local minimum at this point.


whereas fxx > 0 means the surface is curved “upward” and hence
has a local minimum at this point.
But if the discriminant H(f ) is negative at this point then the

surface is curved in some direction upward and downward in
some other direction and hence has a saddle point.

Example
Example. Find the local extrema of the function
f (x, y ) = 2x 2 + 3xy + 4y 2 − 5x + 2y

Example
f (x, y ) = 2x 2 + 3xy + 4y 2 − 5x + 2y
Solution. First let us take all the required partials.

Example
f (x, y ) = 2x 2 + 3xy + 4y 2 − 5x + 2y
fx = 4x + 3y − 5
fy = 3x + 8y + 2

Example
f (x, y ) = 2x 2 + 3xy + 4y 2 − 5x + 2y
fx = 4x + 3y − 5
fy = 3x + 8y + 2
fxy = 3, fxx = 4, fyy = 8

Example
Let us then find the critical points, which are the solutions
of the equations:
4x + 3y = 5
3x + 8y = −2
Let us solve these two.

Example
of the equations:
4x + 3y = 5
3x + 8y = −2
We get the point (2, −1), then let us check if this is an
extrema.

Example
of the equations:
4x + 3y = 5
3x + 8y = −2
extrema. The Hessian H(f ) at this point is
fxx fyy − fxy2 = 4 × 8 − 32 = 23 > 0
so the point is an extrema.

Example
of the equations:
4x + 3y = 5
3x + 8y = −2
extrema. The Hessian H(f ) at this point is
fxx fyy − fxy2 = 4 × 8 − 32 = 23 > 0
so the point is an extrema.
Further we see that fxx = 4 > 0 so this point must be a
local minimum.
Example
f (x, y ) = x 2 − y 2 − 2x + 4y + 6

Example
f (x, y ) = x 2 − y 2 − 2x + 4y + 6
Solution. Just as the previous example let us find the

partials.
fx = 2x − 2
fy = −2y + 4

Example
f (x, y ) = x 2 − y 2 − 2x + 4y + 6

partials.
fx = 2x − 2
fy = −2y + 4
Hence the critical point is (1, 2), let us now find the
Hessian.

Example
f (x, y ) = x 2 − y 2 − 2x + 4y + 6

partials.
fx = 2x − 2
fy = −2y + 4
Hence the critical point is (1, 2), let us now find the
Hessian.
fxx = 2, fyy = −2, fxy = 0

Example
H(f ) = fxx fyy − fxy2 = −4 − 0 < 0

Example
H(f ) = fxx fyy − fxy2 = −4 − 0 < 0
Hence this point must be a saddle point.

Example.
Example. Find the extrema of the function
f (x, y ) = x 3 − y 3 − 2xy + 6.

Example.
f (x, y ) = x 3 − y 3 − 2xy + 6.
Solution. First let us find all the partials.
fx = 3x 2 − 2y
fy = −3y 2 − 2x

Example.
f (x, y ) = x 3 − y 3 − 2xy + 6.
fx = 3x 2 − 2y
fy = −3y 2 − 2x
So the critical points are: (0, 0), and (−2/3, 2/3).

Example.
f (x, y ) = x 3 − y 3 − 2xy + 6.
fx = 3x 2 − 2y
fy = −3y 2 − 2x
So the critical points are: (0, 0), and (−2/3, 2/3).
fxx = 6x, fyy = −6y , fxy = −2

H(f ) = fxx fyy − fxy2 = −36xy − 4.

H(f ) = fxx fyy − fxy2 = −36xy − 4.
Now the Hessian at the point (0, 0) is −4, hence this
point is a saddle point.

H(f ) = fxx fyy − fxy2 = −36xy − 4.
For the other point (−2/3, 2/3), the Hessian is

−2 2
H(f ) = −36× × −4 = 36×4/9−4 = 16−4 = 12 > 0.
3 3

H(f ) = fxx fyy − fxy2 = −36xy − 4.
For the other point (−2/3, 2/3), the Hessian is

−2 2
H(f ) = −36× × −4 = 36×4/9−4 = 16−4 = 12 > 0.
3 3
We see that fxx = 6 × (−2/3) = −4 < 0, so this point

must be a local maximum.

Absolute Maximum and Minimum
Definition
The maximum (or minimum value ) of a function in a closed and
bounded region R is called an absolute maximum (minimum) of the
function in that region.

Definition
Algorithm to find absolute extremum

List all the interior points in R which are critical points of the
function, and evaluate the function and keep a table.

Definition

List the boundary points in R where f has local maximum and
local minimum and add to the table.

Definition

List the boundary points in R where f has local maximum and
local minimum and add to the table.
Look through the table for the maximum and the minimum.

Example
Example. Find the absolute maximum and absolute
minimum of the function f (x, y ) = x 2 + y 2 on the closed
triangular plate bounded by the lines
x = 0, y = 0, y + 2x = 2 in the first quadrant.

Example
Solution. First let us find the critical points in the
interior points of the given domain.
fx = 2x, fy = 2y
fxx = 2 = fyy , fxy = 0

Example
Solution. First let us find the critical points in the
interior points of the given domain.
fx = 2x, fy = 2y
fxx = 2 = fyy , fxy = 0
So the critical point is (0, 0) which is not an interior point

of the given domain. So there is no critical points in the
interior of the given domain.
Example cont.
In the boundary let us check first on the line sigment

x = 0, 0 ≤ y ≤ 2:

Example cont.

x = 0, 0 ≤ y ≤ 2:
Here the function takes the form f (x, y ) = y 2 and the
only local extremum is at the boundary points y = 0, 2
and the function values are 0, 4 respectively.

Example cont.

x = 0, 0 ≤ y ≤ 2:
Here the function takes the form f (x, y ) = y 2 and the
only local extremum is at the boundary points y = 0, 2
and the function values are 0, 4 respectively.
A similar situation occurs with the line segment
y = 0, 0 ≤ x ≤ 1 and local extremum occurs at the
boundary points x = 0, 1 and the function values are 0, 1.

Example cont.
On the line segment y + 2x = 2, 0 ≤ x ≤ 1 the function

becomes
x 2 + (2 − 2x)2 = x 2 + 4 − 8x + 4x 2 = 5x 2 − 8x + 4.

Example cont.

becomes
x 2 + (2 − 2x)2 = x 2 + 4 − 8x + 4x 2 = 5x 2 − 8x + 4.
Which has extrema at 10x − 8 = 0 or x = 4/5 where
y = 2 − 8/5 = 2/5 and the function value is
(2/5)2 + (4/5)2 = 20/25 = 4/5.

Example cont.

becomes
x 2 + (2 − 2x)2 = x 2 + 4 − 8x + 4x 2 = 5x 2 − 8x + 4.
Which has extrema at 10x − 8 = 0 or x = 4/5 where
y = 2 − 8/5 = 2/5 and the function value is
(2/5)2 + (4/5)2 = 20/25 = 4/5.
So the absolute maximum is 4 and the absolute minimum
is 0.

Example
Example. Find the absolute maximum and minimum of the

function T (x, y ) = x 2 + xy + y 2 − 6x + 2 in the region given by
0 ≤ x ≤ 5 and −3 ≤ y ≤ 0.

Example

0 ≤ x ≤ 5 and −3 ≤ y ≤ 0.
Solution. First let us find the local extreme points in the interior of
the region.

Example

0 ≤ x ≤ 5 and −3 ≤ y ≤ 0.
Solution. First let us find the local extreme points in the interior of
the region.
Interior Points:
We solve for the critical points in the interior
Tx = 2x + y − 6 = 0
Ty = 2y + x = 0
x = 4, y = −2
Value at this point is: T (4, −2) = −10

Example cont.
Boundary points: Along the line segment 0 ≤ x ≤ 5, y = 0. The

function becomes, f (x) = T (x, 0) = x 2 − 6x + 2.

Example cont.

Let us find the extreme points in the interiors of this line segment,
f ′ (x) = 2x − 6 = 0 gives x = 3 and the value is f (3) = −7.

Example cont.

Along the line segment 0 ≤ x ≤ 5, y = −3. The function becomes,
f (x) = T (x, −3) = x 2 − 3x + 9 − 6x + 2 = x 2 − 9x + 11.

Example cont.

Along the line segment 0 ≤ x ≤ 5, y = −3. The function becomes,
f (x) = T (x, −3) = x 2 − 3x + 9 − 6x + 2 = x 2 − 9x + 11.
Let us find the extreme points of this function in the interior of the
line segment, f ′ (x) = 0 = 2x − 9 or x = 9/2 the value of the
function is f (9/2) = −9.25

Example cont.
Along the line segment −3 ≤ y ≤ 0, x = 0 the function becomes,

g (y ) = T (0, y ) = y 2 + 2

Example cont.

g (y ) = T (0, y ) = y 2 + 2
Surely the function has a minimum at y = 0 and the function value
of the function is g (0) = 2 and the function has maximum at y = −3
and the function value is g (−3) = 9 + 2 = 11.

Example cont.

g (y ) = T (0, y ) = y 2 + 2
Along the line −3 ≤ y ≤ 0, x = 5. The function becomes,
g (y ) = y 2 + 5y − 3 let us find the extreme values in the interior of
the line.

Example cont.

g (y ) = T (0, y ) = y 2 + 2
the line.
g ′ (y ) = 2y + 5, so the critical point is y = −5/2 and the value is
g (−5/2) = −9.25.

Example cont.

g (y ) = T (0, y ) = y 2 + 2
the line.
g ′ (y ) = 2y + 5, so the critical point is y = −5/2 and the value is
g (−5/2) = −9.25.
Now we have to deal with the boundary points,
(0, 0), (0, −3), (5, −3), (5, 0) And the function values are :
2, 11, −9, −3 respectively. Now we are ready to make our table:
Table: Points and corresponding f (x, y )
(4,-2) -10
(3,0) -7
(9/2,-3) -9.25
(0,0) 2
(5,-5/2) -9.25
(0,-3) 11
(5,-3) -9
(5,0) -3
So the absolute maximum is 11 attained at the point (0,-3) and the
absolute minimum is -10 attained at the point (4,-2).

Example
Example. Find the absolute maximum and minimum of the function

f (x, y ) = (4x − x 2 ) cos y in the region 1 ≤ x ≤ 3, −π/4 ≤ y ≤ π/4.

Example
Example. Find the absolute maximum and minimum of the function

f (x, y ) = (4x − x 2 ) cos y in the region 1 ≤ x ≤ 3, −π/4 ≤ y ≤ π/4.
Solution. First let us deal with the interior points.
fx = (4 − 2x) cos y = 0
fy = −(4x − x 2 ) sin y = 0
Solving these two gives us (2, 0). The value at this point is 4.

Boundary points
Along the line 1 ≤ x ≤ 3, y = −π/4. The function becomes √
2
g (x) = 4x−x
√
2
the critical point is x = 2 and the value is 2 2.
Along the line 1 ≤ x ≤ 3, y = π/4. cos y being an even function we
have the same situation as above.
Along the line −π/4 ≤ y ≤ π/4, x = 1. The function becomes
h(y ) = 3 cos y it has a critical point at y = 0 and the value is 3
Along the line −π/4 ≤ y ≤ π/4, x = 3. The function becomes
3 cos y , so it is the same situation as above and the value is same 3.
Now the boundary of the lines√(1, −π/4), (1, π/4), (3, −π/4), (3, π/4)
the values are all equal to 3/ 2. Let us now build the table:

Table: Points and corresponding f (x, y )
(2,0) √4
(2,−π/4) 2√2
(2,π/4) 2 2
(1,0) 3
(3,0) 3√
(1, −π/4), (1, π/4), (3, −π/4), (3, π/4) 3/ 2
So the absolute maximum √ is at the point (2,0) and the value is 4, and
absolute minimum is 3/ 2 at the points
(1, −π/4), (1, π/4), (3, −π/4), (3, π/4).

Example
Example. Can you conclude anything about f (a, b) if its

first and second partial derivatives are continuous
throughout a disk centered at a critical point (a, b) and
fxx (a, b) and fyy (a, b) differ in sign? Give reason for your
answer.

Example
Example. Can you conclude anything about f (a, b) if its

first and second partial derivatives are continuous
throughout a disk centered at a critical point (a, b) and
fxx (a, b) and fyy (a, b) differ in sign? Give reason for your
answer.
Solution. This can happen only if the point (a, b) is a
saddle point. since opposite sign here implies the Hessian
fxx fyy − fxy2 is negative at this point.

14.7 Extreme Values and Saddle Points

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Calculus of Several Variables

Dr. Tarkeshwar Singh

December 27, 2022

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 1 / 40

1 Local Extremum (Maximum and Minimum)

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 2 / 40

Local Maximum and Local Minimum

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 3 / 40

Local Maximum and Local Minimum

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 3 / 40

Local Maximum and Local Minimum

The local maximum and local minimum are together some

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 4 / 40

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 5 / 40

Let us say that the interior point (a, b) is a local extrema.

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 6 / 40

Let us say that the interior point (a, b) is a local extrema.

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 6 / 40

Let us say that the interior point (a, b) is a local extrema.

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 6 / 40

Let us say that the interior point (a, b) is a local extrema.

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 6 / 40

Let us say that the interior point (a, b) is a local extrema.

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 6 / 40

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 7 / 40

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 8 / 40

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 8 / 40

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 9 / 40

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 9 / 40

Figure: Saddle point

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 11 / 40

Example. Find local extreme values of the function

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 12 / 40

Example. Find local extreme values of the function

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 12 / 40

Example. Find local extreme values of the function

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 12 / 40

Example. Find local extreme values of the function

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 12 / 40

Example. Find local extreme values of the function

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 13 / 40

Example.Find the local extreme values of the function

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 14 / 40

Example.Find the local extreme values of the function

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 14 / 40

Example.Find the local extreme values of the function

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 14 / 40

Example.Find the local extreme values of the function

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 14 / 40

Example.Find the local extreme values of the function

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 14 / 40

Example.Find the local extreme values of the function

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 15 / 40

Example. Find the critical points of the function

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 16 / 40

Example. Find the critical points of the function

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 16 / 40

Example. Find the critical points of the function

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 16 / 40

Example. Find the critical points of the function

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 16 / 40

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 17 / 40

Dr. Tarkeshwar Singh (Dept. of Maths) Mathematics I December 27, 2022 18 / 40