Chapter 13

13.1,13.2, 13.3 Multivariate unconstrained Optimization, necessary

versus sufficient condition
Later we will cover concepts from 13.4,13.5,13.6,13.7
 Maxima and Minima for Functions
of Two Variables and Constrained Optimization
• Relative maximum at the point (a, b) is shown as

f a, b   f x, y 
RULE 1
Find relative maximum or minimum fx x, y   0

Necessary Condition: First order condition fy x, y   0
RULE 2 Sufficient condition: Second-Derivative Test for Functions of
Two Variables
Dx, y   fxx x, y fyy x, y   fxy x, y  .
2
Let D be the function defined by
1. If D(a, b) > 0 and fxx(a, b) < 0, relative maximum at (a, b);
2. If D(a, b) > 0 and fxx(a, b) > 0, relative minimum at (a, b);
3. If D(a, b) < 0, then f has a saddle point at (a, b);
4. If D(a, b) = 0, no conclusion.
Finding Critical Points

Find the critical points of the following functions.

a. f x, y   2x 2  y 2  2xy  5x  3y  1
Solution:
Since
fx x, y   4 x  2y  5  0 and fy x, y   2x  2y  3  0,
 x  1

y  2
1

we solve the system and get

c. f x, y, z   2x 2  xy  y 2  100  zx  y  100
Since fx x, y , z   4 x  y  z  0
fy x, y , z   x  2y  z  0
fz x, y , z    x  y  100  0
Example 3 – Applying the Second-Derivative Test

Examine f(x,y) = x3 + y3 − xy for relative maxima or

minima by using the second derivative test.
Solution: We find critical points,
fx x, y   3 x 2  y  0 and fy x, y   3y 2  x  0
Now,

Thus, fxx x, y   6 x fyy x, y   6y fxy x, y   1

fxx>0 relative minimum at
Example 5 – Finding Relative Extrema

Examine f(x, y) = x4 + (x − y)4 for relative extrema.

Solution: We find critical points at (0,0) through
fx x, y   4 x 3  4x  y   0 fy x, y   4x  y   0
3 3

fxx x, y   12 x 2  12x  y   0 fyy x, y   12x  y  fxy x, y   0

2 2

f has a relative (and absolute) minimum

Profit Maximization

A candy company produces two types of candy, A and

B, for which the average costs of production are
constant at $2 and $3 per pound, respectively. The
quantities qA, qB (in pounds) of A and B that can be
sold each week are given by the joint-demand
functions
q A  400 pB  pA 
qB  400 9  pA  2 pB 
where pA and pB are the selling prices (in dollars per
pound) of A and B, respectively. Determine the selling
prices that will maximize the company’s profit P.
Solution:
The total profit is given by

The profits per pound are pA − 2 and pB − 3,

P  pA  2q A  pB  3 qB

P P
 2 pA  2 pB  1  0 and  2 pA  4 pB  13  0
pA pB
The solution is pA = 5.5 and pB = 6.
 2P  2P  2P
 800  1600  800
pA2 pB2 pB pA

Since ∂2P/∂p2A< 0, we indeed have a maximum.