EXTREME FOR FUNCTION SEVERAL VARIABLES

Hoang Hai Ha

HCMC — 2020.

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 1 / 21

 Local Maxima and Minima(Relative extrema) Definition

DEFINITION 1.1
1
A function f (x, y) has a local maximum at (x 0 , y 0 )
if f (x, y) É f (x 0 , y 0 ), when (x, y) is near (x 0 , y 0 ). The
number f (x 0 , y 0 ) is called a local maximum value.

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 2 / 21

 Local Maxima and Minima(Relative extrema) Definition

DEFINITION 1.1
1
A function f (x, y) has a local maximum at (x 0 , y 0 )
if f (x, y) É f (x 0 , y 0 ), when (x, y) is near (x 0 , y 0 ). The
number f (x 0 , y 0 ) is called a local maximum value.
2
A function f (x, y) has a local minimum at (x 0 , y 0 )
if f (x, y) Ê f (x 0 , y 0 ), when (x, y) is near (x 0 , y 0 ). The
number f (x 0 , y 0 ) is called a local minimum value.

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 2 / 21

 Local Maxima and Minima(Relative extrema) Definition

REMARK.

1
If f (x, y) É f (x 0 , y 0 ), for all (x, y) ∈ D f then f has an
absolute maximum at (x 0 , y 0 ).

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 3 / 21

 Local Maxima and Minima(Relative extrema) Definition

REMARK.

1
If f (x, y) É f (x 0 , y 0 ), for all (x, y) ∈ D f then f has an
absolute maximum at (x 0 , y 0 ).
2
If f (x, y) Ê f (x 0 , y 0 ), for all (x, y) ∈ D f then f has an
absolute minimum at (x 0 , y 0 ).

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 3 / 21

 Local Maxima and Minima(Relative extrema) Definition

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 4 / 21

 Local Maxima and Minima(Relative extrema) Necessary Condition for Local Maximum and Local Minimum

NECESSARY CONDITION FOR LOCAL MAXIMUM AND

LOCAL MINIMUM
THEOREM 1.1
If z = f (x, y) has a local maximum or minimum at
(x 0 , y 0 ) and the first-order partial derivatives of f exist
at (x 0 , y 0 ), then
½
f x (x 0 , y 0 ) = 0
(1)
f y (x 0 , y 0 ) = 0

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 5 / 21

 Local Maxima and Minima(Relative extrema) Necessary Condition for Local Maximum and Local Minimum

NECESSARY CONDITION FOR LOCAL MAXIMUM AND

LOCAL MINIMUM
THEOREM 1.1
If z = f (x, y) has a local maximum or minimum at
(x 0 , y 0 ) and the first-order partial derivatives of f exist
at (x 0 , y 0 ), then
½
f x (x 0 , y 0 ) = 0
(1)
f y (x 0 , y 0 ) = 0

NOTE
All points satisfying the condition (1) are called
critical points.
Hoang Hai Ha Extreme for function several variables HCMC — 2020. 5 / 21
 Local Maxima and Minima(Relative extrema) Necessary Condition for Local Maximum and Local Minimum

PROOF.

Let g (x) = f (x, y 0 ). If f has a local maximum (or local

minimum) at (x 0 , y 0 ), then

g (x) = f (x, y 0 ) É f (x 0 , y 0 ),

when x is near x 0 .

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 6 / 21

 Local Maxima and Minima(Relative extrema) Necessary Condition for Local Maximum and Local Minimum

PROOF.

Let g (x) = f (x, y 0 ). If f has a local maximum (or local

minimum) at (x 0 , y 0 ), then

g (x) = f (x, y 0 ) É f (x 0 , y 0 ),

when x is near x 0 . By Fermat’s Theorem for function

of one variable g (x), we have g 0 (x 0 ) = 0
⇒ g 0 (x 0 ) = f x0 (x 0 , y 0 ) = 0.

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 6 / 21

 Local Maxima and Minima(Relative extrema) Necessary Condition for Local Maximum and Local Minimum

PROOF.

Let g (x) = f (x, y 0 ). If f has a local maximum (or local

minimum) at (x 0 , y 0 ), then

g (x) = f (x, y 0 ) É f (x 0 , y 0 ),

when x is near x 0 . By Fermat’s Theorem for function

of one variable g (x), we have g 0 (x 0 ) = 0
⇒ g 0 (x 0 ) = f x0 (x 0 , y 0 ) = 0.
Similarly, by applying Fermat’s Theorem to the
function h(y) = f (x 0 , y), we obtain f y0 (x 0 , y 0 ) = 0■

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 6 / 21

 Local Maxima and Minima(Relative extrema) Sufficient Condition for Local Maximum and Local Minimum

SECOND PARTIAL DERIVATIVE TEST

Suppose that a function z = f (x, y) has stationary

point (x 0 , y 0 ). The question is whether this point is
local extrema of function?

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 7 / 21

 Local Maxima and Minima(Relative extrema) Sufficient Condition for Local Maximum and Local Minimum

SECOND PARTIAL DERIVATIVE TEST

Suppose that a function z = f (x, y) has stationary

point (x 0 , y 0 ). The question is whether this point is
local extrema of function?
We use the second partial derivative test to answer
the above question.

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 7 / 21

 Local Maxima and Minima(Relative extrema) Sufficient Condition for Local Maximum and Local Minimum

SECOND PARTIAL DERIVATIVE TEST

Suppose that a function z = f (x, y) has stationary

point (x 0 , y 0 ). The question is whether this point is
local extrema of function?
We use the second partial derivative test to answer
the above question.

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 7 / 21

 Local Maxima and Minima(Relative extrema) Sufficient Condition for Local Maximum and Local Minimum

THEOREM 1.2
Suppose that the second partial derivatives of
z = f (x, y) are continuous on a disk with center (x 0 , y 0 ),
and suppose that f x (x 0 , y 0 ) = 0 and f y (x 0 , y 0 ) = 0. Let
A = f xx (x 0 , y 0 ), B = f x y (x 0 , y 0 ), C = f y y (x 0 , y 0 ),
¯ ¯
¯ A B ¯
∆ = ¯¯ ¯ = AC − B 2 .
B C ¯
∆>0
½
1
If then f (x 0 , y 0 ) is a local minimum.
A>0
∆>0
½
2
If then f (x 0 , y 0 ) is a local maximum.
A<0
3
If ∆ < 0, then f (x 0 , y 0 ) is NOT a local maximum or
minimum (the point (x 0 , y 0 ) is a saddle point).
Hoang Hai Ha Extreme for function several variables HCMC — 2020. 8 / 21
 Local Maxima and Minima(Relative extrema) Sufficient Condition for Local Maximum and Local Minimum

EXAMPLE 1.1
Find all local maximum and minimum values and
saddle points of f (x, y) = x 3 + 2y 3 − 3x 2 − 6y .

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 9 / 21

 Local Maxima and Minima(Relative extrema) Sufficient Condition for Local Maximum and Local Minimum

EXAMPLE 1.1
Find all local maximum and minimum values and
saddle points of f (x, y) = x 3 + 2y 3 − 3x 2 − 6y .

1
Find all critical points by solving
f x = 3x 2 − 6x = 0
½
⇒ The 4 critical points are
f y = 6y 2 − 6 = 0
P 1 (0, −1), P 2 (0, 1), P 3 (2, −1), P 4 (2, 1).
2
Evaluate ∆ = AC − B 2 at all these points, where
A = f xx , B = f x y ,C = f y y

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 9 / 21

 Local Maxima and Minima(Relative extrema) Sufficient Condition for Local Maximum and Local Minimum

Critical Sign Sign Conclusion

points of ∆ of A
P 1 (0, 1) + - Local max,
3
f max = 4
P 2 (0, 1) - saddle point
P 3 (2, −1) - saddle point
P 4 (2, 1) + + Local min,
f mi n = −8

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 10 / 21

 Local Maxima and Minima(Relative extrema) Sufficient Condition for Local Maximum and Local Minimum

SADDLE POINT OF A SURFACE

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 11 / 21

 Constrained Optimization and Lagrange Multipliers Lagrange Multiplier

EXTREME VALUES WITH CONSTRAINT

Many optimization problems have restriction or

constraints on the values that can be used to
produce optimal solution. Now we shall consider
those problems.

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 12 / 21

 Constrained Optimization and Lagrange Multipliers Lagrange Multiplier

EXTREME VALUES WITH CONSTRAINT

Many optimization problems have restriction or

constraints on the values that can be used to
produce optimal solution. Now we shall consider
those problems.
The technique used to solve above problem is
Lagrange Multiplier.

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 12 / 21

 Constrained Optimization and Lagrange Multipliers Lagrange Multiplier

EXTREME VALUES WITH CONSTRAINT

Many optimization problems have restriction or

constraints on the values that can be used to
produce optimal solution. Now we shall consider
those problems.
The technique used to solve above problem is
Lagrange Multiplier.
We consider the following equality constrained
optimization problem.
Maximize (or Minimize) the function f (x, y)
subject to the condition ϕ(x, y) = 0.
Hoang Hai Ha Extreme for function several variables HCMC — 2020. 12 / 21
Constrained Optimization and Lagrange Multipliers Lagrange Multiplier

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 13 / 21

 Constrained Optimization and Lagrange Multipliers Lagrange Multiplier

THEOREM 2.1
If f (x, y) and ϕ(x, y) have continuous first partial
derivatives and f (x 0 , y 0 ) is an extreme value of f ,
subject to the constraint ϕ(x, y) = 0 and
ϕ0x (x 0 , y 0 ) 6= 0, ϕ0y (x 0 , y 0 ) 6= 0 then there exists some
constant λ such that

 f x (x 0 , y 0 ) − λϕx (x 0 , y 0 ) = 0

f y (x 0 , y 0 ) − λϕ y (x 0 , y 0 ) = 0 (2)
ϕ(x 0 , y 0 ) = 0



The number λ is called Lagrange multiplier, solutions

of above system are critical points satisfying the
constrain.
Hoang Hai Ha Extreme for function several variables HCMC — 2020. 14 / 21
 Constrained Optimization and Lagrange Multipliers Procedure for Applying the Method of Lagrange Multipliers

SCHEME FINDING ABSOLUTE EXTREME VALUES WITH

CONSTRAINT

To find the maximum values and minimum values

with constrain, we follow the below steps:
Solve system (2) to find all critical points.
Compare the values of f to find maximum and
minimum value.

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 15 / 21

 Constrained Optimization and Lagrange Multipliers Procedure for Applying the Method of Lagrange Multipliers

EXAMPLE 2.1
Determine the extreme values of f (x, y) = x 2 + 2y 2
satisfying the constraint x 2 + y 2 = 1.

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 16 / 21

 Constrained Optimization and Lagrange Multipliers Procedure for Applying the Method of Lagrange Multipliers

EXAMPLE 2.1
Determine the extreme values of f (x, y) = x 2 + 2y 2
satisfying the constraint x 2 + y 2 = 1.

REMARK
If constraint is linear, we should eliminate one
variable, substitute it into the function and then find
extreme value for function of single variable
(Calculus 1).
EXAMPLE 2.2
A rectangular box without a lid is to be made from
12m 2 of cardboard. Find the maximum volume of
such a box
Hoang Hai Ha Extreme for function several variables HCMC — 2020. 16 / 21
 Absolute maximum and minimum on a closed set

DEFINITION 3.1
Closed set is the one that contains all its interior
points and boundary points.

EXAMPLE 3.1
D = {(x, y) ∈ R2 : x 2 + y 2 ≤ R} − closed set
D = {(x, y) ∈ R2 : x 2 + y 2 < R} − not closed set

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 17 / 21

 Absolute maximum and minimum on a closed set

DEFINITION 3.1
Closed set is the one that contains all its interior
points and boundary points.

EXAMPLE 3.1
D = {(x, y) ∈ R2 : x 2 + y 2 ≤ R} − closed set
D = {(x, y) ∈ R2 : x 2 + y 2 < R} − not closed set

DEFINITION 3.2
A bounded set in R2 is one that is contained within
some disk.

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 17 / 21

 Absolute maximum and minimum on a closed set

FIND ABSOLUTE MAXIMUM AND MINIMUM FOR

FUNCTION z = f (x, y) ON A BOUNDED, CLOSED SET D
Find the values of f at the critical points of f
inside D .
Find the extreme values of f on the boundary of
D (Extreme value with constraint).

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 18 / 21

 Absolute maximum and minimum on a closed set

FIND ABSOLUTE MAXIMUM AND MINIMUM FOR

FUNCTION z = f (x, y) ON A BOUNDED, CLOSED SET D
Find the values of f at the critical points of f
inside D .
Find the extreme values of f on the boundary of
D (Extreme value with constraint).
The largest of the values from steps 1 and 2 is the
absolute maximum value; the smallest of these
values is the absolute minimum value.

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 18 / 21

 Absolute maximum and minimum on a closed set

EXAMPLE 3.2
Find the absolute maximum and minimum values of
the function z = f (x, y) = x 2 − 2x y + 2y on the rectangle
D = {(x, y) ∈ R2 : 0 É x É 3, 0 É y É 2}.

SOLUTION:
Find
½
stationary points inside D by solving
f x = 2x − 2y = 0
⇒ P (1, 1), f(1, 1) = 1
f y = −2x + 2 = 0

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 19 / 21

Absolute maximum and minimum on a closed set

Boundary of D consist 4 line segments C 1 : x = 0,

C 2 : x = 3, C 3 : y = 0, C 4 : y = 2.

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 20 / 21

 Absolute maximum and minimum on a closed set

Boundary of D consist 4 line segments C 1 : x = 0,

C 2 : x = 3, C 3 : y = 0, C 4 : y = 2.
On C 1 : x = 0, we find extreme value for function f
satisfying this constrains, let replace x = 0 into f ,
we get f = 2y (function of one variable), where
0 ≤ y ≤ 2. Extreme values are f(0, 0) = 0, f(0, 2) = 4.

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 20 / 21

 Absolute maximum and minimum on a closed set

Boundary of D consist 4 line segments C 1 : x = 0,

C 2 : x = 3, C 3 : y = 0, C 4 : y = 2.
On C 1 : x = 0, we find extreme value for function f
satisfying this constrains, let replace x = 0 into f ,
we get f = 2y (function of one variable), where
0 ≤ y ≤ 2. Extreme values are f(0, 0) = 0, f(0, 2) = 4.
On C 2 : x = 3 ⇒ f = 9 − 4y , 0 ≤ y ≤ 2. Extreme values
are f(3, 0) = 9, f(3, 2) = 1.

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 20 / 21

 Absolute maximum and minimum on a closed set

Boundary of D consist 4 line segments C 1 : x = 0,

C 2 : x = 3, C 3 : y = 0, C 4 : y = 2.
On C 1 : x = 0, we find extreme value for function f
satisfying this constrains, let replace x = 0 into f ,
we get f = 2y (function of one variable), where
0 ≤ y ≤ 2. Extreme values are f(0, 0) = 0, f(0, 2) = 4.
On C 2 : x = 3 ⇒ f = 9 − 4y , 0 ≤ y ≤ 2. Extreme values
are f(3, 0) = 9, f(3, 2) = 1.
On C 3 : y = 0 ⇒ f = x 2 , 0 ≤ x ≤ 3. Extreme values are
f(0, 0) = 0, f(3, 0) = 9.

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 20 / 21

 Absolute maximum and minimum on a closed set

Boundary of D consist 4 line segments C 1 : x = 0,

C 2 : x = 3, C 3 : y = 0, C 4 : y = 2.
On C 1 : x = 0, we find extreme value for function f
satisfying this constrains, let replace x = 0 into f ,
we get f = 2y (function of one variable), where
0 ≤ y ≤ 2. Extreme values are f(0, 0) = 0, f(0, 2) = 4.
On C 2 : x = 3 ⇒ f = 9 − 4y , 0 ≤ y ≤ 2. Extreme values
are f(3, 0) = 9, f(3, 2) = 1.
On C 3 : y = 0 ⇒ f = x 2 , 0 ≤ x ≤ 3. Extreme values are
f(0, 0) = 0, f(3, 0) = 9.
On C 4 : y = 2 ⇒ f = x 2 − 4x + 4, 0 ≤ x ≤ 3. Extreme
values are f(0, 2) = 4, f(3, 2) = 1, f(2, 2) = 0 .

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 20 / 21

 Absolute maximum and minimum on a closed set

Boundary of D consist 4 line segments C 1 : x = 0,

C 2 : x = 3, C 3 : y = 0, C 4 : y = 2.
On C 1 : x = 0, we find extreme value for function f
satisfying this constrains, let replace x = 0 into f ,
we get f = 2y (function of one variable), where
0 ≤ y ≤ 2. Extreme values are f(0, 0) = 0, f(0, 2) = 4.
On C 2 : x = 3 ⇒ f = 9 − 4y , 0 ≤ y ≤ 2. Extreme values
are f(3, 0) = 9, f(3, 2) = 1.
On C 3 : y = 0 ⇒ f = x 2 , 0 ≤ x ≤ 3. Extreme values are
f(0, 0) = 0, f(3, 0) = 9.
On C 4 : y = 2 ⇒ f = x 2 − 4x + 4, 0 ≤ x ≤ 3. Extreme
values are f(0, 2) = 4, f(3, 2) = 1, f(2, 2) = 0 .
Then, f ab.max = 9 at (3, 0), f ab.mi n = 0 at (0, 0) and
(2, 2).
Hoang Hai Ha Extreme for function several variables HCMC — 2020. 20 / 21
 Absolute maximum and minimum on a closed set

EXAMPLE 3.3
Find the absolute maximum and minimum values of
the function f (x, y) = x 2 + y 2 − 12x + 16y on the disk
D = {(x, y) : x 2 + y 2 É 25}.

Hoang Hai Ha Extreme for function several variables HCMC — 2020. 21 / 21