Multivariate Calculus - Bruce E. Shapiro
Multivariate Calculus - Bruce E. Shapiro Multivariate Calculus - Bruce E. Shapiro
100 LECTURE 13. TANGENT PLANES Revised December 6, 2006. Math 250, Fall 2006
Lecture 14 Unconstrained Optimization Every continuous function of two variables f(x, y) that is defined on a closed, bounded set attains both a minimum and a maximum. The process of finding these points is called unconstrained optimization. The process of finding a maximum or a minimum subject to a constraint will be discussed in the following section. Definition 14.1 Let f(x, y) be a function defined on some set S, and let (a, b) ∈ S be a point in S. Then we say that 1. f(a, b) is a global maximum of f on S if f(a, b) ≥ f(x, y) for all (x, y) ∈ S. 2. f(a, b) is a global minimum of f on S if f(a, b) ≤ f(x, y) for all (x, y) ∈ S. 3. f(a, b) is a global extremum if it is either a global maximum or a global minimum on S Theorem 14.1 Let f(x, y) be a continuous function on some closed, bounded set S ⊂ R 2 . Then f(x, y) has both a global maximum value and a global minimum value on S. The procedure for finding the extrema (maxima and minima) of functions of two variables is similar to the procedure for functions of a single variable: 1. Find the critical points of the function to determine candidate locations for the extrema (in the single-dimensional case, these were points where the derivative is zero or undefined, and the boundary points of the interval); 2. Examine the second derivative at the candidate points that do not lie on the border (in one-dimension, we had f ′′ (a) < 0 at local maxima and f ′′ (a) > 0 at local minima). 3. Compare internal extrema with the value of the function on the boundary points and at any points where the derivative or second derivative is undefined to determine absolute extrema. Definition 14.2 Let f(x, y) be defined on some set J ⊂ R 2 . Then the candidate extrema points occur at 101
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100 LECTURE 13. TANGENT PLANES<br />
Revised December 6, 2006. Math 250, Fall 2006