Maxima and Minima of Functions of Two Variables DEFINITIONS — Let f(x,y) be defined on a region R containing the point (a, 6). Then 1. fia, 5) is @ local maximum value of f if (a,b) > f(x,y) for ell domain points (x, ») in an open disk centered at (a,b). 2. fla, b) is a local minimum value of f if f(@,b) = f(x,y) for ell domain points (x, ») in an open disk centered at (a,b). Local maxima (oo greater vale of f nearby) vi Local minimum (no smaller value of fnearby) y The fametion z (cos:)cos yle-V 7" asa maximum vale of | and minimum zo 2 (lial bil-[el- lv) value of about 0.067 onthe square re- d sion|x| = 34/2,|y|< 3x2. ‘The “roof surface” hac2 maximum vahe of Dand 2 nirimam value of ~c on the square region|x| = a, bisa DR, T. YOGALAKSHML.First Derivative Test for Local Extreme Vatues If f(x, y) has a local maximum or minimum value at an interior point (a, 4) of its domain and if the first partial derivatives exist there, then f,(a, b) = 0 and f,(a, b) = 0. DEFINITION An interior point of the domain of a function f(x, y) where both ‘frand f, are zero or where one or both of f, and f, do rot exist isa eritical point of f. Second Derivative Test for Local Extreme Values Suppose that Gs, ») and its first and second partial derivatives are continuous throughout a disk centered at (a,b) and that f(a, b) = f(a,b) = 0. Then i) f basa local maximum 2t(a, ) if fey < O and frsfiy — fy? > Oat(a,b). ii) f hasa local minimum at (a,b) if for > Oard foxy ~ fo? > Oat (a,b) iii) f has a saddle point at (a, ) if fu.fyy — fy? < Oat(a, 8). iv) the test is inconclusive at (a, b) if fa fy — fig? = 0 at (a,b), In this ease, vwe must find some other way to determine the behavior of fa: (a, 6). The expression ffyy — fn” is called the discriminant or Hessian of f. It is some- times easier to remember it in determinant form, Ix fy -jJe= Sechy ~ Soe hy fy DR, T. YOGALAKSHML.DEFINITION A differentiable function /(x, ») has a saddle point at a critical point (a, b) if in every open disk centered at (a, b) there are domain points (x, ») where f(x,y) > f(a, 4) and domain points (x,y) where f(x,y) < fla, b). The corresponding point (a, b, f(a, 6)) on the surface z = f(x, y) is called a saddle point of the surface Saddle points at the origin Extreme value theorem for Functions of Two Variables: If f(x,y) is continuous on a closed and bounded set D in the xy-plane, then fattains its absolute maximum and minimum. That is we can find two points (x1,y,) and (x,y) in Dsuch that fy) ¥ fyi) and f(x, y2) s f(x,y) forall (x,y) € D. To find absolute maximum and minimum values of a continuous function f ona closed and bounded set D in the xy-plane: Step 1. Find the values of fat the critical points of f Step 2. Find the extreme values of f on the boundary of D. 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. DR, T. YOGALAKSHML.Constrained Maxima and Minima of Functions of Three Variables: (a) Method of Elimination (b) Lagrange Multiplier Method Method of Elimination: Suppose we wish to find the extreme values of a function u=g(%,¥,2) subject to the constraint that e(%y,z) = 0. In the elimination method, we reduce u to a function of two variables using the constraint. For instance, we write z = (x,y) from the constraint and insert this into the given function to reduce it as a function v = f(x,y) of two variables x and y. (©) Lagrange Multiplier Method: Suppose that u = g(x, y,z) is a function for which the maxima or minima are to be determined under the constraint g(x,y,z) = k. ‘The function fis an object function and g, a subject function Let the gradient vector Vg = Si + 22) + 2k + 0 normal to the level surface g(x, y,z) = k. The critical point of fis determined by finding all the values of x, y, z and the Lagrange multiplier A from the following relations: 20 af _ 20 of ax “ax! ay ~ ay’ az 2 using the constraint g(x,y,2) = k. We determine whether the critical point so obtained is a pe or point of minimum usually through the geometrical des problem, nt of maximum iption of the If two condtraints are given, say g(x, y,z) = k and h(x, y,z) = ¢. Then the Lagrangean relations are of _ 420 ox “Ox 29 ay ‘The critical point of fis determined by finding all the values of x, y, zand the Lagrange multipliers 4 and jv from the above relations and the two constraints. DRT. LOGALAKSHMI.