Chapter 9: Optimization with One variable (from Alpha C.

Chiang)

Relative vs absolute maximum

First Derivate Test:

If the first derivative of a function 𝑓(𝑥)𝑎𝑡 𝑥 = 𝑥0 𝑖𝑠 𝑓’(𝑥0 ) = 0, then the value of the function at 𝑥0 ,
𝑓(𝑥0 ) will be

(a) A relative maximum if the derivative 𝑓’(𝑥) changes its sign from positive to negative from
the immediate left of the point 𝑥0 to its immediate right.
(b) A relative minimum if the derivative 𝑓’(𝑥) changes its sign from negative to positive from
the immediate left of the point 𝑥0 to its immediate right.
(c) Neither a relative maximum nor a relative minimum if f’(x) has the same sign on both the
immediate left and the immediate right.
At inflection points, the double derivate is zero and the first derivative has either a relative
maximum or a relative minimum.
If 𝑓 ′ (𝑥0 ) > 0 means the value of the function at 𝑥0 tends to increase.

If 𝑓 ′ (𝑥0 ) < 0 means the value of the function at 𝑥0 tends to decrease.

If 𝑓 ′′ (𝑥0 ) > 0 means the slope of the function at 𝑥0 tends to increase.

If 𝑓 ′′ (𝑥0 ) < 0 means the slope of the function at 𝑥0 tends to increase.

Second-derivative test:

If the first derivative of a function 𝑓(𝑥)𝑎𝑡 𝑥 = 𝑥0 𝑖𝑠 𝑓’(𝑥0 ) = 0, then the value of the function at 𝑥0 ,
𝑓(𝑥0 ) will be

(a) A relative maximum if the second derivative value at 𝑥0 is 𝑓 ′′ (𝑥0 ) < 0

(b) A relative minimum if the second derivative value at 𝑥0 is 𝑓’’(𝑥0 ) > 0
(c) We cannot conclude anything if the second derivative is 𝑓 ′′ (𝑥0 ) = 0. Then you may check
with first derivative test or some other tests.

Conditions for a relative extremum (either a minimum or a maximum)

First order necessary condition is 𝑓 ′ (𝑥) = 0 for both maximum and minimum. (necessary
because think of inflection point where 𝑓’(𝑥) = 0)
Second order necessary condition is 𝑓 ′′ (𝑥) ≤ 0 for maximum and 𝑓 ′′ (𝑥) ≥ 0 for minimum.
Second order sufficient condition is 𝑓 ′′ (𝑥) < 0 for maximum and 𝑓 ′′ (𝑥) > 0 for minimum

Maclaurin Series of a Polynomial Function:

𝑓(𝑥) = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ⋯ + 𝑎𝑛 𝑥 𝑛

𝑓(0) 𝑓 ′ (0) 𝑓 ′′ (0) 2 𝑓 𝑛 (0) 𝑛

𝑓(𝑥) = + 𝑥+ 𝑥 + ⋯+ 𝑥 (𝑀𝑎𝑐𝑙𝑎𝑢𝑟𝑖𝑛′ 𝑠 𝑓𝑜𝑟𝑚𝑢𝑙𝑎)
0! 1! 2! 𝑛!

𝑓′′ (0)
We know 𝑓(0) = 𝑎0 , 𝑓 ′ (0) = 𝑎1 , 𝑓 ′′ (0) = 2𝑎2 ⇒ 𝑎2 = 2!

Taylor Series of a Polynomial Function:

𝑓(𝑥0 ) 𝑓 ′ (𝑥0 ) 𝑓 ′′ (𝑥0 ) 𝑓 𝑛 (𝑥0 )
𝑓(𝑥) = + (𝑥 − 𝑥0 ) + (𝑥 − 𝑥0 )2 + ⋯ + (𝑥 − 𝑥0 )𝑛 (𝑇𝑎𝑦𝑙𝑜𝑟 𝑆𝑒𝑟𝑖𝑒𝑠)
0! 1! 2! 𝑛!

Arbitrary function which may not be a polynomial: 𝜙(𝑥)

𝜙(𝑥0 ) 𝜙 ′ (𝑥0 ) 𝜙 ′′ (𝑥0 ) 𝜙 𝑛 (𝑥0 )
𝜙(𝑥) = + (𝑥 − 𝑥0 ) + (𝑥 − 𝑥0 )2 + ⋯ + (𝑥 − 𝑥0 )𝑛
0! 1! 2! 𝑛!
+ 𝑅𝑛 (𝑇𝑎𝑦𝑙𝑜𝑟 ′ 𝑠 𝐹𝑜𝑟𝑚𝑢𝑙𝑎 𝑤𝑖𝑡ℎ 𝑎 𝑅𝑒𝑚𝑖𝑛𝑑𝑒𝑟)
𝜙(𝑥) = 𝑝𝑜𝑙𝑦𝑛𝑜𝑚𝑖𝑎𝑙 𝑓𝑖𝑡 + 𝑒𝑟𝑟𝑜𝑟 𝑡𝑒𝑟𝑚
Nth Derivative Test for relative extremum of a function of one variable:

If the first derivative of a function 𝑓(𝑥) 𝑎𝑡 𝑥0 𝑖𝑠 𝑓’(𝑥0 ) = 0 and if the first nonzero derivative value
at 𝑥0 encountered in successive derivation is that of the Nth derivative, 𝑓 𝑁 (𝑥0 ) ≠ 0, then the
stationary value 𝑓(𝑥0 ) will be

(a) A relative maximum if N is an even number and 𝑓 𝑁 (𝑥0 ) < 0

(b) A relative minimum if N is an even number and 𝑓 𝑁 (𝑥0 ) > 0
(c) An inflection point if N is odd.

Some nomenclature:

𝑓 ′ (𝑥0 ) = 0, then 𝑥0 is a critical value and 𝑓(𝑥0 ) as a stationary value of 𝑦 = 𝑓(𝑥)

Stationary point is the point with coordinates (𝑥0 , 𝑓(𝑥0 )

If a relative maximum occurs at 𝑥0 , we call 𝑓(𝑥0 ) as relative maximum value and 𝑥0 as a relative
maximum.

9.2 all questions, 9.3 all questions, 9.4 all questions, 9.5 all questions, 9.6 all questions.

Syllabus: Chapter 14, 15, 16, 17, 18, 9, 11, 12, 13, 20 (printed version 4th edition by McGraw Hill
Education, Indian Edition)