A local minimum is a critical point within an interval, at which the function has a minimum value.
In a univariate unction
A single-variable function
and OR changes its sign from to through . This ensure that the zero first derivative occurs at the bottom of a bowl
To test whether it’s also an absolute minimum, compare
In a multivariate Function
For a multivariate function
second partial derivative test
second partial derivative test test to determine whether a critical point of a twice-differentiable multivariate function
is a local minimum or a local maximum Suppose all second partial derivatives are defined and continuous on a neighborhood around the critical point
of a multivariate function Define:
- If
and , is a local minimum - If
and , is a local maximum - If
, is a saddle point - If
, the test is inconclusive Examples
Example 1: multivariable optimization
Example 2: The scalar field
has a critical point at . How does the second partial derivative test classify this point?
- Calculate regular partial derivative
- Calculate all second-order partial derivatives
- Perform the second partial derivative test:
The test is inconclusive.
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