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MAXIMA AND MAXIMA AND MINIMA MINIMA

MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

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Page 1: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

MAXIMA AND MAXIMA AND MINIMAMINIMA

Page 2: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

ARTICLE -1ARTICLE -1

Page 3: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

Definite,Semi-Definite and Indefinite

Function

Page 4: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

DEFINITE FUNCTION

A real valued function f with domain is said to be positive definite if f(x)>0 and negative definition if f(x)<0

fDx

fDx

Page 5: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

EXAMPLE The function defination by is positive

definite. Here The function defined by is negative definite. Here

RRf 3:3222 ),,(9),,( Rzyxzyxzyxf

3),,(09),,( Rzyxzyxf RRf 2: 222 ),()9(),( Ryxyxyxf

2),(09),( Ryxyxf

Page 6: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

NOTENOTE• A positive definite or a negative

definite function is said to be a definite function.

Page 7: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

Semi-Definite Semi-Definite A real valued function A real valued function f f with domain is said to with domain is said to

be semi-definite if it vanishes at some points of and be semi-definite if it vanishes at some points of and when it is not zero, it is of the same sign throughoutwhen it is not zero, it is of the same sign throughout

nf RD

fD

Page 8: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

EXAMPLE The function defined by

is semi definite as and when then where

RRf 3:

3222 ),,(),,( Rzyxzyxzyxf

0)0,0,0( f

)0,0,0(),,( zyx 0),,( zyxf3),,( Rzyx

Page 9: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

INDEFINITE FUNCTIONINDEFINITE FUNCTION A real valued function A real valued function f f with domainwith domain is said to be indefinite if it can take values which is said to be indefinite if it can take values which

have different signs have different signs i.e.,i.e., it is nether definite nor it is nether definite nor semi definite function. semi definite function.

nf RD

Page 10: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

EXAMPLE The function defined by is an indefinite

function.

Here can be positive, zero or negative.

RRf 2:2),(754),( Ryxyxyxf

),( yxf

Page 11: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

ARTICLE -2ARTICLE -2

Page 12: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

CONDITIONS FOR A DEFINITE FUNCTION

Page 13: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

Quadratic Expression of Two Real Quadratic Expression of Two Real Variables Variables

LetLet

]2[10,2),( 22222 abyahxyxaa

abyhxyaxyxf

])()[(1 222 yhabhyaxa

Page 14: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

casescases

Page 15: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

CASES- 1CASES- 1 If and ,then

f is positive semi-definite.

02 hab0a

2),(0),( Ryxyxf

Page 16: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

CASES- 2CASES- 2If and ,then

f is negative semi-definite.

02 hab0a

2),(0),( Ryxyxf

Page 17: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

CASES- 3CASES- 3 If ,then f(x,y) can be of any sign.

f is indefinite.

02 hab

Page 18: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

QUADRATIC EXPRESSION OF THREE QUADRATIC EXPRESSION OF THREE REAL VARIABLESREAL VARIABLES

LetLet

When then When then

If are all positiveIf are all positive

ff is positive semi-definite. is positive semi-definite.

When ,then if the above three When ,then if the above three expression are alternately negative and positive .expression are alternately negative and positive .

f f is negative semi-definite.is negative semi-definite.

hxygzxfyzczbyaxzyxf 222),,( 222

0a 3),,(0),,( Rzyxzyxf

0a3),,(0),,( Rzyxzyxf

cfgfbhgha

bhha

a ,,

Page 19: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

ARTICLE -3ARTICLE -3

Page 20: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

MAXIMUM VALUE

A function f(x,y) is said to have a maximum value at x=a, y=b

if f(a,b)>f(a+h,b+k) for small values of h and k, positive or negative.

Page 21: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

MINIMUM VALUE

A function f(x,y) is said to have a maximum value at x=a, y=b

if f(a,b)<f(a+h,b+k) for small values of h and k, positive or negative.

Page 22: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

EXTREME VALUE

A maximum or a minimum value of a function is called an extreme value.

Page 23: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

NOTE and are necessary but not

sufficient conditions.

02

2

xf

0yf

Page 24: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

ARTICLE -4ARTICLE -4

Page 25: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

WORKING METHOD FOR MAXIMUM AND MINIMUM

Let f(x,y) be given functions

Page 26: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

STEPS

Page 27: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

STEP-1 Find and

xf

yf

Page 28: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

STEP-2STEP-2 Solve the equations and simultaneously Solve the equations and simultaneously

for for xx and and y y ..

Let be the pointsLet be the points

xf

...),........,(),,( 221 yxyx

0

xf 0

yf

...),........,(),,( 221 yxyx

Page 29: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

STEP-3 Find and calculate

values of A,B,C for each points.

2

22

2

2

,,y

fCyxfB

xfA

Page 30: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

STEP-4 If for a point ,we have and then f(x,y) is a maxima for this pair and maximum value is

If for point ,we have

and then f(x,y) is a minimum for this pair and minimum value is

If for point then there is neither max. nor minimum of f(x,y) . In this case f(x,y) is said to have a saddle at

),( 11 yx 02 BAC

02 BAC

02 BAC

0A

0A

),( 11 yxf),( 11 yx

),( 11 yx

),( 11 yx),( 11 yxf

Page 31: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

0),(),( kbhafbaf

If for some point If for some point (a,b)(a,b) the case is doubtful the case is doubtful

In this case,In this case, if for small values ofif for small values of h h and and kk, positive or , positive or

negative, then negative, then ff is max. at is max. at (a,b).(a,b).if for small values of if for small values of h h and k, positive or and k, positive or

negative,then negative,then f f is min . at is min . at (a,b).(a,b).If dose not keep the same sign for small If dose not keep the same sign for small

values of values of hh and and kk, then there is neither max.nor minimum value., then there is neither max.nor minimum value.

02 BAC

0),(),( kbhafbaf

),(),( kbhafbaf

Page 32: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

NOTEThe point are called

stationary or critical points and values of f(x,y) at these points are called stationary values.

.......).........,(),,( 2211 yxyx

Page 33: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

LAGRANGE’S METHOD OF LAGRANGE’S METHOD OF UNDETERMINRD MULTIPLERSUNDETERMINRD MULTIPLERS

Page 34: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

Let f(x,y,z) be a function of x,y,z which is to be examied for maximum or minimum value and let the variable be connected by the relation

…….(1)

Since f(x,y,z) is to have a maximum or minimum value

0),,( zyx

0,0,0

zf

yf

xf

0,,

dz

zfdy

yfdx

xf

Page 35: MAXIMA AND MINIMA. ARTICLE -1 Definite,Semi-Definite and Indefinite Function

Multiplying(2) by (3) by and adding, we get,

For this equation to be satisfied identically, coeffs. of dx,dy,dz should be separately zero.

Equation (1),(4),(5) and(6) give us the value of x,y,z, for which f(x,y.z)is maximum and minimum.

0][][][

dz

zzfdy

yyfdx

xxf

0

xxf

0

yyf

0

zzf

)4.......(

)5.......(

)6.......(