Maximum and minimum values of functions

First Derivative Test for Local Extreme values:

Theorem. If f (x, y) has a local maximum or minimum value at an interior point

(a, b) of its domain and if the first partial derivatives exist there, then fx (a, b) = 0
and fy (a, b) = 0.

Critical Points:
Definition. An interior point of the domain of a function f (x, y) where both fx
and fy are zero or where one or both of fx and fy do not exist is a critical point
of f .

Saddle Points:
Definition. A di↵erentiable function f (x, y) has a saddle point at a critical point (a, b) if in every
open disk centered at (a, b) there are domain points (x, y) where f (x, y) > f (a, b) and domain points
(x, y) where f (x, y) < f (a, b). The corresponding point (a, b, f (a, b)) on the surface z = f (x, y) is
called a saddle point of the surface.
 Maximum and minimum values of functions

Second derivative test for maxima and minima:

Let f (x, y) be a function and (a, b) be a critical point of f . Assume that second order partial
derivatives of f exist and are continuous in a small disc centered at (a, b). Denote

D = D(a, b) = fxx (a, b)fyy (a, b) [fxy (a, b)]2 called the discriminant or Hessian of ƒ

Then we have the following classification of the critical point.

1. If D > 0 and fxx (a, b) > 0 then f has a local minimum at (a, b)

2. If D > 0 and fxx (a, b) < 0 then f has a local maximum at (a, b)

3. If D < 0 then the point (a, b) is a saddle point, i.e., f does not have a local maximum or
minimum at (a, b).

4. If D = 0 then the test is inconclusive, i.e. the test does not say anything in this case. At
the critical point (a, b) the function f may have a local minimum, local maximum or a saddle
point.
 Maximum and minimum values of functions

Extreme value theorem:

For functions of one variable: A continuous function f : [a, b] ! R defined on a closed,
bounded interval has a global maximum and global minimum in [a, b]. If f is di↵erentiable, the
maximum or minimum may occur at a critical point or boundary point a or b.

For function of two variable:

Theorem. If f is a continuous function defined on a closed and bounded set A in
R2 . Then f attains its absolute maximum and minimum on A. In other words,
there exist points (x1 , y1 ) and (x2 , y2 ) in A such that f (x1 , y1 )  f (x, y)  f (x2 , y2 )
for all (x, y) 2 A

For function of n-variable:

Theorem. If f : Rn ! R is continuous, and A is a closed, bounded subset of Rn ,

then f has a global maximum and minimum on A.

• The absolute maximum and minimum must occur at a critical point of f in

A or at a point on the boundary of A.

• The proof of this result follows using the same arguments as used in the case
of functions of one variable. We skip the proof here.
 Maximum and minimum values of functions

Extreme value theorem:

Boundary of a set: We say that (x, y) 2 R2 is a boundary point of the set A if every disc
centered at (x, y) intersects (non-trivially) with A and its complement Ac both. The set of all
boundary points of the set A is called the boundary of A and it is denoted by @A.

Any disc centred on the black line

will will intersect both, A and Ac

@A

The extreme value theorem tells us that in order to find the absolute maximum and minimum
of a continuous function f on a closed and bounded domain A ✓ R2 , we need to do the following

1. Step 1: Find all the critical points of f in the domain and extreme values at these points.

2. Step 2: Find the extreme values of f on the boundary of A.

3. Step 3: The largest of the values from step 1 and step 2 is the absolute maximum and the
smallest of these values is the absolute minimum of f .
 Maximum and minimum values of functions

Extreme value theorem:

Example: Find the absolute minimum and absolute maximum of f (x, y) = x2 + 4y 2 2x2 y + 4
on the rectangle given by 1  x  1 and 1  y  1

Solution :

Step 1:

• First we need to find critical points in the given domain. Compute fx (x, y) = 2x 4xy and
fy (x, y) = 8y 2x2 . Now solve 2x 4xy = 0 and 8y 2x2 = 0.
2
• This implies y = x4 . Substituting it into 2x 4xy = 0 we get x (2 x2 ) = 0. This implies
p
that x = 0 or x = ± 2.
p p
• The critical point are: (0, 0), ( 2, 1/2) and ( 2, 1/2).

• We need to be careful here.

p p
• Note that the points ( 2, 1/2) and ( 2, 1/2) are not in the domain of the given problem.

• Therefore, we need to worry about only the critical point (0, 0). Here extreme value is
f (0, 0) = 4.
 Maximum and minimum values of functions

Extreme value theorem:

Example: Find the absolute minimum and absolute maximum of f (x, y) = x2 + 4y 2 2x2 y + 4
on the rectangle given by 1  x  1 and 1  y  1

Solution :
Step 2: We need to find extreme values on the boundary. Boundary of the domain consists of
the sides of the rectangle.
 Maximum and minimum values of functions

Extreme value theorem:

Example: Find the absolute minimum and absolute maximum of f (x, y) = x2 + 4y 2 2x2 y + 4
on the rectangle given by 1  x  1 and 1  y  1

Solution :
Right side x = 1 and 1  y  1 : In this case we have g(y) = f (1, y) = 4y 2 2y + 5. We
need to figure out extreme values for g which is a function of one variable. Here g 0 (y) = 8y 2. The
critical point for g is y = 1/4 and extreme value is g(1/4) = f (1, 1/4) = 19/4. The extreme values
of g at the boundary points y = 1 and y = 1 are g( 1) = f (1, 1) = 11 and g(1) = f (1, 1) = 7

Left side x = 1 and 1  y  1 : : Note that in this case we get the same function g(y) =
f ( 1, y) = 4y 2 2y+5. Hence the extrem value at the critical point is g(1/4) = f ( 1, 1/4) = 19/4.
The extreme values at the boundary points are g( 1) = f ( 1, 1) = 11 and g(1) = f ( 1, 1) = 7

Upper side y = 1 and 1  x  1 : In this case we have the function h(x) = f (x, 1) = 8 x2 .
The critical point of h is h0 (x) = 2x = 0 which gives us x = 0. Therefore, the extreme value
at the critical point is h(0) = f (0, 1) = 8 The extreme values of h at the bpundary points are
h(1) = f (1, 1) = 7 and h( 1) = f ( 1, 1) = 7

Lower side y = 1 and 1  x  1 : On this side we get the function H(x) = f (x, 1) =
8 + 3x2 The critical point of H is given by H 0 (x) = 6x = 0 which is x = 0. The extreme value
of H at the critical point H(0) = f (0, 1) = 8 The extreme values of H at boundary points are
H( 1) = f ( 1, 1) = 11 and H(1) = f (1, 1) = 11
 Maximum and minimum values of functions

Extreme value theorem:

Example: Find the absolute minimum and absolute maximum of f (x, y) = x2 + 4y 2 2x2 y + 4
on the rectangle given by 1  x  1 and 1  y  1

Solution :
Right side x = 1 and 1  y  1 : In this case we have g(y) = f (1, y) = 4y 2 2y + 5. We
need to figure out extreme values for g which is a function of one variable. Here g 0 (y) = 8y 2. The
critical point for g is y = 1/4 and extreme value is g(1/4) = f (1, 1/4) = 19/4. The extreme values
of g at the boundary points y = 1 and y = 1 are g( 1) = f (1, 1) = 11 and g(1) = f (1, 1) = 7

Left side x = 1 and 1  y  1 : : Note that in this case we get the same function g(y) =
f ( 1, y) = 4y 2 2y+5. Hence the extrem value at the critical point is g(1/4) = f ( 1, 1/4) = 19/4.
The extreme values at the boundary points are g( 1) = f ( 1, 1) = 11 and g(1) = f ( 1, 1) = 7

Upper side y = 1 and 1  x  1 : In this case we have the function h(x) = f (x, 1) = 8 x2 .
The critical point of h is h0 (x) = 2x = 0 which gives us x = 0. Therefore, the extreme value
at the critical point is h(0) = f (0, 1) = 8 The extreme values of h at the bpundary points are
h(1) = f (1, 1) = 7 and h( 1) = f ( 1, 1) = 7

Lower side y = 1 and 1  x  1 : On this side we get the function H(x) = f (x, 1) =
8 + 3x2 The critical point of H is given by H 0 (x) = 6x = 0 which is x = 0. The extreme value
of H at the critical point H(0) = f (0, 1) = 8. The extreme values of H at boundary points are
H( 1) = f ( 1, 1) = 11 and H(1) = f (1, 1) = 11
 Maximum and minimum values of functions

Extreme value theorem:

Example: Find the absolute minimum and absolute maximum of f (x, y) = x2 + 4y 2 2x2 y + 4
on the rectangle given by 1  x  1 and 1  y  1

Solution :

Step 3:

• Compare the values from Step 1 and Step 2.

• We see that that absolute minimum is f (0, 0) = 4 and the absolute maximum is f (1, 1) =
f ( 1, 1) = 11.
 Maximum and minimum values of functions

Example: Find the maximum and minimum values of the function f (x, y) =
x2 + y 2 x y + 1 in the disk D defined by x2 + y 2  1.

Solution:
Step 1: Find all critical points in interior of the domain
To find the critical points we set @f /@x = @f /@y = 0. Thus, 2x 1 = 0, 2y
1 = 0, and hence (x, y) = 12 , 12 is the only critical point in the open disk U =
{(x, y) | x2 + y 2 < 1}.

Step 2: Find the extreme value of f on the boundary

 Maximum and minimum values of functions

Example: Find the maximum and minimum values of the function f (x, y) =
x2 + y 2 x y + 1 in the disk D defined by x2 + y 2  1.

Solution:
Step 1: Find all critical points in interior of the domain
To find the critical points we set @f /@x = @f /@y = 0. Thus, 2x 1 = 0, 2y
1 = 0, and hence (x, y) = 12 , 12 is the only critical point in the open disk U =
{(x, y) | x2 + y 2 < 1}.

Step 2: Find the extreme value of f on the boundary

The boundary @U can be parametrized by r(t) = (sin t, cos t), 0  t  2⇡. Thus,

f (r(t)) = sin2 t + cos2 t sin t cos t + 1 = 2 sin t cos t = g(t).

To find the maximum and minimum of f on @U , it suffices to locate the maximum

and minimum of g. Now g 0 (t) = 0 only when
⇡ 5⇡
sin t = cos t, that is, when t= , .
4 4
Thus, the candidates for the maximum and minimum for f on @U are the points
r(⇡/4), r(5⇡/4) and the endpoints r(0) = r(2⇡).
 Maximum and minimum values of functions

Example: Find the maximum and minimum values of the function f (x, y) =
x2 + y 2 x y + 1 in the disk D defined by x2 + y 2  1.

Solution:
Step 3: The value of f at the critical points and on the boundary points (from
step 2)
1 1 1
The values of f at the critical points are: f ,
2 2
= 2
from step 1 and, from step
2,
p p !
⇣ ⇣ ⇡ ⌘⌘ 2 2 p
f r =f , =2 2,
4 2 2
✓ ✓ ◆◆ p p !
5⇡ 2 2 p
f r =f , = 2 + 2,
4 2 2
and
f (r(0)) = f (c(2⇡)) = f (0, 1) = 1.

p p
Comparing all the values 12 , 2 2, 2+ 2, 1, it is clear that the absolute minimum
p p
occurs at (1/2, 1/2) and the absolute maximum occurs at ( 2/2, 2/2).
 Maximum and minimum values of functions

Extreme value theorem:

Summary of Max-Min Tests

The extreme values of f (x, y) can occur only at

⌅ boundary points of the domain of f

⌅ critical points (interior points where fx = fy = 0 or points where fx or fy fails to exist)

If the first- and second-order partial derivatives of f are continuous throughout a disk centered
at a point (a, b) and fx (a, b) = fy (a, b) = 0, the nature of f (a, b) can be tested with the Second
Derivative Test:

1. fxx < 0 and fxx fyy fxy 2 > 0 at (a, b) ) local maximum

2. fxx > 0 and fxx fyy fxy 2 > 0 at (a, b) ) local minimum

3. fxx fyy fxy 2 < 0 at (a, b) ) saddle point

4. fxx fyy fxy 2 = 0 at (a, b) ) test is inconclusive

 Maximum and Minimum: The Method of Lagrange Multipliers

• Let f (x, y) be the height of a hill as a function of position. A hiker walks along a path
r(t) = (x(t), y(t)).

• What are the local maxima and minima along the path? What are the maximum and
minimum heights along the path?

• These questions are easy to answer if the parametric equations of the path are explicitly
known.

• Indeed, the height along the path is the single-variable function F (t) = f (r(t)) and the
problem is reduced to the standard extreme value problem for F (t) on an interval t 2 [a, b].

Example: The height as a function of position is f (x, y) = xy. Find the local maxima and
minima of the height along the circular path x2 + y 2 = 4

Solution: The parametric equation of the circle can be taken in the form r(t) = (2 cos t, 2 sin t),
where t 2 [0, 2⇡]. The height a long the path is F (t) = 4 cos t sin t = 2 sin(2t). On the interval
[0, 2⇡], the function sin(2t) attains its absolute maximum value at t = ⇡/4 and t = ⇡/4 + ⇡ and its
absolute minimum value at t = 3⇡/4 p and
p t = 3⇡/4 +
p⇡. So,
p along the path, the function f attains
the absolute
p p maximum p value
p 2 at ( 2, 2) and ( 2, 2) and the absolute minimum value -2
at ( 2, 2) and ( 2, 2)
 Maximum and Minimum: The Method of Lagrange Multipliers

Lagrange multipliers:
• Let f (x, y) be the height of a hill as a function of position. A hiker walks along a path
r(t) = (x(t), y(t)).

• What are the local maxima and minima along the path? What are the maximum and
minimum heights along the path?

• These questions are easy to answer if the parametric equations of the path are explicitly
known.

• Indeed, the height along the path is the single-variable function F (t) = f (r(t)) and the
problem is reduced to the standard extreme value problem for F (t) on an interval t 2 [a, b].

Example: The height as a function of position is f (x, y) = xy. Find the local maxima and
minima of the height along the circular path x2 + y 2 = 4

• In many similar questions, an explicit form of r(t) is not known or not easy to find, and an
algebraic condition g(x, y) = 0 is a more general way to describe a curve.

• It simply says that only the points (x, y) that satisfy this condition are permitted in the
argument of f ; that is, the variables x and y are no longer independent.

• The condition g(x, y) = 0 is called a constraint.

 Maximum and Minimum: The Method of Lagrange Multipliers

Theorem. The Orthogonal Gradient Theorem

Suppose that f (x, y, z) is di↵erentiable in a region whose interior contains a smooth
curve
C : r(t) = x(t)i + y(t)j + z(t)k.
If P0 is a point on C where f has a local maximum or minimum relative to its values
on C, then rf is orthogonal to C at P0 .
Proof:

• We show that rf is orthogonal to the curve’s tangent vector r0 at P0 .

• The values of f on C are given by the composition f (x(t), y(t), z(t)), whose
derivative with respect to t is
df @f dx @f dy @f dz
= + + = rf · r0 .
dt @x dt @v dt @z dt
 Maximum and Minimum: The Method of Lagrange Multipliers

Theorem. The Orthogonal Gradient Theorem

Suppose that f (x, y, z) is di↵erentiable in a region whose interior contains a smooth
curve
C : r(t) = x(t)i + y(t)j + z(t)k.
If P0 is a point on C where f has a local maximum or minimum relative to its values
on C, then rf is orthogonal to C at P0 .
Proof:

• We show that rf is orthogonal to the curve’s tangent vector r0 at P0 .

• The values of f on C are given by the composition f (x(t), y(t), z(t)), whose
derivative with respect to t is
df @f dx @f dy @f dz
= + + = rf · r0 .
dt @x dt @v dt @z dt

• At any point P0 where f has a local maximum or minimum relative to its values
on the curve, df /dt = 0, so
rf · r0 = 0
 Maximum and Minimum: The Method of Lagrange Multipliers

Theorem. The Orthogonal Gradient Theorem

Suppose that f (x, y, z) is di↵erentiable in a region whose interior contains a smooth
curve
C : r(t) = x(t)i + y(t)j + z(t)k.
If P0 is a point on C where f has a local maximum or minimum relative to its values
on C, then rf is orthogonal to C at P0 .

By dropping the z-terms in the above theorem, we obtain a similar result for
functions of two variables:

Corollary: At the points on a smooth curve r(t) = x(t)i + y(t)j where a di↵er-
entiable function f (x, y) takes on its local maxima and minima relative to its values
on the curve, rf · r0 = 0.
 Maximum and Minimum: The Method of Lagrange Multipliers

The Method of Lagrange Multipliers

• Suppose that f (x, y, z) and g(x, y, z) are di↵erentiable and that P0 is a point
on the surface g(x, y, z) = 0 where f has a local maximum or minimum value
relative to its other values on the surface.

• We assume also that rg 6= 0 at points on the surface g(x, y, z) = 0. Then

f takes on a local maximum or minimum at P0 relative to its values on every
di↵erentiable curve through P0 on the surface g(x, y, z) = 0.

• Therefore, rf is orthogonal to the tangent vector of every such di↵erentiable

curve through P0 . So is rg, moreover (because rg is orthogonal to the level
surface g = 0).

• Therefore, at P0 , rf is some scalar multiple of rg.

 Maximum and Minimum: The Method of Lagrange Multipliers

The Method of Lagrange Multipliers

Suppose that f (x, y, z) and g(x, y, z) are di↵erentiable and rg 6= 0 when g(x, y, z) =
0. To find the local maximum and minimum values of f subject to the constraint
g(x, y, z) = 0 (if these exist), find the values of x, y, z, and that simultaneously
satisfy the equations

rf = rg and g(x, y, z) = 0.

For functions of two independent variables, the condition is similar, but without the
variable z.
 Maximum and Minimum: The Method of Lagrange Multipliers

We illustrate the method with the help of examples .

• Suppose that we want to find extreme values of f subject to the constraint g(x, y, z) = k.

• We assume that the extreme values of f exist and rg 6= 0 on the surface determined by the
constraint g(x, y, z) = k.

• Then the extreme values of f may be obtained in the following way.

Step 1: Compute the gradients rf and rg.

Step 2: Find all values of x, y, z and such that

rf (x, y, z) = rg(x, y, z) and g(x, y, z) = k

Here the parameter is referred to as the Lagrange multiplier.

Step 3: Find extreme values of f at all points obtained in Step 2. The largest of these values
is the maximum values of f and the smallest is the minimum value of f .