Optimization · Definition

Absolute extrema on a region

multivariable calculusoptimization

Before you start you need to know

Critical points and the second derivative only speak of local extrema; here we answer the practical question: what are the largest and smallest values of \(f\) over a whole region?

Definition

The absolute extrema of a function \(f\) on a closed, bounded region \(D\) are the minimum \(m\) and the maximum \(M\) of the values \(f\) takes on \(D\).

\[m=\min_{D} f,\qquad M=\max_{D} f\]

The extreme value theorem guarantees that if \(f\) is continuous on a closed, bounded set \(D\), an absolute minimum and maximum exist. The procedure has three steps: find the critical points of \(f\) in the interior of \(D\); find the candidates on the boundary of \(D\); and evaluate \(f\) at all of them. The largest value is \(M\) and the smallest is \(m\).

The boundary is treated as a one-variable problem: parametrize each side or curve (\(y=2-x\), \(x=\cos t,\ y=\sin t\), etc.), substitute into \(f\), and look for extrema of the resulting function on the interval, without forgetting the corners. If the boundary is given by an equation \(g=k\), Lagrange multipliers do the same job.

Guiding example: \(f(x,y)=x^2+y^2-2x-4y+7\) on \([0,3]\times[0,3]\). The critical point \((1,2)\) gives \(f=2\); at the corners \(f\) equals \(7,10,4,7\). Hence \(m=2\) and \(M=10\). Here the minimum is interior and the maximum is on the boundary, which is very common.

Typical mistakes: forgetting the boundary, believing that a critical point is an extremum (a saddle is not), or applying the method to an open or unbounded region, where the maximum or minimum may not exist. There is no need to classify critical points with the Hessian: just compare values.

Think about it

Why is the second derivative test not needed to find absolute extrema?

Because you only compare the values of \(f\) at a finite list of candidates (critical points and boundary points); the largest and smallest of those values are \(M\) and \(m\), regardless of their local classification.

Give a continuous function on a bounded region that does not attain its maximum.

\(f(x,y)=x\) on the open square \(0<x<1\), \(0<y<1\): the supremum is \(1\), but it is not attained because the region is not closed.

Exercises 10

References

  • James Stewart, Daniel K. Clegg, Saleem Watson, Calculus: Early Transcendentals, 9th edition, Cengage, 2021. §14.7
  • Joel Hass, Christopher Heil, Przemyslaw Bogacki, Maurice D. Weir, George B. Thomas Jr., Thomas' Calculus, 15th edition, Pearson, 2023. §14.7
  • Jerrold E. Marsden, Anthony Tromba, Vector Calculus, 6th edition, W. H. Freeman, 2012. §3.3