Optimization · Definition

Critical point of a multivariable function

multivariable calculusoptimization

Before you start you need to know

They are the only candidates for a local maximum or minimum in the interior of the domain, which makes them the first step of any optimization.

Definition

A critical point of a function \(f\) of two variables is a point \((a,b)\) of its domain where the gradient \(\nabla f\) is the zero vector or does not exist.

\[\nabla f(a,b)=\mathbf 0\quad\text{or}\quad\nabla f(a,b)\text{ does not exist}\]

The reason is the same as in one variable: if \(f\) has a local extremum at \((a,b)\) and its partial derivatives exist, then \(t\mapsto f(a+t,b)\) and \(t\mapsto f(a,b+t)\) have an extremum at \(t=0\), so \(f_x(a,b)=0\) and \(f_y(a,b)=0\). Hence interior local extrema can only occur where \(\nabla f=\mathbf 0\) or where the gradient does not exist.

To find them, solve the system \(f_x=0\), \(f_y=0\). For \(f(x,y)=x^2+y^2-4x+6y\), the equations \(2x-4=0\) and \(2y+6=0\) give the single critical point \((2,-3)\). When the equations are nonlinear there may be several points or none, and it helps to solve for one variable and substitute into the other.

A critical point is not necessarily an extremum. The function \(f(x,y)=x^2-y^2\) has \(\nabla f=\mathbf 0\) at the origin, yet it increases along the \(x\)-axis and decreases along the \(y\)-axis: it is a saddle point. Being critical is a necessary condition, not a sufficient one.

There are also critical points where the gradient does not exist, such as the vertex of the cone \(f=\sqrt{x^2+y^2}\), which is a minimum. To decide what kind of point a critical point is, we will use second derivatives, collected in the Hessian matrix and the second derivative test.

Think about it

If \(\nabla f(a,b)=\mathbf 0\), can we conclude that \(f\) has a local maximum or minimum at \((a,b)\)?

No. It may be a saddle point, like the origin for \(f(x,y)=x^2-y^2\). A zero gradient only says the tangent plane is horizontal, not how \(f\) behaves around the point.

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