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+++ date = '2026-03-02T19:00:00-06:00' draft = false title = 'Function of Several Variables' layout = 'chapter' type = 'book' tags = 'calculus' chapterno = 15 +++

Max/Min Problems


Definition: [ \text{Suppose } (a,b) \text{ is a point in region} R \text{ on which } f \text{ is defined and there is an open disk centered at } (a,b) \text{.}\\ \text{If: } f(x,y) \leq f(a,b) \text{, then } f(a,b) \text{ is a local max.}\ \text{If: } f(x,y) \geq f(a,b) \text{, then } f(a,b) \text{ is a local min.} ]

Theorem: [ \text{If } f \text{ has a local max or min value at } (a,b) \text{ and the partial derivatives } f_x \text{ and } f_y \text{ exist at } (a,b) \text{, then } f_{x}(a,b) = f_{y}(a,b) = 0 \text{.} ]

If you are at ((a,b)) and every where you look, the value next to you is higher, you are at a local minimum position. If everywhere you look, the value is lower, you are at a local maximum position.

Critical points are identified by finding where the partial derivatives of each variable in the multi-variate function equals zero.

Definition: [ \text{ A critical point in } f \text{ is located as an interior point } (a,b) \text{ if either:}\\ f_{x}(a,b) = f_{y}(a,b) = 0\ f_{x} \text{ or } f{y} \text{ does not exist at } (a,b) ]

If you are able to find the critical points of (f) then you can use the Second Partial Derivative Test to determine the maximum and minimum values.

Theorem: [ \text{If the second partial derivatives of } f \text{ are continuous throughout an open disk centered at } (a,b) \text{. Let } D(x,y) = f_{xx}(x,y)f_{yy}(x,y) - (f_{xy}(x,y))^{2} \text{.}\\ \text{If } D(a,b) > 0 \text{ and } f_{xx}(a,b) < 0 \text{, there exists a local max at } (a,b) \text{.}\ \text{If } D(a,b) > 0 \text{ and } f_{xx}(a,b) < 0 \text{, there exists a local min at } (a,b) \text{.}\ \text{If } D(a,b) < 0 \text{, there exists a saddle point at }(a,b) \text{.}\ \text{If } D(a,b) = 0 \text{ the test is inconclusive.} ]

Lagrange Multipliers

Theorem: [ \text{Let } f \text{ be a differentiable function in } R^2 \text{ that contains curve } C \text{ given by } g(x,y) = 0. \text{ Assume } f \text{ has a local extrema on } C \text{ at point } P(a,b). \text{ Then } \nabla f(a,b) \text{ is orthogonal to the tangent line of } C \text{ at } P. \text{ Assuming } \nabla g(a,b) \neq 0, \text{ then there is a real number } \lambda \text{, or lagrange multiplier, such that } \nabla f(a,b) = \lambda \nabla g(a,b). ]

To find absolute extremas using lagrange multipliers:

  1. Find the gradient of (f)
  2. Find the gradient of (g)
  3. Set (\nabla f(x,y) = \lambda \nabla g(x,y))
  4. Solve the system for (x) and (y) of (\nabla f(x,y) = \lambda \nabla g(x,y)) and (g(x,y) = 0).
    • Determine (x) and (y) for each case of (\lambda).
  5. Evaluate the points ((x,y)) you've found in (f(x,y)). The largest value is the absolute maximum. The smallest value is the absolute minimum.