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Single-variable optimization, definitions

Summary

Minimum and maximum points

  • f:AB and x0A
    • x0 is called a maximum point for f if f(x)f(x0) for all xA .
    • x0 is called a strict maximum point for f if f(x)<f(x0) for all xA,xx0 .
    • x0 is called a minimum point for f if f(x)f(x0) for all xA .
    • x0 is called a strict minimum point for f if f(x)>f(x0) for all xA,xx0 .
  • Examples:
    • If f(x)=x2 then xmin=0 is a strict minimum point of f
    • If f(x)=x2 then xmax=0 is a strict maximum point of f
    • If f(x)=1 then every point is maximum point and every point is a minimum point of f but none of them are strict.
    • If f(x)=x then f has no maximum points and no minimum points
    • If f(x)=x with domain (0,1) then f has no maximum points and no minimum points
    • If f(x)=x with domain [0,1] then xmin=0 is a strict minimum point of f and xmax=1 is a strict maximum point of f .
  • A point that is either a maximum point or a minimum point is called a extreme point or an optimal point of f .

Minimum and maximum values

  • If x0 is a maximum point of f then f(x0) is called the maximum value of f .
  • If x0 is a minimum point of f then f(x0) is called the minimum value of f .
  • Examples:
    • If f(x)=x2 then the minimum value of f is 0 .
    • If f(x)=x2 then the maximum value of f is 0 .
    • If f(x)=1 then the minimum value of f and the maximum value of f is 1 .
    • If f(x)=x then f has no minimum or maximum values.
    • If f(x)=x with domain (0,1) then f has has no minimum or maximum values.
    • If f(x)=x with domain [0,1] then the minimum value of f is 0 and the maximum value of f is 1 .

Local minimum and maximum points

  • f:AB and x0A
    • x0 is called a local maximum point for f if there exits an open interval (a,b) containing x0 such that f(x)f(x0) for all x(a,b)A .
    • x0 is called a strict local maximum point for f if there exits an open interval (a,b) containing x0 such that f(x)<f(x0) for all x(a,b)A,xx0 .
    • x0 is called a local minimum point for f if there exits an open interval (a,b) containing x0 such that f(x)f(x0) for all x(a,b)A .
    • x0 is called a strict local minimum point for f if there exits an open interval (a,b) containing x0 such that f(x)>f(x0) for all x(a,b),xx0 .

  • Every maximum (minimum) point is a local maximum (minimum) point but the opposite is not true.
  • A point that is either a local maximum point or a local minimum point is called a local extreme point or a local optimal point of f .

Local minimum and maximum values

  • f:AB and x0A
    • If x0 is a local maximum point of f then f(x0) is called a local maximum value of f .
    • If x0 is a local minimum point of f then f(x0) is called a local minimum value of f .

Stationary points

  • If f(x0)=0 then x0 is called a stationary or critical point for f
  • Examples:
    • If f(x)=x2 or f(x)=x2 then x0=0 is a critical point for f .
    • if f(x)=1 then every point is a critical point for f .
    • If f(x)=x then f has no critical points, no matter the domain.
    • If f(x)=|x| then xmin=0 is a strict minimum point for f but it is not a critical point.
  • Notation. Some authors define minimum point, maximum point and stationary point as a point on the graph of f , including both the x - and the y -ccordinate. In this notation, (0,0) is a stationary point of f(x)=x2 .