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Optimizing a function of 2 variables, sufficient conditions

Summary

  • f is a real-valued smooth function of two variables on domain AR2 .
  • (x0,y0)A0 is a stationary point.
  • H(x0,y0) is the Hessian of f evaluated at (x0,y0) .
  • Second derivative test (sufficient conditions for extreme values):
    • If H(x0,y0) is negative definite then (x0,y0) is a strict local maximum point
    • If H(x0,y0) is positive definite then (x0,y0) is a strict local minimum point
    • If |H(x0,y0)|<0 then (x0,y0) is a saddle point
    • If |H(x0,y0)|=0 then the second derivative test is inconclusive