Optimizing a function of 2 variables, sufficient conditions
Summary
- f is a real-valued smooth function of two variables on domain A⊆R2 .
- (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