How can I find the maximum point on a function without using its derivative?

In summary, the best way to find the maximum point on a function is to use Newton's Method for finding the zero of the function's derivative. Another way is to choose two points and an interval length and compare the function's values at these points, repeating the process until the maximum point is found. This method is slower but does not require finding the derivative.
  • #1
brydustin
205
0
I have a function with one and only one local/global maxium... (i.e. half the function has positive slope, half the function has negative slope). And I want to find the maximum point on the function. How can I find the function's max?

I was thinking of turning the function into its derivative and using Newton's Method for finding the zero... are there better ways?
 
Physics news on Phys.org
  • #2
Yes, that will work. Another way, that will converge slower does not require finding the derivative (and the second derivative to use Newton's method) is this:

Choose two points, p and q, and an interval length, [itex]\delta[/itex]. If f(p)> f(q), choose a new point, r, a distance [itex]\delta[/itex] beyond p (opposite the direction from p to q. If f(q)> f(p), reverse p and q). If f(r)> f(p), repeat. If f(r)< f(p) reverse direction and divide [itex]\delta[/itex] by 2 to halve the interval length.

Since this question has nothing to do with differential equations, I am moving it to "Calculus and Analysis".
 

1. What is a numerical method for finding the maximum point?

Numerical methods for finding the maximum point involve using mathematical algorithms to approximate the maximum value of a function. These methods are commonly used in scientific and engineering applications where analytical solutions are difficult or impossible to obtain.

2. How does the bisection method work for finding the maximum point?

The bisection method involves repeatedly dividing the interval between two points where the function changes sign until the interval becomes sufficiently small. The maximum point is then approximated as the midpoint of the final interval.

3. Can numerical methods find the exact maximum point of a function?

No, numerical methods can only approximate the maximum point of a function. The accuracy of the approximation depends on the chosen method and the number of iterations used.

4. What are some other commonly used numerical methods for finding the maximum point?

Other commonly used numerical methods for finding the maximum point include the golden section search method, the Newton-Raphson method, and the gradient descent method.

5. Are there any limitations to using numerical methods for finding the maximum point?

Yes, there are limitations to using numerical methods for finding the maximum point. These methods may not work well for functions with multiple maxima or minima, and the accuracy of the approximation may be affected by the chosen initial guess or step size.

Similar threads

Replies
4
Views
872
Replies
3
Views
1K
Replies
3
Views
2K
Replies
5
Views
1K
Replies
18
Views
2K
  • General Math
Replies
5
Views
831
Replies
13
Views
2K
  • Calculus and Beyond Homework Help
Replies
4
Views
687
Replies
36
Views
3K
Back
Top