Finding multivariate extrema with degenerate hessian matrix

In summary, the function f(x,y) has a local minimum at (0,0) for any real values of the parameters a, b, c, and d. This is shown by considering the lines y=\alpha x and x=0 through (0,0), and showing that f(x,\alpha x) and f(0,y) have local minima at (0,0). Despite the Hessian matrix being zero, this method is still valid and does not require the use of Lagrange multipliers or theorems such as the inverse or implicit function theorems.
  • #1
talolard
125
0

Homework Statement


For what real values of the parameters a,b,c,d does the functiob [tex] f(x,y)=ax^3+by^3+cx^4+dy^4-(x+y)^5 [/tex] have a local minimum at (0,0)

Homework Equations


I calculated the gradient at (0,0) and it is always zero regardless of parameters.
The problem is that the Hessian matrix is also zero so I don't know what kind of criticial point it is.
I also noticed that if (0,0) is a minimum then [tex] ax^3+by^3+cx^4+dy^4>(x+y)^5 [/tex] in the nieberhood but that still hasnt taken me very far.
I don't see how I can use Lagrange multipliers, the inverse or implicit function theorems, since the gradient is 0 which precludes using them in any direct way. So my arsenal seems rather depleted.
Any ideas?
Thanks
Tal

The Attempt at a Solution

 
Physics news on Phys.org
  • #2
Hi talolard! :smile:

Your Hessian matrix is indeed zero, which means that we can't use it here. We'll have to use more direct methods.

Consider the lines [itex]y=\alpha x[/itex] and x=0 through (0,0). If f has a local minimum in (0,0), then it must also be a local minimum on these lines. So it suffices to show that [itex]f(x,\alpha x)[/itex] and f(0,y) have local minima in 0. And this is easy since the function has only one variable!
 
  • #3
micromass said:
Hi talolard! :smile:

Your Hessian matrix is indeed zero, which means that we can't use it here. We'll have to use more direct methods.

Consider the lines [itex]y=\alpha x[/itex] and x=0 through (0,0). If f has a local minimum in (0,0), then it must also be a local minimum on these lines. So it suffices to show that [itex]f(x,\alpha x)[/itex] and f(0,y) have local minima in 0. And this is easy since the function has only one variable!

Perhaps I misunderstand your point, but those conditions are necessary but not sufficient to guarantee a local minimum.

f(x,y) = (y - x2)(y-2x2) has a local min along all rays through the origin but has a saddle point there.
 
  • #4
LCKurtz said:
Perhaps I misunderstand your point, but those conditions are necessary but not sufficient to guarantee a local minimum.

f(x,y) = (y - x2)(y-2x2) has a local min along all rays through the origin but has a saddle point there.

I see your point, and I must admit I haven't really thought about it. But the point is that your f is not differentiable in 0 (I think). I guess that the method would work for differentiable maps (although I can't seem to find a proof for it now). Correct me if I'm wrong!

Edit: thinking some more about it leads me to think that it is not even true for differentiable maps. Can't really find a counterexample, but I don't think this is the way to prove it.
 
Last edited:
  • #5
micromass said:
I see your point, and I must admit I haven't really thought about it. But the point is that your f is not differentiable in 0 (I think). I guess that the method would work for differentiable maps (although I can't seem to find a proof for it now). Correct me if I'm wrong!

Edit: thinking some more about it leads me to think that it is not even true for differentiable maps. Can't really find a counterexample, but I don't think this is the way to prove it.
No: the above f is just a product of polynomials, so is as differentiable as you could ever want.

RGV
 

1. What is a multivariate extrema?

A multivariate extrema refers to the maximum or minimum value of a function that has multiple variables. It can also be referred to as a critical point or a stationary point.

2. What is a degenerate hessian matrix?

A degenerate hessian matrix is a square matrix of second-order partial derivatives that has a determinant of zero. It indicates that the function has a critical point where the second-order partial derivatives are equal to zero, making it difficult to determine the nature of the extrema.

3. How do you find multivariate extrema with a degenerate hessian matrix?

To find multivariate extrema with a degenerate hessian matrix, you can use the second derivative test. This involves calculating the determinant of the hessian matrix and evaluating the signs of the second-order partial derivatives at the critical point. If the determinant is positive and the partial derivatives are either all positive or all negative, then the critical point is a minimum. If the determinant is negative and the partial derivatives have mixed signs, then the critical point is a maximum. If the determinant is zero, the test is inconclusive and further analysis may be needed.

4. What are the limitations of using a degenerate hessian matrix to find multivariate extrema?

The main limitation of using a degenerate hessian matrix is that it can only be used to find extrema at critical points where the second-order partial derivatives are equal to zero. This means that it may not be reliable for functions with multiple critical points or functions that do not have critical points.

5. Are there any other methods for finding multivariate extrema?

Yes, there are other methods for finding multivariate extrema, such as gradient descent, Newton's method, and Lagrange multipliers. These methods may be more suitable for functions without critical points or with multiple critical points.

Similar threads

  • Calculus and Beyond Homework Help
Replies
4
Views
844
  • Calculus and Beyond Homework Help
Replies
8
Views
3K
  • Calculus and Beyond Homework Help
Replies
7
Views
3K
  • Calculus and Beyond Homework Help
Replies
2
Views
1K
  • Calculus and Beyond Homework Help
Replies
10
Views
764
  • Calculus and Beyond Homework Help
Replies
5
Views
2K
  • Topology and Analysis
Replies
4
Views
759
  • Calculus and Beyond Homework Help
Replies
11
Views
2K
  • Calculus and Beyond Homework Help
Replies
8
Views
1K
  • Calculus and Beyond Homework Help
Replies
4
Views
4K
Back
Top