Obtain the extremum of f(x,y,z)

  • Thread starter Thread starter s3a
  • Start date Start date
  • Tags Tags
    Extremum
Click For Summary
SUMMARY

The discussion focuses on obtaining the extremum of the function f(x,y,z) = 2x² + y² + 2z² + 2xy + 2xz + 2y - 3z - 5. The participant is in a Calculus 3 course and seeks clarification on using partial differentiation and the Hessian matrix to determine the nature of the extremum. The method involves evaluating the Hessian matrix at the critical point and analyzing the eigenvalues to classify the extremum as a minimum, maximum, or saddle point. The participant also addresses confusion regarding the equality of mixed partial derivatives.

PREREQUISITES
  • Understanding of partial differentiation
  • Familiarity with Hessian matrix concepts
  • Knowledge of eigenvalues and their significance in optimization
  • Basic calculus concepts, particularly in multivariable functions
NEXT STEPS
  • Review the method for calculating the Hessian matrix for functions of three variables
  • Study the classification of critical points using eigenvalues
  • Practice problems involving extremum determination for multivariable functions
  • Explore the implications of mixed partial derivatives and their equality
USEFUL FOR

Students in advanced calculus courses, particularly those studying multivariable optimization, as well as educators and tutors seeking to clarify concepts related to extremum determination in three-dimensional functions.

s3a
Messages
828
Reaction score
8

Homework Statement


Obtain the extremum of f(x,y,z) = 2x^2 + y^2 + 2z^2 + 2xy + 2xz + 2y + x - 3z - 5 and determine its nature.


Homework Equations


Partial differentiation and systems of equations.


The Attempt at a Solution


My attempt is attached. In addition to confirming if what I did so far is correct, I would appreciate it if someone could also tell me how to "find the nature" of the point. I believe that means to state if it's a minimum, maximum or saddle point. For a function of two variables, I would know what to do but for a function of three variables, I do not. I remember hearing that we are not responsible for figuring out the nature of points higher than two variables using the method I would use which is the [f_(xy)]^2 - f_(xx) * f_(yy) test but that we should be able to do such a problem using a different easier method. I'm in a Calculus 3 course.

Any help would be greatly appreciated!
Thanks in advance!
 

Attachments

  • MyWork.jpg
    MyWork.jpg
    60.1 KB · Views: 575
Physics news on Phys.org
You have f(x,y,z)= 2x^2+ y^2+ 2z^2+ 2xy+ 2xz+ 2yz+ x- 3z- 5
and assert that f_x= 4x+ 2y+ 2z+ 2y+ 1
Where did that second "2y" come from?

The other two derivatives are correct.

As for determining what kind of extremum, there are two things you can do. The most basic is to look at values around the (x,y,z) point you get. Since there is only the one extremum, if other values of (x,y,z) give smaller values for f, you have a maximum, if higher, a minimum. Of course, there is the possibility of a saddle point but since the problem asks for an "extremum" that shouldn't happen.

More sophisticated is to form the matrix of second derivatives:
\begin{bmatrix}f_{xx} & f_{xy} & f_{xz} \\ f_{yx} & f_{yy} & f_{yz} \\ f_{zx} & f_{zy} & f_{zz}\end{bmatrix}
evaluated at the critical point.

Because of the equality of the "mixed" derivatives, f_{xy}= f_{yx}, etc., that is a symmetric matrix and so has all real eigenvalues. If all eigenvalues are positive the extremum is a minimum, if all eigenvalues are negative, it is a maximum, and if there are both positive and negative eigenvalues, there is no "exteremum" but a saddle point.
 
Thank you for the informative reply.

By visual inspection, I don't think I did anything wrong but I get f_(xy) != f_(yx).

Before I proceed, could you please just check if I did something wrong and explain why I get f_(xy) != f_(yx) whether my work is correct or not?
 

Attachments

  • MyWork.jpg
    MyWork.jpg
    23.8 KB · Views: 635
I just realized that I did f_(xx) != f_(yy).

Sorry.
 
Let's call that matrix you gave me H for Hessian.

Is my latest attachment 100% correct?
 

Attachments

  • MyWork.jpg
    MyWork.jpg
    74 KB · Views: 562

Similar threads

Replies
1
Views
1K
Replies
9
Views
1K
Replies
5
Views
1K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 19 ·
Replies
19
Views
4K
  • · Replies 15 ·
Replies
15
Views
2K
Replies
13
Views
3K
  • · Replies 13 ·
Replies
13
Views
4K
Replies
2
Views
2K
Replies
8
Views
2K