Proof: Local extremum implies partial derivatives = 0

In summary, the conversation discusses Fermat's theorem and its application to proving that if a function f has a local extremum at point P_0, then all its partial derivatives at that point must equal 0. This is proven by considering a function g that has a local minimum at point P_0 and applying Fermat's theorem to it.
  • #1
nuuskur
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Homework Statement


Let [itex]f\colon\mathbb{R}^m\to\mathbb{R}[/itex]. All partial derivatives of [itex]f[/itex] are defined at point [itex]P_0\colon = (x_1, x_2, ... , x_m)[/itex].
If [itex]f[/itex] has local extremum at [itex]P_0[/itex] prove that [itex]\frac{\partial f}{\partial x_j} (P_0) = 0, j\in \{1, 2, ..., m\}[/itex]

Homework Equations


Fermat's theorem:
Let [itex]f\colon\mathbb{R}^m\to\mathbb{R}[/itex]. If [itex]f[/itex] is differentiable and has local extremum at point [itex]P_0[/itex] then [itex]\nabla f(P_0) = \overrightarrow{0}[/itex]

The Attempt at a Solution


Assume [itex]f[/itex] has local minimum at point [itex]P_0[/itex], then there exists [itex]\varepsilon > 0[/itex] such that [itex]f(P)\geq f(P_0)[/itex] for every [itex]P\in B(P_0,\varepsilon)[/itex].
Let [itex]j\in \{1,2, ..., m\}[/itex]. Observe the function:
[tex]g(t) = f(x_1, x_2, ... x_{j-1}, t, x_{j+1}, ... , x_m)[/tex]
Note that:
1) [itex]g[/itex] is defined within [itex]t\in (x_j -\varepsilon, x_j +\varepsilon)[/itex]
2) the function [itex]g[/itex] has local minimum at the point [itex]t = x_j[/itex]
3) [itex]g[/itex] is differentiable at [itex]t = x_j[/itex], also [itex]g'(x_j) = f_{x_j}'(P_0)[/itex]

Define for every [itex]t\in\mathbb{R}\ \ \ S_t\colon = (x_1, ...,x_{j-1}, t, x_{j+1}, ..., x_m)[/itex] then for every [itex]t\in (x_j -\varepsilon, x_j +\varepsilon)[/itex] it follows that [itex]d(Q_t, P_0) = |t - x_j| < \varepsilon[/itex], therefore [itex]Q_t\in D\subset\mathbb{R}^m[/itex] i.e [itex]g[/itex] is defined at point [itex]t[/itex] and for every [itex]t[/itex]:
[tex]g(t) = f(Q_t)\geq f(P_0) = g(x_j) [/tex] which means [itex]g[/itex] has local minimum at the point [itex]x_j[/itex].

From 2) and 3) - according to Fermat's theorem [itex]f_{x_j}'(P_0) = g'(x_j) = 0 _{\blacksquare}[/itex]
 
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  • #2
St is Qt?

Fermat's theorem, as you write it here, covers ##\mathbb{R}^m\to\mathbb{R}## already, if you can use ít where is the point of reducing it to the 1-dimensional case? But then the whole problem looks trivial.
 
  • #3
Oops, sleight of hand, Qt is St, yes.
 

What is a local extremum?

A local extremum is a point on a function where the value is either the highest or lowest in a specific neighborhood. This means that the value at this point is greater than or equal to all other nearby points (for a maximum) or less than or equal to all other nearby points (for a minimum).

What does it mean for partial derivatives to equal 0?

If the partial derivatives of a function are equal to 0 at a specific point, it means that the rate of change of the function in each of its independent variables is 0 at that point. This can indicate a potential local extremum at that point.

Can a point have partial derivatives equal to 0 but not be a local extremum?

Yes, it is possible for a point to have partial derivatives equal to 0 but not be a local extremum. This can occur if the function has a saddle point at that point, where the function is increasing in one direction and decreasing in another direction.

Does a local extremum always imply partial derivatives equal to 0?

No, a local extremum does not always imply partial derivatives equal to 0. This is because a function can have a local extremum at a point where the partial derivatives do not exist or are undefined.

How is the concept of local extremum related to optimization problems?

In optimization problems, finding local extrema is often the goal. This is because local extrema correspond to the maximum or minimum values of a function, which can be useful in determining the best solution for a given problem. By using the relationship between partial derivatives and local extrema, we can find critical points and determine whether they are local maxima, local minima, or saddle points.

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