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The document discusses necessary and sufficient conditions for a function of two variables to have a maximum or minimum value at a given point. It states that for a maximum or minimum, the first partial derivatives must be equal to zero at that point. It further explains that for the point to be a maximum, the determinant of the Hessian matrix must be positive and its leading principal minor negative, or vice versa for a minimum.

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0% found this document useful (0 votes)
27 views8 pages

Adobe Scan 22-Feb-2024

The document discusses necessary and sufficient conditions for a function of two variables to have a maximum or minimum value at a given point. It states that for a maximum or minimum, the first partial derivatives must be equal to zero at that point. It further explains that for the point to be a maximum, the determinant of the Hessian matrix must be positive and its leading principal minor negative, or vice versa for a minimum.

Uploaded by

meena
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 8

5MAXIMAAND MINIMA

FUNCTIONS sign ofa + h,b + k)f[a,b))


MAXIMA AND MINIMAOFVARIABLES
5.1 ..2)
OF TWO INDEPENDENT
independent variables x
the sign of |a( 3.),..
/x= a, y=b Oy =a. y= b]

Let f(x,y) be any function of two ofx and y in the small Assuming k = 0, we find that if
and y and continuous for all values
neighborhood of (a. b). af
dx x= a, y=b
Maximum:
the right hand side of (2) changes sign according to the
The function f(x,v) is said to have a nmaximum at the point sign of h. Therefore f(x, y) cannot have a maximum or
(a,b), if minimum at x = 4, y = bif
fa+ h,b +k) <fla.b) 0
dX r =a.y= b
Minimum:
In the same way when h = 0, f(x,y) cannot have a
The function f(x,y) is said to have minimum at the point
(a,b), if maximum or aminimum at x = a, y= b if
fa+ h,b + k) >f[a,b). Ix=a, y=b
Necessary Conditions for the Existence of a Maxima or a Thus the conditions that fx,y) should have for a
Minima maximum or minimum at x = a, y =b is that
As per the definition f(x, y) has a maximum value or a
minimum value at x= a and y =b if the expression = 0
lx=a, y=b
fla+ h,b + k)-fa,b) is of invariable sign for all of
sufficiently small independent values of h and k and and = )
Oy
hk0. If value of the function fla+ h,b+ k)-fa,b) /x=4, y=b
Thus the above conditions are necessary for
is negative, then the function fx,y) has a finding the
value at x=a and y= b. If the value of themaximum maxima or minima but these condition are not sufficient.
function
fa+h,b+ k)-fla, b) is positive then the function 5.1.1
fxy) has a minimum value at x = a and y = Stationary and Extreme Points
Taylor's theorem for two variables, we get b. Using If both the first order partial
fat h,b+ k) =flu.b) +(h9ax +k f(xy) vanish at the point (a,derivatives
b)
of the function
said to be a stationary point . A then the point (a,b) 15
y=h is either a
maximum or a minimum stationary point whicn
point is called an
+ 2hk
arðy + k'
Oy
and the value of the
d. + ... point is called an function correspondingextreme
to ths
extreme value. A stationary
Or,
fa+ h,b +k)-fa,b) =
y=)
necessarily an extreme point. Therefore, a point is no
can be a
h\).. +) dy x=a
maximum or aminimum or neither
To identify
stationary pou
of these two
+ terms of the
y-)
y= h whether a point is an extreme
further investigation
On taking h and khigher orders in h and k. is point or not, a
terms in h and k can besufficiently small, the first degree
...(1) A point
(stationary)necessary.
which is neither a
right hand side and made to govern the sign of the minimum is called a saddle maximum nor a
therefore
definition maximum or minimum
of a
of the left hand side of
(1). By point.
and negative arbitrary value, for all positive 5.1.2 Sufficient
small value of h and k, we
have the Let
Conditions for Maxima or Minima
and af
•y = 0
Jx=a
Chapter 5 Maxinna and Minima Page 71

Case III. When (rt -s) 0.


Let =a, v=b Then, we can't say anything about the sign of the second
a?f =S
degree terms in the RHS (1) i.e., (rh' + 2skh + tk?) is not
axdy =a. y=h of invariable sign.
and
(34) X=a, v=b
=| Therefore,we have neither a maxima nor a minima at x =a
y=b.
The sufhcient condition for maxima and minima are: Case IV:When (rt -s)= 0 i.e., rt = s'and r 0
(1) If(rt -s) >0 and r<0, then the function (x,v) is In this case (2) becomes
maximum at (a, b);
(2) If (rt - s)> 0 and r > 0, then the function f(x,y) is rh²+ 2shk + tk? = L(rh + ks
minimum at (a, b); Therefore, it has the same sign as r. So, it is maximum
(3) If (rt-s)<0, then the function f(x,y) is neither when r <0 and minimum when r > 0.
maximum nor minimum at (a,b); In case, if rt = s? and =- (i.e., rh + sk= 0), then
(4) If (rt - s)= 0this case is doubtful and for this second degree terms vanish and we have deal with higher
further investigation is required. order term of (1). Therefore this case is doubtful.
In case r = 0, then from the condition rt -s'= 0, we have
PROOF : s = 0. Therefore
Using Taylor's series expansion for two variables, we get rh'+ 2shk + tk? = tk?
fa+ h,b + k) -fa.b) =( which wil! be zero when k = 0for every values of h.
/x=a,y=b Therefore this case is doubtful.
+ 2hk +k? So, if rt - s?= 0,the case is doubtful and we required
•xdy dy? X=a,y=b to investigate it further to find whether the given function
If the above function satisfies the necessary condition i.e. fx,v) is a maximum or a minimum at (a, b).
=0 and = 0then
ay I(a.b) 5.2 WORKING RULE FOR FINDING
fa+ h.b+ k) -f(a, b) =(rh' + 2shk + tk?) +..) MAXIA AND MINIMA
For sufficiently smallvalues of and k the sign of RHS WORKING RULE
and LHS of (1)is governed by the second degree terms i.e.,
by the expression (rh?+ 2shk + tk?). Let the function be fx,y), then
Therefore, 1. Find ax and af
rh? + 2shk + tk? = r²h² + 2rshk + rtk'
=rh? + 2rhsk + s'k')+ rtk?-s'k?|
2. Put
af0and = ) ...(2)
3 From step (2) find the pairs of values of x and y.
-H(rh +skj +(rn -s)k| Then from these pairs of values of x and y, we will
From eqn (2), the following cases arises : get the stationary values of f(x.v). Let (a, b)be one
of these pairs.
Case I: When (rt -s)> 0 and r < 0. 3 Calculate rt -s.
Then the RHS of (2) will be negative and therefore, the RHS 4 (a) If r-s> 0and r<0 then the function f(x,y)
of (1) willalso be negative. Therefore, the LHS of (1 ) will be is maxinium at (a, b);
negative i.e..f(a+ h.b + k)-f(a,b)|< 0 for any values of (b) If (rt -s)>0 and r> 0, then the function
h and k. So, fx,y) has a maxima at (a, b). f{x.y) isminimum at (a. b);
Case II : When (rt - s?)> 0 and r > 0. (c) If (rt -s)<0 then the function f(x,y) has
neither maximum nor minimum at (a, b) and in this
Then the RHS of (2) willbe positive and therefore, the RHS case f(x,y) is known as saddle point
of (1) will also be positive. Therefore, the LHS of (1 ) will be
positive i.e.f(a+ h, b+ k)-f(a, b)| >0 for any values of (d) If (rt -s)=0, case is doubtful and in this
further investigalion is required.
hand k. So, f(x, y) has a minima at (a.b).
Page 72 Maxima and Minima
Chapter 5
EXAMPLE 5.1 RTU2010 EXAMPLE5.2
Find the maximum and minimum value of Discuss the maxima and minima of the function
f(x,y) = '+ 3ry² 15x² 15y'+ 72x u=x'y'- 5x&xy 5y
sOLUTION : SOLUTION :

Let u = + 3xy? 15x 15y +72x ...(1) Let u=x'y- 5*'8xy 5y²
..(1)
Differentiating Eq. (1)partially w.r.t. x and y and equating Differentiating partially (1) wrt x and y and equating thenm
them to zero, we get to zero, we get
Ou au
•x = 3x?+ 3y2- 30x +72 = 0 ...(2) ax = 2xy' - 10x &y= 0 ..2)
and du Ou
ay = 6xy - 30y = 0
and
..(3) ay = 2xy- &x- 10y = 0 .(3)
or
y(6r 30) = 0 Solving (2) and (3) we get only five stationary point
y= 0 and x= 5 which are (0,0), (1, 1), (-1,1), (3,3), (- 3, 3).Now
Putting x = 5 in Eq. (2), we get differentiating (2) and (3) partially wrt x and y we get
3x 25 + 3y? 30x5 + 72 = 0
= 2y'- 10
or
3y = 3’y=t1
Also at y= 0, we have au
axdy 4xy - 8
S=
3x- 30x +72 =0
x- 10x + 24 = 0 = a'u 2x2- 10
(x-6)(x- 4) = 0 ay
At all stationary point the value of r,s, t
x =6,4 follows :
and rt - s are as
Thus the stationary points are (5, 1), (5, 1), (6,0), (4, 0). For
Now
(0,0) r=- 10,s =-8.t =- 10
r= ay2=6x- 30 rt - s = 36
For (1, - 1) +ive
S =
= 6y r=-8,s =- 12,t =-8
axdy rt-s=-80 ’-ive
= 6x- 30 For (- 1,1) r=-8,s =- 12,t =-8
dy2
The values at the rt -s=-80
shown in table: stationary points and their nature are For (3,3) r= 8,s = 28,t= 8
-ive

Stationary
Point
r rt- ? Result For (- 3, 3)
rt-s=-720 ’-ive
r= 8,s = 28,t= 8
(S,1) 6
-36
Neither maximum rt - s =-720 ’-ive
nor minimum
Therefore the points (0, 0) is only extreme
(5, - 1) rt-s is positive at these point. The point becaust
6 -36 Neither maximum at this point because r < 0. function uis maximum
nor minimum
(6,0) 6
6 36 minimum EXAMPLE 5.3
(4,0) -60 -636
The function f(x,y) is maximum Examine for maximum and minimum values of
at (4,0). minimum at (6,0) and maximum z= x- 3xy + y' + 2x the function
The minimum value is
SOLUTION :
f(6,0) = (6} + 0- 15x 36 -0 + We have
= 108 72 x6 z =x- 3xy + y²+ 2x
and maximum value is ...(1)
f(4,0) == (4}
Differentiating
to zero we get partially (1) wrt x and y and
equating the
+ 0- 15 x(4} - 0
112
+72x4 Odx = 2x 3y + 2 = 0 ...(2)
and
=-3x +2y = 0
Sn (AtB) sinfA GosB+ Cas A SJ'n B
Chapter5 Page 73
Maxima and Minima
Solving(2) and (3) we get only one stationary point which sOLUTION :
is($). Now.differentiating (2) and (3) partially wrt xand
Let u = sinx sin ysin (x + y) ...(1)
y,weget
r= Differentiating partially (1) wrt x and y and equating them
tozero, we get
S= =-3
au = sin y[sinx cos (x + y)+cosx sin (x + y)]= 0
aray dx
= Sin y sin (x + x + y) = 0
t= = 2 du =sin ysin (2x + y) = 0 ...(2)
ay?
Here M-s=- therefore
5, stationary
rt - s <0. point(.)
is not and du sinx{sin ycos (x + y) + cos ysin (x + y)]= 0
extreme point because of Hence z is neither dy =
=sinx sin(y + y + x) = 0
maximum nor minimum at (.).
du .(3)
dy sinx sin (x+ 2y) = 0
EXAMPLE 5.4 To find the values of x and y satisfying above equations and
Discuss the maxima and minima of the function lying between 0and 1, we have to consider the following
u=rty'+242 pairs of equations
y= 0and x= 0 Point (0.0)
sOLUTION:
2r +y= 1 and x+ 2y = n Point ( )
2x +y = 217 and x+ 2y = 21 Point(.)
We have u =*+y'++4 ..(1) Differentiating (2) and (3)partially wrt x and y we get
Differentiating eqn (1) partially wrt x and y and equating d- 2sin ycos (2r +t y)
them to zero, we get ax?
du =2r- = 0 or 2(r'- 1) =0 ..2) S = = cosy sin (2x + y) + siny cos(2x + y)
ax x dxðy
du = sin(2r+y+y) = sin 2(x + y)
and
dy = 2y-= 0 or 2(y- 1) = 0 ..3)
t = a'u = 2sinxcos (2y + x)
Solving (2) and (3) we get only one stationary point which is
2(x-1) = 0or x= 1 At all stationary point the value of r.s,t and rt - s are as
2(- 1) =0 or y=1 follows :
Now differentiating (2) and (3) partially wrt x and y we get For (0, 0) r= 0,s =0. =0 rt-s = 0
4
r= For ($.), r=-/8.s=-.=-/5 n-s'=+ive
S=
axdy
= 0 For (.), r=3,s= 5 n-s=+ive
t=
Therefore point (0,0) is doubtful case and further
ay investigation is needed. The points()and (.) are
At stationary point (1, 1) the value of r,s, t and rt -s are extreme point because rt - s is positive at these point.
as follows: Hence given function u is maximum at point ( ) because
r =2+ 4= 6 r<0and it is minimum at point(.)because r >0.
S=0
t =2+ 4=6
rt-s = 36 -0 = 36 PRACTICE 5.1
Therefore stationary point (1, 1) is extreme point because
Locate the stationary points of
of rt -s>0 and it is minimum because r > 0. Hence u is
minimum at the point x= 1,y = 1.
x+y-2r'+ 4ry - 2y' and determine their nature.
2 Prove that the rectangular solid of maximum volume
which can be inscribed in a sphere is a cube.
EXAMPLE 5.5 RTU 2011,09 3. Discuss the maxima and minima of function
Discuss the maxima and minima of the function (r+ yeár +2y
sin xsin ysin (x + y). 4. Determine the points where a function x'+y'- 3ary
Chapter
Maxima and Minima

= 3a
..2)
x+y +tz 0. i.e
Page 74 mnust have du =
stationary value of u, we
or minimum. For a 2zdz = 0
has a maximunm rectangular
the box,open atthe 2xdx + 2ydy +
dimensions of is 432 sq. cm. = 0 .3)
Find the capacity whose surface xdx + ydy + zdz
maximum volume (2), we get
top, of
box, open at the top, is to have a
the box Differentiating the given relation = 0
6. A rectangular dinmensions
Determine the
of dy + dz
dx + ..4)
of 32 cubic feet. and then
for its construction. Multiplying (4) by and adding to (3) equating
requiring least material zero, we get
y)for extreme points.nearest to
Examine x'y'(1-x- surface the coefficients of dx, dy and dz to
7. z'= y + l =-1 ..5)
Find the points on the x+1= 0 or x
..(6)
=-1
the origin. y+ = 0 or y
z+= 0 or z=-1 Substituting this
=y=z=-A.
Therefore we have x point is
a. Thus the stationary of this
METHOD result in (2) we get A =- the nature
LAGRANGE'S MULTIPLIER'S have to find out
5.3 x= y=Z= a. We
and y as independent
In this method we will
introduce an additional unknown stationary point. Now regard x xand y given by (2)
constant which is called as Lagrange
multiplier. As yariables and z as a function of
of a function occur when Differentiating (2) partially wrt x, we get
we know the stationary values
be ..5)
f=f=f= 0, so the totaldiferential will .(3)
du
dx
2x+ 27
df = fdx +fdy +fdz = 0 Differentiating (2) partially wrt x taking y as
constant, we
On differentiating eqn (2), we get
dg = gdx + gydy + g:dz = 0 ..(4) have

On multiplying eqn(4) by and adding it to (3),


we have
1t dax - 0 or dx =-1
(f+ Ag)dx +(f + dg)dy +(f+g:)dz = 0implies, ..(5) Substituting above result in (8), we get
As x,y, z are independent variables, then eqn (5) du = 2 ( r ) ...9)
f+Agr = 0 ...(6) ax
f+Ag = 0 ...(7) Differentiating again wrt x we get
f+de: = 0 ..(8)
On solving eqn (2), (6), (7) and (8) we get values of a=2(1-)=2(1 + 1) =4
X,y,z,1 and from this we can find the required stationary which is positive for x =y= z= a. Hence S is minimum
points of fx,y, z) subject to the constraint (2). when x =y=z= a and minimum value is
1AGRANGE MULTIPLIER'S METHOD u =a + a' + a'= 3a?
Form the auxiliary equation
F(x.y.z) =fxy.z) + hp(x.y.z) ...(9)
2. Partially differentiate F in (9)wrt x,y,z respectively EXAMPLE 5.7
3. Solve the equations by equating it to the Find the stationary values of x+y' + z subject to the
F = 0,F =0,=0 conditions ax + by + cz= land lx + my + nz = 0
4. Now using step 3 and eqn (2), we get the Lagrange
multiplier Aand stationary values x,y,z. SOLUTION :

Let u=x*+y'+z? ..)


where the variables x,y andz are related by
EXAMPLE 5.6 ax + by + cz' = 1 ..(2)
Kind the minimum RTU2008/ and -3)
value of *+y' +, when lx + my + nz = 0
x+y +2= 3a. For a stationary value of u, du = 0, so we have
SOLUTION : 2xdx + 2ydy + 2zd = 0
or
xdx + ydy + zdz =0 ..(4)
u =x+y'+
Let
where the variables x and y are related by ..(1) Difterentiating the given relations (2) and (3), we get
2axdx + 2bydy + 2czdz = 0
Or
axdx + bydy + czdz = 0 -..(5)
Chapter 5
Maxima and Minima Page 75
and ldx + mdy + ndz = 0
...(6)
Multiplying (5) by A and (6) by u and = a or
+ben equating the coefficients of dx, dy, dzadding to (4), and
to zero, we obtain Thus u is stationary at the point given by x =y= z= }a
x + dax + ul = 0
..(7) Now regard x and y as independent variables and z as a
y+ Aby + um = 0
...(8) function of x and y given by (2). Differentiating partially
and z+ Acz+ un = 0 (3) we have
...(9)
Multiplying the equations (7), (8) and (9) by x,y and z 1au .(6)
respectively and adding, we get u ax z dx
2++z+ (ax + by + cz) + u(lx + my + nz) = 0 Differentiating partialy (2) we have
or u+ 1 + u-0 =0 1+ =0 or =-1
Substituting above result in (6), we have
Substituting A = - u in the equations (7), (8) and (9), we 1au _1
have
X= Lm un Differentiating again partially wrt x we get
au- 1 = bu- 1 cu -1 1 dz
Substituting these values of x,y, z in (3), we obtain
au - 1 b u - Tt Cu - 1 = 0
But at the stationary point, we have = 0, therefore
m² n' = 0
au -1 bu - 1+ CU 1 ..(10)
Or a'u
Hence the maximum or minimum values of u are given by
the equation (10). The equation (10) is a quadratic in uand
so it gives two stationary values of u.
Thus at the stationary point ax? is negative.
EXAMPLE 5.8 RTU2008
Hence u is maximumn when x=y=Z= and the
Divide a number a into three parts such that their product
willbe maximum. maximum value of u= ()
SOLUTION :
EXAMPLE 5.9
Let u= xyZ ..(1) Prove that the volume of the greatest rectangular
where the variables x, y and z are related as parallelopiped that can be inscribed in the ellipsoid
y2
X+y +Z=a ...(2)
a
=lis 8abc
3V3
From (1), we have
SOLUTION:
log u= logx + logy + log z ...(3)
du = 0
For a maximum or aminimum of u, we have Let (x,y,z) denote the coordinates of the vertex of the
...(4) rectangular parallelepiped which lies in the positive octant
and let Vdenote its volume. Volume Vis given by V= &xyz.
Also diferentiating the equation (2), we have Its maximum value is to be determined under the condition
dx + dy + dz = 0 ...5) x?
that it is inscribed inthe ellipsoid +t=1. Thus,
Multiplying (5) by and adding to (4) and then equating we have
the coefficients of dx, dy, dz to zero, we get
V=&ryz, and ...(1)
1+a= 0or x= y2 z'
..(2)
l+d= 0 or y= For an extreme value, we must have

+d = 0 or z = dV = yzdx + zxdy + xydz = 0 ..(3)


Also differentiating (2), we get
Substituting these values of x,y, z in (2), we get
di =dx
a
+dy +gd
C
=0 .(4)
Maxima and Minima
Chapter $
Page 76
cos B cos C
cos A
open at the top is to have a given
Arectangular boxdimensions
Multiplying (3) and (4) by l and A, respectively, and then 4.
ofthel box requiring least
adding both and equating the coefficients of dx, dy, and dz capacity. Find the
to zero, we get material for its construction.
x+y'+ subject to the
Ax ...(5) 5. Find the extreme value of
= 0, condition ax + by + cz=p
a?
continued
Ay ...(6) 6. Divide a into three parts such that the part and
second
product of the first part, square of the
= 0,
maximum.
and ...(7) cube of the third part is
xy +2 = 0
7. Find three real numbers whose sum is 9 and
sum of
From (5), (6), and (7), we get whose squares isas small as possible.
= b?zx

and so, a'yz


Dividing throughout by xyz, we get
c?
y2-=
Then, equation (2) yields
= 1or x = a

= lor y= and
V3
3=1 or z =
/3
Thus, the stationary value is at the a

pointa
Differentiating partially the equation (2) with respect to x,
taking y as constant, we get
2x 22 az c'x
a? =0 and so,
Now, a'z

dx = 8yz + 8xy = 8yz +


=-8yz 8c'x'y
a'z
and so,
8y-)-lóc'xy
a'z
_8e'x'y c'x
a'z a'z
which is negative. Hence, V is maximum at
and
3
Max V = 8abc
3/3

PRACTICE 5.2
1. Find the maximum value of
condition x +y+z= a x"yzP subject to the
Prove that of all
volume, the cuberectangular parallelepipeds
has the least surface.
of the samne
3 In a plane triangle
ABC, find the maximum value of
Chapter5
Maxima and Minima Page 77

EXERCISE 17. Find the maximnum


a'x' + b'y + c'e',
lx + my + nz = 0
18. Show that sin P cos
and
where
minimum values of
x +y' +=1

attains a
maximumn when
and

1. Eind the point on the plane 2x +


nearest to the origin. 2y-z= 12 that is e = tan-,P RU 2006

Cind all maximum or 19. Show that the function sinx(1 + cos x) attains a
f(x,y) = y» + x'y + x minimum of the function
2.
maximum at x = RU 2005

3. Show that the minimum value of u = xy


3a?. ++ is
4. Examine the following surface for high
and low points:
Z=x+ xy + 3x +2y + 5. Find the saddle points of
the surface it there are any.
6 Find the extreme values of
xy(a-x-y).
6. Find a point within a triangle such that the sum of
the squares of its distances from the three vertices is a
minimum.
7. If two variables x and y are related as ax + by' = ab
show that the maximum and minimum values of
the function u= x*+y' +xy will be the roots of the
equation 4(u - a)(u b) = ab.
8 Show that the maximum and minimum valuesof
u= ax' + by' + cz + 2fyz + 2gu + 2hxy
subject to the conditions x+ my + nz = 0
and x+ y'+z = 1 are given by the equation
la- u h
b- u f m
= 0.
f
m
extreme
9 Find the points where u = ax + by + cz has
+z=k.
values subject to the condition x + y"
5xyz Find the values of x,y, z for which
10. If u =
(x+ 2y + 4z)
condition xyz = 8.
u is maximum subject to the
of x+y'+z, where
11. Find the minimum value
*yz = c
x+y+z, subject to the
12. Find the minimum value of
condition () +()+(9)=1 values of
13. Findthe maximum and minimum
y = 0 and
+ when x + my + nz

the maxima and minima of x + y subject to the


. Find
condition ax +2hxy + by = 1.triangle is constant, its
perimeter of a
19, Show that if the
it is equilateral.
area is maximum when maximum area inscribed a
circle.
triangle of
0 Find the

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