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A project for math 2210 multivariable calculus students in spring 2006, focusing on optimization and critical points. The project involves finding critical points of a multivariable function and classifying them as local minima, local maxima, or saddle points using the second derivative test.
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MATH 2210 Multivariable Calculus Spring 2006 Project #2 Optimization (Section 11.7) Purpose: This project explores optimization in the multi-variable setting. NOW WAIT JUST A SECOND! We did optimization on functions and relations involving more than one variable in Calc I. Correct. The key was having a constraint that allowed us to reduce the problem to a single variable. We now examine the genuine multi- variable setting. Optimization As in Calc I, we want to identify local maximum and local minimum function values of a surface (or hyper-surface). It should come as no surprise that we need a way to determine critical points and test for concavity. (Note: This will involve quite a bit of algebra – the calculus is fairly easy. But then, so is the algebra…just not as interesting.) Critical Points – The First Derivatives Critical points in this context are points ( x , y ) or ( x , y , z ) in the domain for which ALL first partial derivatives are equal to zero (0). Consider the function f^ (^ x , y )^5 x^4 ^5 y^4 ^20 xy ^5 similar to the one on page 813 of your text used in class. We have f (^) x ( x , y ) 20 ( x^3 y ) for which f^ x ^0 along the curve y x (^3). Likewise, we have f (^) y ( x , y ) 20 ( y^3 x ) for which f^ y ^0 along the curve x y^3. The critical points ( x , y ) for this function satisfy f^ x (^ x , y )^0 fy ( x , y ), simultaneously. That is, the critical points ( x , y ) occur at the intersection of these two curves. Problem #1: Find all critical points ( x , y ) for f. Local Extrema and Saddle Points – The Second Derivative Test Once again, as in Calc I, we will use a test for concavity to classify each critical point. Since the value of the second partial derivatives f^ xx and f^ yy indicate the concavity with respect to either x or y independently, it is clear that these values must have the same sign if there is any possibility of a local maximum or local minimum. Thus, if fxx and f^ yy indicate the concavity we must have f^ xx ^ fyy ^0. However, this alone is not enough information. The mixed partial derivatives f^ xy and f (^) yx must also be considered. You are reminded that the mixed partial derivatives measure how much the corresponding tangent plane is “twisting” at a given point. A
MATH 2210 Multivariable Calculus Spring 2006 large amount of twisting indicates a change of concavity in the surface. Of course, we require that the second partial derivatives be continuous, so we will have f^ xy ^ fyx. The following is the Second Derivative Test for Extrema. Let (^ a ,^ b )be a critical point for z^ ^ f (^ x , y ).
D f ( a , b ) f ( a , b ) f ( a , b )^2 xx yy xy Four possibilities exist: