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In mathematical analysis, the maxima and minima (the respective plurals of maximum and minimum) of a function, known collectively as extrema (the plural of extremum), are the largest and smallest value of the function, either within a given range (the ''local'' or ''relative'' extrema), or on the entire
domain Domain may refer to: Mathematics *Domain of a function, the set of input values for which the (total) function is defined **Domain of definition of a partial function **Natural domain of a partial function **Domain of holomorphy of a function * Do ...
(the ''global'' or ''absolute'' extrema). Pierre de Fermat was one of the first mathematicians to propose a general technique, adequality, for finding the maxima and minima of functions. As defined in set theory, the maximum and minimum of a set are the greatest and least elements in the set, respectively. Unbounded infinite sets, such as the set of real numbers, have no minimum or maximum.


Definition

A real-valued function ''f'' defined on a
domain Domain may refer to: Mathematics *Domain of a function, the set of input values for which the (total) function is defined **Domain of definition of a partial function **Natural domain of a partial function **Domain of holomorphy of a function * Do ...
''X'' has a global (or absolute) maximum point at ''x'', if for all ''x'' in ''X''. Similarly, the function has a global (or absolute) minimum point at ''x'', if for all ''x'' in ''X''. The value of the function at a maximum point is called the of the function, denoted \max(f(x)), and the value of the function at a minimum point is called the of the function. Symbolically, this can be written as follows: :x_0 \in X is a global maximum point of function f:X \to \R, if (\forall x \in X)\, f(x_0) \geq f(x). The definition of global minimum point also proceeds similarly. If the domain ''X'' is a metric space, then ''f'' is said to have a local (or relative) maximum point at the point ''x'', if there exists some ''ε'' > 0 such that for all ''x'' in ''X'' within distance ''ε'' of ''x''. Similarly, the function has a local minimum point at ''x'', if ''f''(''x'') ≤ ''f''(''x'') for all ''x'' in ''X'' within distance ''ε'' of ''x''. A similar definition can be used when ''X'' is a topological space, since the definition just given can be rephrased in terms of neighbourhoods. Mathematically, the given definition is written as follows: :Let (X, d_X) be a metric space and function f:X \to \R. Then x_0 \in X is a local maximum point of function f if (\exists \varepsilon > 0) such that (\forall x \in X)\, d_X(x, x_0)<\varepsilon \implies f(x_0)\geq f(x). The definition of local minimum point can also proceed similarly. In both the global and local cases, the concept of a can be defined. For example, ''x'' is a if for all ''x'' in ''X'' with , we have , and ''x'' is a if there exists some such that, for all ''x'' in ''X'' within distance ''ε'' of ''x'' with , we have . Note that a point is a strict global maximum point if and only if it is the unique global maximum point, and similarly for minimum points. A continuous real-valued function with a compact domain always has a maximum point and a minimum point. An important example is a function whose domain is a closed and bounded interval of real numbers (see the graph above).


Search

Finding global maxima and minima is the goal of
mathematical optimization Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfi ...
. If a function is continuous on a closed interval, then by the extreme value theorem, global maxima and minima exist. Furthermore, a global maximum (or minimum) either must be a local maximum (or minimum) in the interior of the domain, or must lie on the boundary of the domain. So a method of finding a global maximum (or minimum) is to look at all the local maxima (or minima) in the interior, and also look at the maxima (or minima) of the points on the boundary, and take the largest (or smallest) one. For differentiable functions, Fermat's theorem states that local extrema in the interior of a domain must occur at critical points (or points where the derivative equals zero). However, not all critical points are extrema. One can distinguish whether a critical point is a local maximum or local minimum by using the first derivative test, second derivative test, or higher-order derivative test, given sufficient differentiability. For any function that is defined piecewise, one finds a maximum (or minimum) by finding the maximum (or minimum) of each piece separately, and then seeing which one is largest (or smallest).


Examples

For a practical example, assume a situation where someone has 200 feet of fencing and is trying to maximize the square footage of a rectangular enclosure, where x is the length, y is the width, and xy is the area: : 2x+2y = 200 : 2y = 200-2x : \frac = \frac : y = 100 - x : xy=x(100-x) The derivative with respect to x is: :\begin \fracxy&=\fracx(100-x) \\ &=\frac \left(100x-x^2 \right) \\ &=100-2x \end Setting this equal to 0 :0=100-2x :2x=100 :x=50 reveals that x=50 is our only critical point. Now retrieve the endpoints by determining the interval to which x is restricted. Since width is positive, then x>0, and since that implies that Plug in critical point as well as endpoints 0 and into and the results are 2500, 0, and 0 respectively. Therefore, the greatest area attainable with a rectangle of 200 feet of fencing is


Functions of more than one variable

For functions of more than one variable, similar conditions apply. For example, in the (enlargeable) figure on the right, the necessary conditions for a ''local'' maximum are similar to those of a function with only one variable. The first partial derivatives as to ''z'' (the variable to be maximized) are zero at the maximum (the glowing dot on top in the figure). The second partial derivatives are negative. These are only necessary, not sufficient, conditions for a local maximum, because of the possibility of a
saddle point In mathematics, a saddle point or minimax point is a point on the surface of the graph of a function where the slopes (derivatives) in orthogonal directions are all zero (a critical point), but which is not a local extremum of the function ...
. For use of these conditions to solve for a maximum, the function ''z'' must also be differentiable throughout. The
second partial derivative test The second (symbol: s) is the unit of time in the International System of Units (SI), historically defined as of a day – this factor derived from the division of the day first into 24 hours, then to 60 minutes and finally to 60 seconds ...
can help classify the point as a relative maximum or relative minimum. In contrast, there are substantial differences between functions of one variable and functions of more than one variable in the identification of global extrema. For example, if a bounded differentiable function ''f'' defined on a closed interval in the real line has a single critical point, which is a local minimum, then it is also a global minimum (use the
intermediate value theorem In mathematical analysis, the intermediate value theorem states that if f is a continuous function whose domain contains the interval , then it takes on any given value between f(a) and f(b) at some point within the interval. This has two import ...
and
Rolle's theorem In calculus, Rolle's theorem or Rolle's lemma essentially states that any real-valued differentiable function that attains equal values at two distinct points must have at least one stationary point somewhere between them—that is, a point wher ...
to prove this by contradiction). In two and more dimensions, this argument fails. This is illustrated by the function :f(x,y)= x^2+y^2(1-x)^3,\qquad x,y \in \R, whose only critical point is at (0,0), which is a local minimum with ''f''(0,0) = 0. However, it cannot be a global one, because ''f''(2,3) = −5.


Maxima or minima of a functional

If the domain of a function for which an extremum is to be found consists itself of functions (i.e. if an extremum is to be found of a
functional Functional may refer to: * Movements in architecture: ** Functionalism (architecture) ** Form follows function * Functional group, combination of atoms within molecules * Medical conditions without currently visible organic basis: ** Functional sy ...
), then the extremum is found using the
calculus of variations The calculus of variations (or Variational Calculus) is a field of mathematical analysis that uses variations, which are small changes in functions and functionals, to find maxima and minima of functionals: mappings from a set of functions t ...
.


In relation to sets

Maxima and minima can also be defined for sets. In general, if an ordered set ''S'' has a greatest element ''m'', then ''m'' is a
maximal element In mathematics, especially in order theory, a maximal element of a subset ''S'' of some preordered set is an element of ''S'' that is not smaller than any other element in ''S''. A minimal element of a subset ''S'' of some preordered set is defin ...
of the set, also denoted as \max(S). Furthermore, if ''S'' is a subset of an ordered set ''T'' and ''m'' is the greatest element of ''S'' with (respect to order induced by ''T''), then ''m'' is a least upper bound of ''S'' in ''T''. Similar results hold for least element, minimal element and
greatest lower bound In mathematics, the infimum (abbreviated inf; plural infima) of a subset S of a partially ordered set P is a greatest element in P that is less than or equal to each element of S, if such an element exists. Consequently, the term ''greatest l ...
. The maximum and minimum function for sets are used in databases, and can be computed rapidly, since the maximum (or minimum) of a set can be computed from the maxima of a partition; formally, they are self- decomposable aggregation functions. In the case of a general partial order, the least element (i.e., one that is smaller than all others) should not be confused with a minimal element (nothing is smaller). Likewise, a greatest element of a partially ordered set (poset) is an upper bound of the set which is contained within the set, whereas a maximal element ''m'' of a poset ''A'' is an element of ''A'' such that if ''m'' ≤ ''b'' (for any ''b'' in ''A''), then ''m'' = ''b''. Any least element or greatest element of a poset is unique, but a poset can have several minimal or maximal elements. If a poset has more than one maximal element, then these elements will not be mutually comparable. In a totally ordered set, or ''chain'', all elements are mutually comparable, so such a set can have at most one minimal element and at most one maximal element. Then, due to mutual comparability, the minimal element will also be the least element, and the maximal element will also be the greatest element. Thus in a totally ordered set, we can simply use the terms ''minimum'' and ''maximum''. If a chain is finite, then it will always have a maximum and a minimum. If a chain is infinite, then it need not have a maximum or a minimum. For example, the set of natural numbers has no maximum, though it has a minimum. If an infinite chain ''S'' is bounded, then the closure ''Cl''(''S'') of the set occasionally has a minimum and a maximum, in which case they are called the greatest lower bound and the least upper bound of the set ''S'', respectively.


See also

* Arg max * Derivative test * Infimum and supremum * Limit superior and limit inferior * Mechanical equilibrium * Mex (mathematics) *
Sample maximum and minimum In statistics, the sample maximum and sample minimum, also called the largest observation and smallest observation, are the values of the greatest and least elements of a sample. They are basic summary statistics, used in descriptive statistics ...
*
Saddle point In mathematics, a saddle point or minimax point is a point on the surface of the graph of a function where the slopes (derivatives) in orthogonal directions are all zero (a critical point), but which is not a local extremum of the function ...


References


External links


Thomas Simpson's work on Maxima and Minima
a
ConvergenceApplication of Maxima and Minima with sub pages of solved problems
* {{Calculus topics Calculus Mathematical analysis Mathematical optimization Superlatives