Consider the problem of minimization of the following functi
Consider the problem of minimization of the following function for all x epsilon R^2. Integral(x)=(x_1-3x^2_2)(x_1-x^2_2) Determine all stationary points of integral. Determine which, if any, stationary points are local minima? Local maxima? Explain.
Solution
Let us write x1= x and x2 = y for the sake of convenience in typing.Then f ( x,y) = ( x -3y2)( x – y2) =x2 – 4xy2+ 3y4 . Then, we have,
f/x = 2x – 4y2 ; f/y = -8xy + 12y3 ; 2 f/x2 = 2 ; 2 f/y2 = -8x + 36y2 ; 2 f/xy = - 8y ; 2 f/yx = -8y
We may observe that 2 f/xy = 2 f/yx
To find the stationary points of f(x, y), we set f/x = 0 and f/y = 0 so that 2x – 4y2 = 0 or x = 2y2 …(1) and -8xy + 12y3 = 0 or, 2x = 3y2 … (2)
The equations 1 and 2 have only one solution which is x = 0 and y = 0 so that we have only one stationery point ( 0 , 0). Now, (2f/x2 )( 2f/y2 ) 2f/xy = 2(-8x + 36y2 ) – ( - 8y) = - 16x + 8y + 72 y2 = 0 at ( 0.0) . Thus ( 0 , 0) can be anything either a minima or a maxima.
