Suppose
is a function of
that is twice differentiable
at a stationary point
.
1. If ,
then
has a local minimum at
.
2. If ,
then
has a local maximum at
.
The extremum test gives slightly more general conditions under which a function with is a maximum or minimum.
If
is a two-dimensional function that has a local
extremum at a point
and has continuous partial derivatives at this point, then
and
. The second partial
derivatives test classifies the point as a local
maximum or local minimum.
Define the second derivative test discriminant as
(1)
| |||
(2)
|
Then
1. If
and
,
the point is a local minimum.
2. If
and
,
the point is a local maximum.
3. If ,
the point is a saddle point.
4. If ,
higher order tests must be used.