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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 f(x ∗) ≥ f(x) 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 ∗.
For the general case of an arbitrary number n of variables, there are n sign conditions on the n principal minors of the Hessian matrix that together are equivalent to positive or negative definiteness of the Hessian (Sylvester's criterion): for a local minimum, all the principal minors need to be positive, while for a local maximum, the minors ...
Fermat's theorem gives only a necessary condition for extreme function values, as some stationary points are inflection points (not a maximum or minimum). The function's second derivative, if it exists, can sometimes be used to determine whether a stationary point is a maximum or minimum.
In calculus, a derivative test uses the derivatives of a function to locate the critical points of a function and determine whether each point is a local maximum, a local minimum, or a saddle point. Derivative tests can also give information about the concavity of a function.
Perhaps the best-known example of the idea of locality lies in the concept of local minimum (or local maximum), which is a point in a function whose functional value is the smallest (resp., largest) within an immediate neighborhood of points. [1]
In optimization, line search is a basic iterative approach to find a local minimum of an objective function:.It first finds a descent direction along which the objective function will be reduced, and then computes a step size that determines how far should move along that direction.
The Lagrange multiplier theorem states that at any local maximum (or minimum) of the function evaluated under the equality constraints, if constraint qualification applies (explained below), then the gradient of the function (at that point) can be expressed as a linear combination of the gradients of the constraints (at that point), with the ...
Refining this property allows us to test whether a critical point is a local maximum, local minimum, or a saddle point, as follows: If the Hessian is positive-definite at x , {\displaystyle x,} then f {\displaystyle f} attains an isolated local minimum at x . {\displaystyle x.}