Multi-variable Optimization & the Second Derivative Test

Finding Maximums and Minimums of multi-variable functions works pretty similar to single variable functions. First,find candidates for maximums/minimums by finding critical points. Critical Points are where the partial derivatives with respect to x and y are both zero. Then we classify each critical point using the second derivative test. In the multivariable case, there is a new option beyond max/min/neither, there is also the case of the saddle point. The second derivative test involves computing the Hessian, the determinant of a matrix that helps decide whether points are maximums/minimums/saddle or inconclusive. We sketch the geometric intuition behind the Hessian.

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This video was created by Dr. Trefor Bazett. I'm an Assistant Teaching Professor at the University of Victoria.

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Тэги:

#Math #Solution #Example #Maximum #Minimum #Optimize #Optimization #Saddle_Point #Critical_Point #Hessian #Second_Derivative_Test #2nd_Derivative_Test #3D #multi-variable #matrix #partials

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