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Extrema of a Function of Two or More Variables (without Constraint)

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Book cover Elements of Optimization

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Abstract

Let f(x 1, x 2) be a function of two real variables x 1 and x 2 with continuous partial derivatives

$$ {f_1} = \frac{{\partial f\left( {{x_1},{x_2}} \right)}}{{\partial {x_1}}}\,and\,{f_2} = \frac{{\partial ({x_1},{x_2})}}{{\partial {x_2}}} $$
((2.1.1))

Suppose that f(x 1, x 2) attains a local extremum at the point (a,b). Then intuitively it is clear that the function of a single variable f(x 1,b) must attain an extremum at x 1 = a. From Section 1.4 it is necessary that f 1 = 0 at x 1 = a. Similarly, since the function f(a,x 2) must also attain an extremum at x 2 = b, it is also necessary that f 2 = 0 at x 2 = b.

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© 1977 Springer Science+Business Media New York

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Koo, D. (1977). Extrema of a Function of Two or More Variables (without Constraint). In: Elements of Optimization. Heidelberg Science Library. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-6358-6_2

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  • DOI: https://doi.org/10.1007/978-1-4612-6358-6_2

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-90263-0

  • Online ISBN: 978-1-4612-6358-6

  • eBook Packages: Springer Book Archive

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