Arkansas Tech University

MATH 2934: Calculus III

Dr. Marcel B. Finan
20 Optimization: Finding Global Extrema
In real life, one is most likely interested in nding the places at which the
largest and smallest values of a function f occur.
We recall the reader that a point (a, b) in the domain of f(x, y) is called
an absolute or global maximum if f(x, y) f(a, b) for all points in the
domain of f.
If f(a, b) f(x, y) for all points in the domain of f then f(x, y) has an
absolute or global minimun at (a, b).
Optimization typically refers to nding the global maximum or minimum
of a function. If the domain of f is the entire xyplane then we have an
unconstrained optimization; if the domain of f is not the entire xyplane
then we have a constrained optimization.
The next question that we look at is the question of nding the global extrema
in the unconstrained case. Since global extrema are also local extrema, by
Theorem 19.1 of the previous section global extrema are critical points. Thus,
if f is a continuous function whose domain is the entire xyplane , that is,
no restrictions are placed on x or y, then the optimal value of f can be found
by:
(1) Finding the critical points of f.
(2) Investigating where the critical points give global maxima or minima.
Example 20.1
Consider the function f(x, y) = x
2
(y + 1)
3
+ y
2
. Find the global extrema of
f, if they exist.
Solution.
The rst partials give
f
x
(x, y) =2x(y + 1)
3
= 0
f
y
(x, y) =3x
2
(y + 1)
2
+ 2y = 0
1
This implies that the only critical point is (0, 0). Finding second partials we
have
f
xx
(x, y) =2(y + 1)
3
f
xx
(0, 0) =2
f
yy
(x, y) =6x
2
(y + 1) + 2 f
yy
(0, 0) =2
f
xy
(x, y) =6x(y + 1)
2
f
xy
(0, 0) =0
Since D = f
xx
(0, 0)f
yy
(0, 0) f
xy
(0, 0)
2
= 4 > 0 and f
xx
(0, 0) = 2 > 0 the
point (0, 0) is a local minimum. Since f(3, 2) = 5 < f(0, 0) = 0 the
point (0, 0) is not a global minimum. Thus, f has no global extrema
Example 20.2
A trucker plans to purchase an open top rectangular container for his truck to
hall twenty cubic meters of gravel to a work site. Several trips, each costing
$2 per trip will be required. The manufacturer of the container requires that
its height be 0.5 m. The trucker is free to specify the length and width of the
container. The cost of the container is $20 per square meters for the vertical
front and back and $10 per square meters for the bottom and vertical sides.
What size box should the trucker order to minimize the cost?
Solution.
Let the length of the box be x meters and the width y meters. Then the
cost, B, of the box is:
B(x, y) = 10xy + 10x + 20y
But to hall 20 m
3
of gravel requires
20
0.5xy
trips which cost
40
0.5xy
=
80
xy
dollars.
Hence, the total cost is
C(x, y) = 10xy +
80
xy
+ 10x + 20y
Since
C
x
(x, y) =10y
80
x
2
y
+ 10 = 0
C
y
(x, y) =10x
80
xy
2
+ 20 = 0
2
we must therefore solve the following equations to nd the critical points:
10y
80
x
2
y
+ 10 =0
10x
80
xy
2
+ 20 = 0
Multiplying the rst equation by x and the second equation by y we get:
10xy
80
xy
+ 10x =0
10xy
80
xy
+ 20y = 0
Subtracting the second equation from the rst we nd 20y 10x = 0 or
x = 2y. Now substituting into 10xy
80
xy
+20y = 0 we nd 20y
2

40
y
2
+20y = 0
or y
4
+ y
3
2 = 0. This equation has only one positive real root at y = 1.
Hence, the only critical point is (2, 1).
The second order partial derivatives are
C
xx
(x, y) =
160
x
3
y
C
xx
(2, 1) =20
C
yy
(x, y) =
160
xy
3
C
yy
(2, 1) =80
C
xy
(x, y) =10 +
80
x
2
y
2
C
xy
(2, 1) =30
Hence,
D(2, 1) = C
xx
(2, 1)C
yy
(2, 1) C
xy
(2, 1)
2
= 700.
Since D > 0 and C
xx
(2, 1) = 20 > 0, the point (2, 1) is a local minimum.
A computer graphic of C(x, y) shows that (2, 1) is the global minimum. See
Figure 20.1. Thus, the optimal box is 2 meters long, 1 meter wide and height
of 0.5 meter
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Figure 20.1
Not all functions have a global maximum or a global minimum. For example,
the function f(x, y) = x + y 1 does not have either a global maximum or
a global minimum.
In general, the fact that a function has a single local maximum or minimum
does not guarantee that the point is the global maximum or minimum as
shown in Example 20.1.
Like functions in one variable, a function f(x, y) can have both a global max-
imum and minimum; a global maximum but no global minimum; a global
minimum but no global maximum; or none. So are there conditions that
guarantee that a function has a global maximum and global minimum? In
single variable calculus we saw that a function f(x) continuous on a closed
(i.e. including the endpoints) and bounded (i.e. of nite length) interval has
both a global maximum and a global minimum. A similar result is true for
functions of two variables. However, we need to dene what we mean by
bounded and closed in 2D case.
A closed region is one which contains its boundary and with no holes in
its interior. For example, the disk x
2
+ y
2
1 is a closed region whereas
x
2
+y
2
< 1 is not since the boundary, which is the circumference of the circle
x
2
+y
2
= 1, is not included. Similarly, 0 < x
2
+y
2
1 is not closed since it
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has a hole at the origin.
A bounded region is one that does not stretch to innity in any direction.
Using these denitions, we have the following theorem for multivariable func-
tions:
Extreme Value Theorem for Multivariable Functions
If f is a continuous function on a closed and bounded region R, then f has
a global maximum and a global minimum in R.
We note that if f is not continuous or the region R is not closed or bounded,
then there is no guarantee that f will have a global maximum or minimum.
For example, the plane f(x, y) = x + y 1 is continuous in the entire plane
but does not have global extrema since the region is not bounded.
Example 20.3
Does the function f(x, y) =
1
x
2
+y
2
have a global minimum or maximum on
the region R given by 0 < x
2
+y
2
1?
Solution.
We note that R is bounded but not closed since it excludes the point (0, 0).
From the graph of f we see that f has global minima on the circle x
2
+y
2
= 1
but no global maximum since f(x, y) as x 0, y 0. Note that even
though a point on the circle x
2
+ y
2
= 1 is a global minimum, the gradient
is not zero there since the point is a boundary point. That is, Theorem 20.1
holds only for points not on the boundary
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