Maxima and minima

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A graph illustrating local min/max and global min/max points

In mathematics, a point x* is a local maximum of a function f if there exists some ε > 0 such that f(x*) ≥ f(x) for all x with |x-x*| < ε. Stated less formally, a local maximum is a point where the function takes on its largest value among all points in the immediate vicinity. On a graph of a function, its local maxima will look like the tops of hills.

A local minimum is a point x* for which f(x*) ≤ f(x) for all x with |x-x*| < ε. On a graph of a function, its local minima will look like the bottoms of valleys.

A global maximum is a point x* for which f(x*) ≥ f(x) for all x. Similarly, a global minimum is a point x* for which f(x*) ≤ f(x) for all x. Any global maximum (minimum) is also a local maximum (minimum); however, a local maximum or minimum need not also be a global maximum or minimum.

The concepts of maxima and minima are not restricted to functions whose domain is the real numbers. One can talk about global maxima and global minima for real-valued functions whose domain is any set. In order to be able to define local maxima and local minima, the function needs to take real values, and the concept of neighborhood must be defined on the domain of the function. A neighborhood then plays the role of the set of x such that |x - x*| < ε.

One refers to a local maximum/minimum as to a local extremum (or local optimum), and to a global maximum/minimum as to a global extremum (or global optimum).

Contents

Finding maxima and minima

Finding global maxima and minima is the goal of optimization. For twice-differentiable functions in one variable, a simple technique for finding local maxima and minima is to look for stationary points, which are points where the first derivative is zero. If the second derivative at a stationary point is positive, the point is a local minimum; if it is negative, the point is a local maximum; if it is zero, further investigation is required.

If the function is defined over a bounded segment, one also need to check the end points of the segment.

Examples

Functions of more variables

For functions of more variables similar concepts apply, but there is also the saddle point.

See also

See also: Maxima and minima, Differentiable, Domain (mathematics), Function (mathematics), Graph of a function, Mathematics, Mechanical equilibrium, Optimization, Real number, Saddle point