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Optimisation in several variables
Critical points, the second-derivative test, and Lagrange multipliers.
Critical points are where the gradient vanishes; the Hessian's determinant sorts them into minima, maxima and saddles. With a constraint, Lagrange multipliers say the gradients of f and of the constraint are parallel at the optimum. Picture it: the surface's bowl bottom, hilltop or saddle. The 3D view shows which. Think it: constrained optimisation is the geometry of tangency between level sets.
Opracovaný příklad · gradient of x^2 + y^2 - 2x - 4y
Gradient of x^2 - 2x + y^2 - 4y
Krok za krokem
- f(x, y) = x^{2} - 2 x + y^{2} - 4 y
The gradient is the vector of partial derivatives. Differentiate with respect to each variable, holding the others constant.
- \frac{\partial f}{\partial x} = 2 x - 2
Treat every variable except x as a constant.
- \frac{\partial f}{\partial y} = 2 y - 4
Treat every variable except y as a constant.
- \nabla f = \left[\begin{matrix}2 x - 2\\2 y - 4\end{matrix}\right]
Assemble the gradient vector. It points in the direction of steepest ascent.
- (1, 2)
Critical points: where every partial derivative is zero.
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Jak se: Optimisation in several variables
- The gradient is the vector of partial derivatives. Differentiate with respect to each variable, holding the others constant.
- Treat every variable except x as a constant.
- Treat every variable except y as a constant.
- Assemble the gradient vector. It points in the direction of steepest ascent.
- Critical points: where every partial derivative is zero.
Otázky, které se lidé ptají
What is a partial derivative?
The ordinary derivative with respect to one variable while every other variable is frozen: the slope of the surface in one coordinate direction.
What does the gradient point at?
Uphill: the direction of steepest increase, with length equal to that steepest slope. It is perpendicular to the level curves.
Více v Multivariable Calculus
Functions of several variablesPartial derivatives and the gradientDouble and triple integralsVector fields, line integrals and the big theorems