maths.free › Multivariable Calculus › Optimisation in several variables

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.

Toimiva esimerkki · gradient of x^2 + y^2 - 2x - 4y

Multivariable-Calculus · Partial-Derivatives

Gradient of x^2 - 2x + y^2 - 4y

x^{2} - 2 x + y^{2} - 4 y

Askel kerrallaan

  1. 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.

  2. \frac{\partial f}{\partial x} = 2 x - 2

    Treat every variable except x as a constant.

  3. \frac{\partial f}{\partial y} = 2 y - 4

    Treat every variable except y as a constant.

  4. \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.

  5. (1, 2)

    Critical points: where every partial derivative is zero.

Paljasta vastaus
\nabla f = \left[\begin{matrix}2 x - 2\\2 y - 4\end{matrix}\right]

Nyt sinä Valitse ongelma tai kirjoita tai piirrä omasi. Jokainen vaihe, kuva ja vastaus piilotettuna, kunnes kysyt.

Pidä oma työsi

Vapaa tili lisää muistiinpanoja jokaiseen oppituntiin, muistiinpanoja siitä, mitä olet saanut päätökseen, ratkaistuja ongelmiasi yhdessä paikassa ja ohjaajaa, jolta voit kysyä tästä sivusta. Matematiikka on kaikille avoin, kirjautunut tai ei.

Rekisteröidy Kirjautuminen

Symbolit, joita käytetään täällä

Napauta symbolia koko määrittelyn, kuvan ja sen jokaisen kirjaimen osalta.

Miten: Optimisation in several variables

  1. The gradient is the vector of partial derivatives. Differentiate with respect to each variable, holding the others constant.
  2. Treat every variable except x as a constant.
  3. Treat every variable except y as a constant.
  4. Assemble the gradient vector. It points in the direction of steepest ascent.
  5. Critical points: where every partial derivative is zero.

Kysymyksiä

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.

Lisää Multivariable Calculus

Functions of several variablesPartial derivatives and the gradientDouble and triple integralsVector fields, line integrals and the big theorems