# MATHEMATICS

**Optimization of Maxima and Minima
**

Submitted to: LECT.SONAM DEVGAN (Dep’t. Of MATHEMATICS)

Submitted by:

1

Acknowledgement

The preparation of this project on the topic OPTIMIZATION OF MAXIMA AND MINIMA a profile’ would not have been possible without the valuable contribution of my TEACHER. This contains a brief description about the “Maxima and Minima and its application and its uses”.

I would like to give most specially thanks to Ms.Sonam Devgan who is my MATHS teacher and also “CLASS TEACHER”gave me the important guidelines during making this project.

So, I hope this project will provide a large and sufficient information about Maxima and Minima & its uses & its application.

Contents

• Maxima and Minima

2

• History

• Definitions • Finding Maxima and Minima • Examples • Functions of more variables • Applications

What is Optimization?

Optimization is a mathematical discipline that concerns the finding of minima and maxima of functions, subject to so-called constraints. Since then, his "linear programming" techniques and their descendents were applied to a wide variety of problems, from the scheduling of production facilities, to yield management in airlines. Today, optimization comprises a wide variety of techniques from Operations Research, artificial intelligence and computer science, and is used to improve business processes in practically all industries. Discrete optimization problems arise, when the variables occurring in the optimization function can take only a finite number of discrete values. For example, the staff scheduler of a hospital unit has a finite set of staff members available, and thus staff scheduling consists of taking discrete decisions, one for each slot of the resulting schedule. Discrete optimization aims at taking

3

these decisions such that a given function is maximized (for example revenue) or minimized (for example cost), subject to constraints, which express regulations or rules, such as required numbers of rest days for the staff in a schedule.

History of Optimization

The first optimization technique, which is known as steepest descent, goes back to Gauss. Historically, the first term to be introduced was linear programming, which was invented by George Dantzig in the 1940s. The term programming in this context does not refer to computer programming (although computers are nowadays used extensively to solve mathematical problems). Instead, the term comes from the use of program by the United States military to refer to proposed training and logistics schedules, which were the problems that Dantzig was studying at the time. (Additionally, later on, the use of the term "programming" was apparently important for receiving government funding, as it was associated with high-technology research areas that were considered important.

Maxima and minima

Local and global maxima and minima for cos (3πx)/x, 0.1≤x≤1.1 In mathematics, maxima and minima, known collectively as extrema, are the largest value (maximum) or smallest value (minimum), that a function

4

takes in a point either within a given neighbourhood (local extremum) or on the function domain in its entirety (global extremum).

Definitions

A real-valued function f′ defined on the real line is said to have a local maximum point at the point x∗, if there exists some ε > 0, such that f(x∗) ≥ f(x) when |x − x∗| < ε. The value of the function at this point is called maximum of the function. On a graph of a function, its local maxima will look like the tops of hills. Similarly, a function has a local minimum point at x∗, if f(x∗) ≤ f(x) when |x − x∗| < ε. The value of the function at this point is called minimum of the function. On a graph of a function, its local minima will look like the bottoms of valleys. A function has a global (or absolute) maximum point at x∗, if f(x∗) ≥ f(x) for all x. Similarly, a function has a global (or absolute) minimum point at x∗, if f(x∗) ≤ f(x) for all x. Any global maximum (minimum) point is also a local maximum (minimum) point; however, a local maximum or minimum point need not also be a global maximum or minimum point.

Terminology:

The terms local and global are synonymous with relative and absolute respectively. Also extremum is an inclusive term that includes both maximum and minimum: a local extremum is a local or relative maximum or minimum, and a global extremum is a global or absolute maximum or minimum. Restricted domains: There may be maxima and minima for a function whose domain does not include all real numbers. A real-valued function, whose domain is any set, can have a global maximum and minimum. There may also be local maxima and local minima points, but only at points of the domain set where the

5

concept of neighborhood is defined. A neighborhood plays the role of the set of x such that |x − x∗| < ε. A continuous (real-valued) function on a compact set always takes maximum and minimum values on that set. An important example is a function whose domain is a closed (and bounded) interval of real numbers (see the graph above). The neighborhood requirement precludes a local maximum or minimum at an endpoint of an interval. However, an endpoint may still be a global maximum or minimum. Thus it is not always true, for finite domains, that a global maximum (minimum) must also be a local maximum (minimum). The term optimum can replace either one of the terms maximum or minimum, depending on the context. Some optimization problems (see next paragraph) search for a global maximum value while others search for a global minimum value.

**Finding maxima and minima
**

Finding global maxima and minima is the goal of optimization. If a function is continuous on a closed interval, then by the extreme value theorem global maxima and minima exist. Furthermore, a global maximum (or minimum) either must be a local maximum (or minimum) in the interior of the domain, or must lie on the boundary of the domain. So a method of finding a global maximum (or minimum) is to look at all the local maxima (or minima) in the interior, and also look at the maxima (or minima) of the points on the boundary; and take the biggest (or smallest) one. Local extrema can be found by Fermat's theorem, which states that they must occur at critical points. One can distinguish whether a critical point is a local maximum or local minimum by using the first derivative test or second derivative test.

6

For any function that is defined piecewise, one finds maxima (or minima) by finding the maximum (or minimum) of each piece separately; and then seeing which one is biggest (or smallest).

Examples

• • •

• • • •

•

The function x2 has a unique global minimum at x = 0. The function x3 has no global or local minima or maxima. Although the first derivative (3x2) is 0 at x = 0, this is an inflection point. The function x3/3 − x has first derivative x2 − 1 and second derivative 2x. Setting the first derivative to 0 and solving for x gives stationary points at −1 and +1. From the sign of the second derivative we can see that −1 is a local maximum and +1 is a local minimum. Note that this function has no global maximum or minimum. The function |x| has a global minimum at x = 0 that cannot be found by taking derivatives, because the derivative does not exist at x = 0. The function cos(x) has infinitely many global maxima at 0, ±2π, ±4π, …, and infinitely many global minima at ±π, ±3π, …. The function 2 cos(x) − x has infinitely many local maxima and minima, but no global maximum or minimum. The function cos(3πx)/x with 0.1 ≤ x ≤ 1.1 has a global maximum at x = 0.1 (a boundary), a global minimum near x = 0.3, a local maximum near x = 0.6, and a local minimum near x = 1.0. (See figure at top of page.) The function x3 + 3x2 − 2x + 1 defined over the closed interval (segment) [−4,2] has two extrema: one local maximum at x = −1−√15⁄3, one local minimum at x = −1+√15⁄3, a global maximum at x = 2 and a global minimum at x = −4. (See figure at right)

**Functions of more variables
**

For functions of more than one variable, similar conditions apply.

7

**The global maximum is the point at the top.
**

For example, in the (enlargeable) figure at the right, the necessary conditions for a local maximum are similar to those of a function with only one variable. The first partial derivatives as to z (the variable to be maximized) are zero at the maximum (the glowing dot on top in the figure). The second partial derivatives are negative. These are only necessary, not sufficient, conditions for a local maximum because of the possibility of a saddle point. For use of these conditions to solve for a maximum, the function z must also be differentiable throughout. The second partial derivative test can help classify the point as a relative maximum or relative minimum.

A counterexample

8

However, for identifying global maxima and minima, there are substantial differences between functions of one and several variables. For example, if a differentiable function f defined on the real line has a single critical point, which is a local minimum, then it is also a global minimum (use the intermediate value theorem and Rolle's Theorem to prove this by reductio ad absurdum). In two and more dimensions, this argument fails, as the function

shows. Its only critical point is at (0, 0), which is a local minimum with f(0,0) = 0. However, it cannot be a global one, because f (4, 1) = −11. The terms maxima and minima refer to extreme values of a function, that is, the maximum and minimum values that the function attains. Maximum means upper bound or largest possible quantity. The absolute maximum of a function is the largest number contained in the range of the function. That is, if f(a) is greater than or equal to f(x), for all x in the domain of the function, then f(a) is the absolute maximum. For example, the function f(x) = -16x2 + 32x + 6 has a maximum value of 22 occurring at x = 1. Every value of x produces a value of the function that is less than or equal to 22, hence, 22 is an absolute maximum. In terms of its graph, the absolute maximum of a function is the value of the function that corresponds to the highest point on the graph. Conversely, minimum means lower bound or and least possible quantity. The absolute minimum of a function is the smallest number in its range corresponds to the value of the function at the lowest point of its graph. If f(a) is less than or equal to f(x), for all x in the domain of the function, then f(a) is an absolute minimum. As an example, f(x) = 32x 2 - 32x - 6 has an absolute minimum of -22, because every value of x produces a value greater than or equal to -22. In some cases, a function will have no absolute maximum or minimum. For instance the function f(x) = 1/x has no absolute maximum value, nor does f(x) = -1/x have an absolute minimum. In still other cases, functions may have relative (or local) maxima and minima. Relative means relative to local or nearby values of the function. The terms relativemaxima and relative minima refer to the largest, or least, value that a function takes on over some small portion or interval

9

of its domain. Thus, if f(b) is greater than or equal to f(b ± h) for small values of h, then f(b) is a local maximum; if f(b) is less than or equal to f(b ± h), then f(b) is a relative minimum. For example, the function f(x) = x4 -12x3 - 58x2 + 180x + 225 has two relative minima (points A and C), one of which is also the absolute minimum (point C) of the function. It also has a relative maximum (point B), but no absolute maximum. Finding the maxima and minima, both absolute and relative, of various functions represents an important class of problems solvable by use of differential calculus. The theory behind finding maximum and minimum values of a function is based on the fact that the derivative of a function is equal to the slope of the tangent. When the values of a function increase as the value of the independent variable increases, the lines that are tangent to the graph of the function have positive slope, and the function is said to be increasing. Conversely, when the values of the function decrease with increasing values of the independent variable, the tangent lines have negative slope, and the function is said to be decreasing. Precisely at the point where the function changes from increasing to decreasing or from decreasing to increasing, the tangent line is horizontal (has slope 0), and the derivative is zero. (With reference to figure 1, the function is decreasing to the left of point A, as well as between points B and C, and increasing between points A and B and to the right of point C). In order to find maximum and minimum points, first find the values of the independent variable for which the derivative of the function is zero, then substitute them in the original function to obtain the corresponding maximum or minimum values of the function. Second, inspect the behavior of the derivative to the left and right of each point. If the derivative Figure 1. Illustration by Hans & Cassidy. Courtesy of Gale Group. Is negative on the left and positive on the right, the point is a minimum. If the derivative is positive on the left and negative on the right, the point is a maximum. Equivalently, find the second derivative at each value of the independent variable that corresponds to a maximum or minimum; if the second derivative is positive, the point is a minimum, if the second derivative is negative the point is a maximum.

10

A wide variety of problems can be solved by finding maximum or minimum values of functions. For example, suppose it is desired to maximize the area of a rectangle inscribed in a semicircle. The area of the rectangle is given by A = 2xy. The semicircle is given by x2 + y2 = r2, for y ≥ 0, where r is the radius. To simplify the mathematics, note that A and A2 are both maximum for the same values of x and y, which occurs when the corner of the rectangle intersects the semicircle, that is, when y2 = r2 - x2. Thus, we must find a maximum value of the function A2 = 4x2(r2 -x2) = 4r2x2 - 4x4. The required condition is that the derivative be equal to zero, that is, d(A2)/dx = 8r2x - 16x3 = 0. This occurs when x = 0 or when x = 1⁄2(r √ +2). Clearly the area is a maximum when x = 1⁄2(r √ +2). Substitution of this value into the equation of the semicircle gives y = 1⁄2(r √ +2), that is, y = x. Thus, the maximum area of a rectangle inscribed in a semicircle is A = 2xy = r2.

Applications

There are numerous practical applications in which it is desired to find the maximum or minimum value of a particular quantity. Such applications exist in economics, business, and engineering. Many can be solved using the methods of differential calculus described above. For example, in any manufacturing business it is usually possible to express profit as a function of the number of units sold. Finding a maximum for this function represents a straightforward way of maximizing profits. In other cases, the shape of a container may be determined by minimizing the amount of material required to manufacture it. The design of piping systems is often based on minimizing pressure drop which in turn minimizes required pump sizes and reduces cost. The shapes of steel beams are based on maximizing strength. Finding maxima or minima also has important applications in linear algebra and game theory. For example, linear programming consists of

11

maximizing (or minimizing) a particular quantity while requiring that certain constraints be imposed on other quantities. The quantity to be maximized (or minimized), as well as each of the constraints, is represented by an equation or inequality. The resulting system of equations or inequalities, usually linear, often contains hundreds or thousands of variables. The idea is to find the maximum value of a particular variable that represents a solution to the whole system. A practical example might be minimizing the cost of producing an automobile given certain known constraints on the cost of each part, and the time spent by each laborer, all of which may be interdependent. Regardless of the application, though, the key step in any maxima or minima problem is expressing the problem in mathematical terms.

REFERENCES SITES:http//google.com http//Wikipedia.com http//yahoo.com B.S.Grewal(Engineering mathematics) Advanced Engineering Mathematics

12