Stationary points and the Hessian test
A differentiable function has zero gradient at an interior local extremum.
Key knowledge
A differentiable function has zero gradient at an interior local extremum. For C² f(x,y) at a stationary point let D=fₓₓfᵧᵧ−fₓᵧ²: D>0 with fₓₓ>0 gives a strict local minimum, D>0 with fₓₓ<0 a strict local maximum, and D<0 a saddle.
Conditions and scope
- The point is interior and derivatives are evaluated there.
- D=0 is inconclusive; local tests do not compare boundary points or prove a global optimum.
Sources · 1
References
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Evidence and review
Critical-point necessary condition and second derivative test for two variables.
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Entry details
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- math-stationary-hessian-test
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- university-core.1
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- University core expansion