单词 | second-order conditions |
释义 | second-order conditions The sufficient conditions for a stationary value of a function to be a maximum or a minimum. If y = f(x), the first-order condition for a stationary value is dy/dx = fx = 0. If this is satisfied, d2 y/dx2 < 0 is a sufficient condition for a maximum, and d2 y/dx2 > 0 is a sufficient condition for a minimum. In the case of a function of two variables, for example y = f(x, z), the first-order conditions for a stationary value are ∂y/∂x = fx = 0 and ∂y/∂z = fz = 0. If these are satisfied, sufficient conditions for a maximum are that ∂2 y/∂x2 = fxx < 0,∂2 y/∂z2 = fzz < 0, (∂2 y/∂x2)(∂2 y/ ∂z2 ) = fxx fzz > (∂2 y/∂x∂z)2 = fxz 2. The point of the third condition is that it is needed to exclude the possibility that the stationary value is a saddle point. Sufficient conditions for a minimum are that ∂2 y/∂x2 = fxx > 0, ∂2 y/∂z2 = fzz > 0, and (∂2 y/∂x2 )(∂2 y/ ∂z2 ) = fxx fzz > (∂2 y/∂x∂z)2 = fxz 2. Similar but more complicated conditions apply to maxima and minima of functions of more than two variables. |
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