{VERSION 4 0 "IBM INTEL NT" "4.0" } {USTYLETAB {CSTYLE "Maple Input" -1 0 "Courier" 0 1 255 0 0 1 0 1 0 0 1 0 0 0 0 1 }{CSTYLE "2D Math" -1 2 "Times" 0 1 0 0 0 0 0 0 2 0 0 0 0 0 0 1 }{CSTYLE "2D Output" 2 20 "" 0 1 0 0 255 1 0 0 0 0 0 0 0 0 0 1 } {PSTYLE "Normal" -1 0 1 {CSTYLE "" -1 -1 "Times" 1 12 0 0 0 1 2 2 2 2 2 2 1 1 1 1 }1 1 0 0 0 0 1 0 1 0 2 2 0 1 }{PSTYLE "Maple Output" -1 11 1 {CSTYLE "" -1 -1 "Times" 1 12 0 0 0 1 2 2 2 2 2 2 1 1 1 1 }3 3 0 0 0 0 1 0 1 0 2 2 0 1 }} {SECT 0 {EXCHG {PARA 0 "" 0 "" {TEXT -1 70 "Finding Maximum and Minimu m of Functions with three or more variables:" }}{PARA 0 "" 0 "" {TEXT -1 43 "Step 1: take the first partial derivatives." }}{PARA 0 "" 0 "" {TEXT -1 54 "Step 11: set the all the first partials equal to zero." } }{PARA 0 "" 0 "" {TEXT -1 60 "Step 111. Solve the system of equations \+ for x1, x2, x3...xn." }}{PARA 0 "" 0 "" {TEXT -1 62 "Step IV: take all the second partials, and the cross partials." }}{PARA 0 "" 0 "" {TEXT -1 122 "Step V: form a matrix by placing the second partials on \+ the principal diagonal and the cross partials on the off diagonal" }} {PARA 0 "" 0 "" {TEXT -1 123 "locations. Find the principal minors of \+ the matrix thus formed. Find the determinants of the minors. Check th e sign of all" }}{PARA 0 "" 0 "" {TEXT -1 188 "the minors. If the mino rs are all positive, the function is minimized. If the minors alternat e in sign, the function has a minimum. Examine the following example: \+ see page 283 of the text." }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 0 " " 0 "" {TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }{MPLTEXT 1 0 13 "with(linalg):" }}{PARA 0 "> " 0 "" {MPLTEXT 1 0 71 "A:=hessian(-5*x1^ 2+10*x1+x1*x3-2*x2^2+4*x2+2*x2*x3-4*x3^2, [x1,x2,x3]);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%\"AG-%'matrixG6#7%7%!#5\"\"!\"\"\"7%F+!\"%\"\"#7 %F,F/!\")" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 13 "detr:=det(A); " }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%%detrG!$w#" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 8 "m1:=-10;" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>% #m1G!#5" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 17 "m2:=minor(A,3,3) ;" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#>%#m2G-%'matrixG6#7$7$!#5\"\"!7$F +!\"%" }}}{EXCHG {PARA 0 "> " 0 "" {MPLTEXT 1 0 8 "det(m2);" }}{PARA 11 "" 1 "" {XPPMATH 20 "6#\"#S" }}}{EXCHG {PARA 0 "" 0 "" {TEXT -1 108 "Notes: A minor is the DETERMINANT of the submatrix remaining afte rdeleting the ith row and jth column of the" }}{PARA 0 "" 0 "" {TEXT -1 123 "matrix. In the example above, if we delete the third row and t he third column, and find the determinant of the submatrix--" }} {PARA 0 "" 0 "" {TEXT -1 235 "m2, note that the determinant is the mi nor for the submatrix formed. A hessian is a determinant composed of \+ all the second-otder partial derivatives on the principal diagonal and the second order cross partials placed as off-diagonal" }}{PARA 0 "" 0 "" {TEXT -1 9 "elements." }}{PARA 0 "" 0 "" {TEXT -1 73 "Testing for Minimum and Maximum Conditions using the Hessian determinant:" }} {PARA 0 "" 0 "" {TEXT -1 245 "The First minor of the A matrix is -10-- this is the first element on the principal diagnoal. It is obtained by deleting all the other elements in the A matrix. The second hessian i s obtained by deleting the third row and the third col. The third" }} {PARA 0 "" 0 "" {TEXT -1 449 "hessian is the determinant of the whole \+ matrix. As shown above, the firt hessian is equal -10 and is negativ e. The second hessian is 40 and is positive. The third hessian is -276 and is negative. Since the principal minors (determinants) alternate \+ in sign, the Hessian is negative definite and the function is maximize d at x1=1.04, x2=1.22, and x3=0.43. The hessian method is used to fin d the min and mx of functions with three or more varioables" }}{PARA 0 "" 0 "" {TEXT -1 0 "" }}{PARA 0 "" 0 "" {TEXT -1 1 " " }}}}{MARK "0 \+ 7 0" 188 }{VIEWOPTS 1 1 0 1 1 1803 1 1 1 1 }{PAGENUMBERS 0 1 2 33 1 1 }