Chapter 10: Problem 17
Find the minimum of the function $$ F(x, y, z)=2 x^{2}+3 y^{2}+z^{2}+x y+x z-2 y $$ and confirm the result analytically.
Short Answer
Expert verified
The minimum occurs at \( \left( -\frac{1}{10}, \frac{7}{20}, \frac{1}{20} \right) \).
Step by step solution
01
Identify the Function
The function provided is: $$F(x, y, z) = 2x^2 + 3y^2 + z^2 + xy + xz - 2y.$$
02
Find Partial Derivatives
Calculate the partial derivatives of the function concerning each variable. For \(x\): \(F_x = \frac{\partial}{\partial x} (2x^2 + 3y^2 + z^2 + xy + xz - 2y) = 4x + y + z\). For \(y\): \(F_y = \frac{\partial}{\partial y} (2x^2 + 3y^2 + z^2 + xy + xz - 2y) = 6y + x - 2\). For \(z\): \(F_z = \frac{\partial}{\partial z} (2x^2 + 3y^2 + z^2 + xy + xz - 2y) = 2z + x\).
03
Set Partial Derivatives to Zero
Set each partial derivative to zero to find the critical points: \( 4x + y + z = 0 \) \( 6y + x - 2 = 0 \) \( 2z + x = 0 \)
04
Solve System of Equations
Solve the system of equations obtained by setting the partial derivatives to zero: 1) \( 4x + y + z = 0 \) 2) \( 6y + x - 2 = 0 \) 3) \( 2z + x = 0 \). From equation (3), \(z = -\frac{x}{2}\). Substitute \(z\) in equations (1) and (2): \( 4x + y - \frac{x}{2} = 0 \) simplifies to \( \frac{7x}{2} + y = 0 \) or \( y = -\frac{7x}{2} \). Substitute \(y\) in equation (2): \( 6\left(-\frac{7x}{2}\right) + x - 2 = 0 \) which simplifies to \( -21x + x - 2 = 0 \) or \( -20x - 2 = 0 \), thus \( x = -\frac{1}{10} \). Substitute \( x = -\frac{1}{10} \) into \( y = -\frac{7x}{2} \) and \( z = -\frac{x}{2} \): \( y = \frac{7}{20} \) and \( z = \frac{1}{20} \). The critical point is \( \left( -\frac{1}{10}, \frac{7}{20}, \frac{1}{20} \right) \).
05
Verify the Second Derivatives and Hessian Matrix
Set up the second-order partial derivatives: \( F_{xx} = 4 \) \( F_{yy} = 6 \) \( F_{zz} = 2 \) \( F_{xy} = 1 \) \( F_{xz} = 1 \) \( F_{yz} = 0 \). Form the Hessian matrix: \[ H = \begin{pmatrix} 4 & 1 & 1 \ 1 & 6 & 0 \ 1 & 0 & 2 \end{pmatrix} \] Verify the determinant and leading principal minors (all should be positive to confirm a local minimum).
06
Confirm the Local Minimum
Compute the determinant of each leading principal minor: Minor 1: \( 4 > 0 \). Minor 2 (determinant of the 2x2 minor): \( \begin{pmatrix} 4 & 1 \ 1 & 6 \end{pmatrix} = 23 > 0 \) Minor 3 (determinant of the 3x3 Hessian matrix): \( \det(H) = 44 > 0 \). Since all determinants are greater than zero, it confirms that the critical point is a local minimum.
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Partial Derivatives
In calculus, partial derivatives represent the rate of change of a function with respect to one of its variables, holding the other variables constant. For example, if we have a function \( F(x, y, z) = 2x^2 + 3y^2 + z^2 + xy + xz - 2y \), we can find the partial derivatives concerning each variable:
In this function, to find the partial derivative with respect to \( x \), denoted as \( F_x \), we treat \( y \) and \( z \) as constants and differentiate:
\ F_x = \frac{\partial}{\partial x}(2x^2 + 3y^2 + z^2 + xy + xz - 2y) = 4x + y + z. \ Correspondingly for variables \( y \) and \( z \), we get:
\ F_y = \frac{\partial}{\partial y}(2x^2 + 3y^2 + z^2 + xy + xz - 2y) = 6y + x - 2, \
\ F_z = \frac{\partial}{\partial z}(2x^2 + 3y^2 + z^2 + xy + xz - 2y) = 2z + x. \
These partial derivatives help in identifying critical points by being set to zero.
In this function, to find the partial derivative with respect to \( x \), denoted as \( F_x \), we treat \( y \) and \( z \) as constants and differentiate:
\ F_x = \frac{\partial}{\partial x}(2x^2 + 3y^2 + z^2 + xy + xz - 2y) = 4x + y + z. \ Correspondingly for variables \( y \) and \( z \), we get:
\ F_y = \frac{\partial}{\partial y}(2x^2 + 3y^2 + z^2 + xy + xz - 2y) = 6y + x - 2, \
\ F_z = \frac{\partial}{\partial z}(2x^2 + 3y^2 + z^2 + xy + xz - 2y) = 2z + x. \
These partial derivatives help in identifying critical points by being set to zero.
System of Equations
A system of equations is a collection of multiple equations with common variables. To find the minimum point of the function described, we set all partial derivatives to zero and form a system of equations:
1) \( 4x + y + z = 0 \)
2) \( 6y + x - 2 = 0 \)
3) \( 2z + x = 0 \).
We solve these equations simultaneously to find the values of the variables that make all the partial derivatives zero.
Start by solving one equation for one variable, for example, from (3):
\ z = -\frac{x}{2} \
Then substitute \(z\) in equations (1) and (2). This method helps us simplify and systematically find the values for \( x \), \( y \), and \( z \).
Solving it step by step yields:
\ x = -\frac{1}{10}, \
\ y = \frac{7}{20}, \
\ z = \frac{1}{20}. \
The calculated values represent the critical point at \( \left( -\frac{1}{10}, \frac{7}{20}, \frac{1}{20} \right) \).
1) \( 4x + y + z = 0 \)
2) \( 6y + x - 2 = 0 \)
3) \( 2z + x = 0 \).
We solve these equations simultaneously to find the values of the variables that make all the partial derivatives zero.
Start by solving one equation for one variable, for example, from (3):
\ z = -\frac{x}{2} \
Then substitute \(z\) in equations (1) and (2). This method helps us simplify and systematically find the values for \( x \), \( y \), and \( z \).
Solving it step by step yields:
\ x = -\frac{1}{10}, \
\ y = \frac{7}{20}, \
\ z = \frac{1}{20}. \
The calculated values represent the critical point at \( \left( -\frac{1}{10}, \frac{7}{20}, \frac{1}{20} \right) \).
Hessian Matrix
The Hessian Matrix is a square matrix of second-order partial derivatives of a scalar-valued function. It provides information about the local curvature of the function. For the given function \( F(x, y, z) \), the Hessian Matrix \(H\) is formed as follows:
\ H = \begin{pmatrix} F_{xx} & F_{xy} & F_{xz} \ F_{yx} & F_{yy} & F_{yz} \ F_{zx} & F_{zy} & F_{zz} \ \end{pmatrix} \
To find the second-order partial derivatives, we have:
\ F_{xx} = 4, \
\ F_{yy} = 6, \
\ F_{zz} = 2, \
\ F_{xy} = 1, \
\ F_{xz} = 1, \
\ F_{yz} = 0. \
The Hessian matrix is thus:
\ \begin{pmatrix} 4 & 1 & 1 \ 1 & 6 & 0 \ 1 & 0 & 2 \ \end{pmatrix} \
This matrix is used to analyze the convexity or concavity of the critical points determined earlier.
\ H = \begin{pmatrix} F_{xx} & F_{xy} & F_{xz} \ F_{yx} & F_{yy} & F_{yz} \ F_{zx} & F_{zy} & F_{zz} \ \end{pmatrix} \
To find the second-order partial derivatives, we have:
\ F_{xx} = 4, \
\ F_{yy} = 6, \
\ F_{zz} = 2, \
\ F_{xy} = 1, \
\ F_{xz} = 1, \
\ F_{yz} = 0. \
The Hessian matrix is thus:
\ \begin{pmatrix} 4 & 1 & 1 \ 1 & 6 & 0 \ 1 & 0 & 2 \ \end{pmatrix} \
This matrix is used to analyze the convexity or concavity of the critical points determined earlier.
Critical Points
Critical Points are the values of the variables where all first-order partial derivatives of a function are zero. These points can be minima, maxima, or saddle points.
To confirm if the critical point is a local minimum, we use the Hessian matrix. Compute the determinant of each leading principal minor of the Hessian matrix.
For the Hessian Matrix \(H\):
\ \text{Minor 1: } 4 > 0, \
\ \text{Minor 2 (2x2): } \det(\begin{pmatrix} 4 & 1 \ 1 & 6 \ \end{pmatrix}) = 23 > 0, \
\ \text{Minor 3 (3x3): } \det(H) = 44 > 0. \
Since all principal minors have positive determinants, the critical point \( \left( -\frac{1}{10}, \frac{7}{20}, \frac{1}{20} \right) \) is a local minimum of the function \( F(x, y, z) \).
To confirm if the critical point is a local minimum, we use the Hessian matrix. Compute the determinant of each leading principal minor of the Hessian matrix.
For the Hessian Matrix \(H\):
\ \text{Minor 1: } 4 > 0, \
\ \text{Minor 2 (2x2): } \det(\begin{pmatrix} 4 & 1 \ 1 & 6 \ \end{pmatrix}) = 23 > 0, \
\ \text{Minor 3 (3x3): } \det(H) = 44 > 0. \
Since all principal minors have positive determinants, the critical point \( \left( -\frac{1}{10}, \frac{7}{20}, \frac{1}{20} \right) \) is a local minimum of the function \( F(x, y, z) \).