Math Problem Statement

Suppose f is a given function having continuous second partial derivative. Let x* be a stationary point with positive semidefinite Hessian matrix. Which of the following statement is true?

Group of answer choices

x* can only be a local minimizer. x* can only be a local maximizer. x* can only be a saddle point. x* can only be a local minimizer or a local maximizer. x* can be a local minimizer, local maximizer, or saddle point

Solution

Given that xx^* is a stationary point and the Hessian matrix at xx^* is positive semidefinite, we can analyze the nature of the stationary point using the properties of the Hessian matrix.

Key points:

  1. Stationary point: At a stationary point xx^*, the gradient of the function ff is zero, i.e., f(x)=0\nabla f(x^*) = 0.
  2. Positive semidefinite Hessian: If the Hessian matrix H(x)H(x^*) is positive semidefinite, then for any vector vv, we have: vTH(x)v0v^T H(x^*) v \geq 0 This means that the second-order directional derivatives are non-negative in every direction.

Interpretation:

  • A positive semidefinite Hessian suggests that the curvature is either positive or zero in all directions at xx^*.
  • However, positive semidefinite does not imply strict positivity in all directions (which would be positive definite). It allows for the possibility that the Hessian has zero eigenvalues in some directions.
  • Therefore, xx^* could be a local minimizer if the Hessian is strictly positive in certain directions, but if there are directions where the Hessian is zero, it could also be a saddle point.

Thus, xx^* can be:

  • A local minimizer.
  • A saddle point.
  • It cannot be a local maximizer, because a positive semidefinite Hessian does not permit the necessary concavity for a local maximum.

Conclusion:

The correct statement is:

  • xx^* can be a local minimizer, local maximizer, or saddle point.

This option corresponds to the following choice:

  • x* can be a local minimizer, local maximizer, or saddle point.

Would you like further details on how the Hessian helps classify stationary points?


5 Relative Questions:

  1. How does the definiteness of the Hessian affect the classification of stationary points?
  2. What role does the second derivative test play in identifying local extrema?
  3. Can a positive semidefinite Hessian guarantee convexity of the function?
  4. How does a positive definite Hessian differ from a positive semidefinite Hessian in terms of classification of points?
  5. What are the implications if the Hessian is negative semidefinite at a stationary point?

Tip: The eigenvalues of the Hessian matrix can provide important insights into the local curvature of the function and the nature of stationary points.

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Math Problem Analysis

Mathematical Concepts

Multivariable Calculus
Stationary Points
Hessian Matrix
Positive Semidefinite Matrices

Formulas

Stationary point: ∇f(x*) = 0
Hessian Matrix: v^T H(x*) v ≥ 0 (positive semidefinite condition)

Theorems

Second Derivative Test
Classification of Stationary Points via Hessian Matrix

Suitable Grade Level

Undergraduate (Calculus 3 or Advanced Calculus)