Module 13 :  Maxima, Minima and Saddle Points, Constrained maxima and minima
Lecture 37 :  Maxima and Minima [Section 37.1]
37.1.3 Theorem (Necessary conditions for local extremum or saddle point):
 

Let be any unit vector.

(i)
If has a local maximum/local minimum at and exists,
 

then

(ii)

If both and exist and has a local maximum or a local

 

minimum at , then

  Proof
 

Suppose has a local maximum at . Then, we can find some such that


Hence, if exists, then


Similarly, . Hence,

The case of a local minimum is similar. This proves (i). To prove (ii), we note that if exists and if , then

Considering , we similarly obtain .

 
   
   
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