Extreme value
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An extreme value, or extremum (plural extrema), is the smallest (minimum) or largest (maximum) value of a function, either in an arbitrarily small neighborhood of a point in the function's domain — in which case it is called a relative or local extremum — or on a given set contained in the domain (perhaps all of it) — in which case it is called an absolute or global extremum (the latter term is common when the set is all of the domain).
As a special case, an extremum that would otherwise be considered a relative/local extremum but occurs at an endpoint (or more generally a boundary) of the function's domain is sometimes called an endpoint or boundary extremum and is not considered a relative/local extremum, although it may be an absolute/global one.
Note that in the case of relative/local extrema, it is common to concentrate on where the extrema occur (i.e., the "x-values") rather than what the extreme values actually are (the "y-values"), whereas in the case of absolute/global extrema it is common to concentrate on the extreme value itself (the "y-value"). However, in either case both values may be given — e.g.,
if the extreme value 5 occurs at
.
Contents |
Definitions
Edit
For a real-valued function of a single real variable
Edit
Given
,
-
achieves a relative maximum (or local maximum) at
if there is some open interval
containing
for which
for all
on
;
-
achieves a relative minimum (or local minimum) at
if there is some open interval
containing
for which
for all
on
;
-
achieves its absolute maximum (or global maximum) value
on a set
if
and
for all
in
;
-
achieves its absolute minimum (or global minimum) value
on a set
if
and
for all
in
.
Note also that a relative/local extremum cannot happen at an endpoint of the function's domain.
For a real-valued function of more than one real variable
Edit
Given
, for some integer
,
-
achieves a relative maximum (or local maximum) at
if there is some open ball
containing
for which
for all
in
;
-
achieves a relative minimum (or local minimum) at
if there is some open ball
containing
for which
for all
in
;
-
achieves its absolute maximum (or global maximum) value
on a set
if
and
for all
in
;
-
achieves its absolute minimum (or global minimum) value
on a set
if
and
for all
in
.
Here
is a vector representing the n-tuple
.
Note that a relative/local extremum cannot happen on the boundary of the function's domain.