- Fermat's theorem (stationary points)
Fermat's theorem is a
theoremin real analysis, named after Pierre de Fermat. It gives a method to find local maxima and minima of differentiable functions by showing that every local extremum of the function is a stationary point(the function derivativeis zero in that point). So, by using Fermat's theorem, the problem of finding a function extremum is reduced to solving an equation.
It is important to note that Fermat's theorem gives only a
necessary conditionfor extreme function values. That is, some stationary points are not extreme values, they are inflection points. To check if a stationary point is an extreme value and to further distinguish between a function maximum and a function minimum it is necessary to analyse the second derivative (if it exists).
Let be a function and suppose that is a local extremum of . If is differentiable at then .
Application to optimization
As a corollary, global extrema of a function "f" on a domain "A" occur only at boundaries, non-differentiable points, and stationary points.If is a global extremum of "f", then one of the following is true:
* boundary: is in the boundary of "A"
* non-differentiable: "f" is not differentiable at
* stationary point: is a stationary point of "f"
The intuition is based on the behavior of
polynomialfunctions. Assume that function "f" has a maximum at "x"0, the reasoning being similar for a function minimum. If is a local maximum then there is a (possibly small) neighborhood of such as the function is increasing before and decreasing after . As the derivative is positive for an increasing function and negative for a decreasing function, is positive before and negative after . doesn't skip values (by Darboux's theorem), so it has to be zero at some point between the positive and negative values. The only point in the neighbourhood where it is possible to have is .
Note that the theorem (and its proof below) is more general than the intuition in that it doesn't require the function to be differentiable over a neighbourhood around . As stated in the theorem, it is sufficient for the function to be differentiable only in the extreme point.
Suppose that is a local maximum (a similar proof applies if is a local minimum). Then there such that and such that we have with . Hence for any we notice that it holds
Since the limit of this ratio as gets close to 0 from above exists and is equal to we conclude that . On the other hand for we notice that
but again the limit as gets close to 0 from below exists and is equal to so we also have .
Hence we conclude that .
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