[PDF] Linear approximation Global extrema



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Lecture 12: Global extrema - Harvard University

boundary points, then pick the largest Global maxima or minima do not need to exist however The function f(x) = x2 has a global minimum at x= 0 but no global maximum The function f(x) = x3 has no global extremum at all We can however look at global maxima on nite intervals



Lecture12: Global extrema - Harvard University

then pick the largest Global maxima or minima do not need to exist The function f(x) = x2 has a global minimum at x = 0 but no global maximum The function f(x) = x3 has no global extremum at all We can however look at global maxima on finite intervals 1 Find the global maximum of f(x) = x2 on the interval [−1,2] Solution



Global and Local Extrema - Open Computing Facility

local and global cases, it is important to be cognizant of the domain over which the function is defined That which is an extremum on one domain may very well not be over a new domain, and vice versa Before delving further, let us give the formal definitions of these various extrema Global Extrema



Linear approximation Global extrema

value) Note that a global extremum is also a lo-cal extremum but a local extremum might not be a global extremum Extreme Value Theorem: If a function is continuous on a closed interval (an interval which includes the endpoints) then the function has a global maximum and a global minimum on the interval Knowing that there is an extreme value



Extrema for Functions of Two Variables

global extrema 2 There is no point in doing a second derivative test for a global extremum problem A local minimum cannot be a global maximum, but it need not be a global minimum, so identifying a candidate point as a local minimum does not determine the global minimum Global extrema are determined by comparing the function values for the



On Global Extremum Seeking In The Presence Of Local Extrema

We analyze global extremum seeking in the presence of local extrema for a simple scalar extremum seeking feedback scheme Sufficient conditions are given under which it is possible to tune the controller parameters to achieve convergence to an arbitrarily small neighborhood of the global extremum from an arbitrarily large set of initial conditions



Lecture 17: Derivatives and extrema

X at x =3/4 a global minimum is a˛ained; X at x =−1 and x =1 relative maxima are a˛ained; X at x =0 we do not have a local extremum at all Since f(−1)=3 > 1 =f(1), f has a global maximum at x =−1



Extremum Seeking Control: Convergence Analysis

extremum seeking is achieved if the system is initialized close to the extremum We introduced a simplified adaptive scheme in [17] where it was shown under slightly stronger conditions that non-local (even semi-global) extremum seeking is achieved if the controller is tuned appropriately Moreover, by using the



Local Extrema - Math

18B Local Extrema 2 Definition Let S be the domain of f such that c is an element of S Then, 1) f(c) is a local maximum value of f if there exists an interval (a,b) containing c such that f(c) is the maximum value of f on (a,b)∩S

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