The matrix H ( 0 , 0 ) H(0,0) H ( 0 , 0 ) is negative semidefinite sine
⟨ [ − 4 4 4 − 4 ] [ x y ] , [ x y ] ⟩ = − 4 ( x − y ) 2 ≤ 0 \lang
\begin{bmatrix}
-4 & 4 \\
4 & -4
\end{bmatrix}
\begin{bmatrix}
x \\
y
\end{bmatrix},
\begin{bmatrix}
x \\
y
\end{bmatrix}
\rang =-4(x-y)^2\le0 ⟨ [ − 4 4 4 − 4 ] [ x y ] , [ x y ] ⟩ = − 4 ( x − y ) 2 ≤ 0
with equality if x=y
This is a necessary condition for a local maximum, but not sufficient. Therefore, the test is inconclusive.
Indeed, (0,0) is a saddle point. If we approach (0,0) along x=y then we have
f ( x , x ) = 2 x 4 > 0 f(x,x)=2x^4>0 f ( x , x ) = 2 x 4 > 0
However, if we approach along x = − y x=-y x = − y , then
f ( x , − x ) = 2 x 4 − 8 x 2 < 0 f(x,-x)=2x^4-8x^2<0 f ( x , − x ) = 2 x 4 − 8 x 2 < 0
near (0,0).
extrema at x = ( − 2 , 2 ) x=(-\sqrt2,\sqrt2) x = ( − 2 , 2 ) and y = ( 2 , − 2 ) y=(\sqrt2,-\sqrt2) y = ( 2 , − 2 )
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