Argmax 2026-11-05
The argmax of a function is the set of inputs where its largest value is attained:
It records global maximizers, whereas records the value. For , the argmax on is and the maximum value is zero. If is constant, every input belongs to the argmax.
The argmax can be empty: on has supremum one but never attains it. A continuous function on a nonempty compact set does attain its maximum by the extreme value theorem. Writing a single input as an argmax therefore implicitly assumes uniqueness or specifies a rule for choosing between ties. This distinction matters when an optimization problem is used to define an estimator.
Global maximizer 2026-11-05
A global maximizer of is a point satisfying for every . The global maximum is the attained value ; argmax collects all points attaining that value:
The set can be empty or contain many points. For on the real line, the global maximum is one and the global maximizers are , . No single representative is specified by the optimization problem.
A stationary point is a different kind of condition. For a differentiable function on an open real interval, an interior global maximizer has zero derivative, but the converse fails: has zero derivative at zero without a local maximum. A boundary global maximizer need not have zero derivative either; on attains its largest value at the right endpoint.
The extreme value theorem supplies a useful sufficient existence condition: a continuous function on a nonempty compact set attains its maximum. Compactness is sufficient, rather than necessary; the cosine example attains a global maximum on the noncompact real line.