The gradient and constant Hessian matrix are
At , and . Hence one multivariable Newton iteration gives
At this point the gradient vanishes, so every subsequent iterate is . The one-step result follows because the gradient of a quadratic polynomial is affine and its linearization is exact. Since the leading principal minors of are and , it is a positive-definite matrix. Alternatively,
directly proves that is the unique global minimum, with value .
For a twice continuously differentiable function , its gradient and Hessian matrix are
A critical point solves . The Jacobian matrix of this vector equation is , so the multivariable Newton iteration is
Equivalently when the Hessian matrix is invertible. Solving the linear system is the direct computational form. A critical point found in this way need not be a local minimum; its type requires a separate check.
The displayed vector field is defined on the punctured plane ; it is undefined at the origin. Take the counterclockwise unit circle , . Along it,
By the fundamental theorem for line integrals, it has no single-valued potential of a conservative vector field on . In particular it cannot be the restriction of the gradient of a smooth function on all of .
For , direct differentiation gives
There is no contradiction with Green's theorem: is not defined, let alone continuously differentiable, throughout the disk enclosed by . On an annulus the theorem does apply; the counterclockwise outer integral is , and the clockwise inner integral is , so their sum is zero. The hole prevents this curl-free vector field from being a conservative vector field on its entire domain.
The middle component suggests a scalar potential with , so . The chain rule and give
Matching the other two components requires . Therefore
Its negative gradient is the given vector field in all three components; the additive constant has no effect on that gradient.
For two independent smooth constraints , the tangent direction is orthogonal to both gradients. At a constrained stationary point, the gradient of the objective is also orthogonal to that direction, hence lies in their span: . This is the two-constraint Lagrange multiplier condition. Alternatively, distance extrema on a central plane section of an ellipsoid follow from a two-dimensional eigenvalue problem.
Minimizing distance is equivalent to minimizing . Put and . The Lagrange multiplier equations are
Adding the latter two gives . If , those equations give ; the constraints then give and . Otherwise and . The ellipsoidal constraint gives , and hence
The intersection is compact. The two constraint gradients are independent there: if , then , and forces , contradicting . Thus every global extremum is among these candidates. Taking square roots gives
In Cartesian components, , so
It cannot be a conservative vector field. For the second field, put . Its gradient is . This smooth global scalar function proves is conservative, with . The following path integrals exhibit the different behavior directly.
The field is smooth on the simply connected domain . Its curl is , so a necessary and sufficient condition for a conservative vector field is
At those values it is explicitly the gradient of . Equality of the two previous path integrals would impose only , which is weaker: coinciding path integrals need not imply a conservative field. For example makes those two integrals equal but leaves nonzero curl.
Expand . The Lagrange multiplier equations for are and , together with the constraint . The first two imply and . The value would make the latter equation inconsistent, so division is allowed:
Insert these into and multiply by . Simplification gives , hence
The gradient of the constraint is never zero, so the Lagrange multiplier condition is necessary at every constrained extremum. To establish a global minimum, parametrize the whole parabola by . The restricted function becomes
It is coercive: as , so it attains a global minimum. Moreover , making it strictly convex and ensuring that this minimum is unique. This proves more than the permitted assumption of one real multiplier root.
The level sets of are nested ellipses centered at the origin. In the rotated coordinates , , they have equation , with the longer axis along . The smallest one meeting the parabola is tangent to it at the unique minimizing point, approximately , where and .
Figure 1.
The smallest quadratic contour touching a parabolic constraint
. Original level-set plot. The highlighted ellipse is tangent to the parabola at the unique global minimum; larger quadratic contours intersect the constraint. Details.
For , the gradient is a normal vector to the ellipsoid. The outward unit normal vector is . The conditions ensure that everywhere on the rectangular projection.
The dot product vanishes pointwise when . In that case has no normal component, so the surface flux is zero. For unequal axes, the given vector surface element gives
Put , . Then , and
Two elementary integrations now give
This is the rotational flux through an ellipsoidal graph patch with unit vertical semiaxis and unit projection lengths. It also tends continuously to zero when , agreeing with the pointwise argument.
Set . The gradient is a normal vector to its level set. Since on the given patch, division by its last component is valid and gives the unique normalized field
Its dot product with is one, as required; it is not generally a unit vector.
Write the surfaces as level sets and . Their gradients are normal vectors to their tangent planes. At the specified point they are and , with dot product and squared norms . The angle between intersecting regular surfaces is the angle between their tangent planes, so
Both gradients are nonzero, ensuring that the tangent planes are defined.
Let . The gradient has components and . At a critical point, subtraction gives . The case cannot make either numerator zero, so . The remaining equation is , giving
These are the only stationary points; the denominator is positive everywhere.
At with , differentiating the gradient yields the Hessian matrix . At the positive point it is negative definite, and at the negative point it is positive-definite; in both cases and . Therefore the positive point is a maximum, the negative point is a minimum, and there are no saddle points.
They are global extrema: with , the Cauchy-Schwarz inequality gives , with equality at exactly those two points. This is the extremum bound underlying the level sets of a linear numerator over a radial quadratic.
Put and . The gradient has components and , so a stationary point requires . In the closed square, and , and the compatible possibilities are precisely the four corners and .
The Hessian matrix is
Its eigenvectors and have eigenvalues and . The second-derivative test gives the following classification:
Point || || Hessian eigenvalues || Classification | | | Minima | | | Maxima | | | Saddle point of a scalar function
The corner classifications also hold for the smooth extension beyond the square, and hence for the restricted region. The global bounds show that the stated minima and maxima are global within it. The central point has opposite curvature along the two diagonal directions.
Figure 1.
Energy contours show two minima, two maxima and a central saddle
. The contour crosses at the saddle. Filled markers locate all five points where the gradient vanishes; color and labeled level curves show how the energy changes between them. Details.
Set . The gradient of never vanishes, so the Lagrange multiplier equations apply at a constrained stationary point. They are , , and . Eliminating gives
With , this becomes . The quadratic factor is , so the only real possibility is . Therefore
The level curve through this point is the ellipse , meeting the coordinate axes at and . Its tangent line at has slope , equal to the derivative of the constraint parabola there. The two curves are tangent.
Figure 1.
The smallest elliptical contour meeting the constraint is tangent at the minimum
. The highlighted contour is and the constraint is . Its four axis intercepts and the unique contact point are marked. Details.
The parabola touches this ellipse from outside; every other point on the constraint lies on a larger contour. An exact check of this geometric argument is
with equality only at . Thus the point is the unique constrained global minimum.
The gradient is . At the three specified points it is respectively
Each vector is perpendicular to its straight boundary edge and points out of the triangle, where increases from its negative interior values. The arrows in the preceding figure mark these directions.
The gradient is . Its second component vanishes only if or . The latter gives the impossible first-component equation . With , the first component gives or . The Hessian matrix is
At it has eigenvalues , giving a saddle point. At its eigenvalues are , giving a strict local minimum, of value . These are all real stationary points. The minimum is local: for example as .