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Taylors Formula and the Study of Extrema
Taylors Formula for Mappings
Theorem 1. Ifa mapping f :U Y from a neighborhood U U x of a pointx in a normed space X into a normed space Y has derivatives up t1oinocrlduesrivne -in U and has
an n-th order derivatfinvex at the point x, then
ash 0 .
f x h f x f, x h
1 f n
n!
x hn o h n
(1)
Equality(1) isone of the varietieosf Taylorsformula,writtenhere forrathergeneral
classes of mappings.
Proof.We prove Taylors formula by induction. For n 1 it is true by definitif,oxn .of
Assume formula (1) is true for nso1meN .
Then by the mean-value theorem, formula (12) of Sect. 10.5, and the induction hypothe
we obtain.
f x h f x f,x h 1 f n x hn
n!
sup f, x h f, x f, x h
0 1
1
n 1 !
f n x h n 1 h
ash 0 .
o h n 1
h o h n
We shall not take the time here to discuss other versions of Taylowrhischfoarrmeula,
sometimes quite useful. They were discussed earlier in detail for numerical functions. point we leave it to the reader to der(isveee,thfeomr example, Problem 1 below).
Methods of Studying Interior Extrema
Using Taylors formula, we shall exhibit necessary conditions and also sufficient con for an interior local extremum of real-valued functions defined on an open subset of a space. As we shall see, these conditions are analogous to the differential conditions known to us for an extremum of a real-valued function of a real variable.
Theorem 2. Let f :U R be a real-valuedfunctiondefinedon an open set U in a normed space X and having continuousderivativeusp to order k 1 1 inclusivein a
neighborhood of a poixntU and a derivativfek x of order k at the point x itself.
If f, x 0, ,f k 1 x 0 and f k x 0 ,then for x to be an extremum of the function f it is:
necessary that k be even and that thfek and
fxohrk mbe semidefinite,
sufficient that the values of thfek
fxohrk mon the unit spherhe
1 be bounded away
from zero; moreover, x is a local minimum if the inequalities
f k x hk 0 , hold on that sphere, and a local maximum if
f k x
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