Second-order condition extremum

Introduction: The Second-order partial derivatives can be used to determine whether a Stationary point is a minimum or a maximum.

Definition: For a stationary point (c,d) of the function z(x,y), that is not on the boundary of the domain, it holds that
  • if C(c,d)>0 and zxx, then z(c,d) is a minimum,
  • if C(c,d)>0 and z_{xx}''(c,d)<0, then z(c,d) is a maximum,
  • if C(c,d)<0,  then (c,d) is a saddle point.
Here C(x,y) is the criterion function, defined by

C(x,y)=z''_{xx}(x,y) \cdot z''_{yy}(x,y) - (z''_{xy}(x,y))^2.