Given
f ( x , y ) = 5 x 2 + 3 x y + 1 0 y 2 + 4 x − 2 0 y + 5 0
Find the the absolute minimum value of f ( x , y ) over R 2 .
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( a x + b y + c ) 2 + ( d y + e ) 2 + f has a global minimum of f when a x + b y + c = 0 and d y + e = 0 , and the former can be expanded to:
a 2 x 2 + 2 a b x y + ( b 2 + d 2 ) y 2 + 2 a c x + 2 ( b c + d e ) y + c 2 + e 2 + f
Comparing this to the given equation:
f ( x , y ) = 5 x 2 + 3 x y + 1 0 y 2 + 4 x − 2 0 y + 5 0
we can set a 2 = 5 , 2 a b = 3 , b 2 + d 2 = 1 0 , 2 a c = 4 , 2 ( b c + d e ) = − 2 0 , and c 2 + e 2 + f = 5 0 .
Solving (mostly) from left to right, a = 5 , b = 1 0 3 5 , c = 5 2 5 , d = 1 0 9 5 5 , e = − 9 5 5 1 0 6 9 5 5 , and f = 1 9 1 7 1 5 0 , so that f ( x , y ) can be rearranged to:
f ( x , y ) = ( 5 x + 1 0 3 5 y + 5 2 5 ) 2 + ( 1 0 9 5 5 y − 9 5 5 1 0 6 9 5 5 ) 2 + 1 9 1 7 1 5 0
which has an absolute minimum of f = 1 9 1 7 1 5 0 ≈ 3 7 . 4 3 5 .
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Taking the gradient of f ( x , y ) equal to zero gives us:
f x = 1 0 x + 3 y + 4 = 0 ;
f y = 3 x + 2 0 y − 2 0 = 0
which this 2x2 linear system yields the unique point P ( x , y ) = ( − 1 9 1 1 4 0 , 1 9 1 2 1 2 ) . The Hessian Matrix, F ( x , y ) , computes to:
F ( x , y ) = [ f x x f y x f x y f y y ] = [ 1 0 3 3 2 0 ]
which is positive-definite for all x , y ∈ R ⇒ P is a global minimum point. Hence, the global minimum of f computes to f ( − 1 9 1 1 4 0 , 1 9 1 2 1 2 ) = 1 9 1 7 1 5 0 .