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The extreme value theorem

10 November, 2015 - 14:35

In chapter 1, we saw that locating maxima and minima of functions may in general be fairly difficult, because there are so many different ways in which a function can attain an extremum: e.g., at an endpoint, at a place where its derivative is zero, or at a non-differentiable kink. The following theorem allows us to make a very general statement about all these possible cases, assuming only continuity.

The extreme value theorem states that if f is a continuous real-valued function on the real-number interval defined by a\leq x\leq b, then f has maximum and minimum values on that interval, which are attained at specific points in the interval.

Let’s first see why the assumptions are necessary. If we weren’t confined to a finite interval, then y=x would be a counterexample, because it’s continuous and doesn’t have any maximum or minimum value. If we didn’t assume continuity, then we could have a function defined as y=x for x<1, and y=0 for x\geq 1; this function never gets bigger than 1, but it never attains a value of 1 for any specific value of x.

The extreme value theorem is proved, in a somewhat more general form,in Proof of the extreme value theorem.

Example

Find the maximum value of the polynomial P(x)=x^3+x^2+x+1 for -5\leq x\leq 5.

Polynomials are continuous, so the extreme value theorem guarantees that such a maximum exists. Suppose we try to find it by looking for a place where the derivative is zero. The derivative is 3x^2+2x+1, and setting it equal to zero gives a quadratic equation, but application of the quadratic formula shows that it has no real solutions. It appears that the function doesn’t have a maximum anywhere (even outside the interval of interest) that looks like a smooth peak. Since it doesn’t have kinks or discontinuities, there is only one other type of maxi- mum it could have, which is a maxi- mum at one of its endpoints. Plugging in the limits, we find P(-5)=-104 and P(5)=156, so we conclude that the maximum value on this interval is 156.