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Extreme Events – Figure 4.6: Illustration of the difficulties of finding global extrema, even in one dimension and even for smooth functions

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Points A and C are local, but not global, maxima. The global maximum is at E, which is on the boundary of the interval so the derivative of the function need not vanish there. Points B and D are local minima and B is also the global minimum. The points F, G and H are said to bracket the maximum at A, since G is greater than both F and H and is in between them.

 

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Source: Nematrian. Copyright (c) Nematrian (2010)

 


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