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Closed Interval Method


The closed interval method finds the global maximum and global minimum of a continuous function f(x) on a closed interval [a,b]. The extreme value theorem guarantees that both values are attained.

Evaluate f(x) at the endpoints a and b and at every interior critical point, where f^'(x)=0 or the derivative does not exist. An interior extremum must be a critical point. The largest and smallest of the resulting values are therefore the global maximum and global minimum.

For example, f(x)=x^3-3x on [0,2] has a single interior critical point at x=1. The values at 0, 1, and 2 are 0, -2, and 2, so the global minimum is -2 at x=1 and the global maximum is 2 at x=2.


See also

Critical Point, Extreme Value Theorem

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References

Strang, G. and Herman, E. J. "Maxima and Minima." §4.3 in Calculus, Vol. 1. Houston, TX: OpenStax, 2016. https://openstax.org/books/calculus-volume-1/pages/4-3-maxima-and-minima.

Cite this as:

Weisstein, Eric W. "Closed Interval Method." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/ClosedIntervalMethod.html

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