Global maximum and global minimum

A point where a function attains the largest/smallest value on its entire domain.
Global maximum and global minimum

Let f:ERf:E\to\mathbb{R} and let aEa\in E.

  • The point aa is a global maximum (or absolute maximum) of ff on EE if

    xE, f(x)f(a).\forall x\in E,\ f(x)\le f(a).
  • The point aa is a global minimum (or absolute minimum) of ff on EE if

    xE, f(a)f(x).\forall x\in E,\ f(a)\le f(x).

Global extrema are stronger than local extrema and need not exist in general. A central theorem in analysis is that continuous functions on compact sets attain both a global maximum and a global minimum.

Examples:

  • On E=[0,1]E=[0,1], f(x)=xf(x)=x has global minimum at 00 and global maximum at 11.
  • On E=(0,1)E=(0,1), f(x)=xf(x)=x has no global maximum and no global minimum.
  • On E=RE=\mathbb{R}, f(x)=x2f(x)=x^2 has a global minimum at 00 but no global maximum.