I have asked this question on math.stackexchange.com but even though I gave a bounty, I was not able to receive any answers at all, so I'm posting it here again, hoping that the question is not too basic for community.
Let $f:\mathbb{R}^n\rightarrow \mathbb{R}$ be a function that is (at least) $C^2$. In the standard calculus classes one learns: If the gradient of $f$ at $x_0$, then $f$ has a local extremum (minimum or maximum) at $x_0$. Hence the gradient test is a necessary but not sufficient condition (as, e.g., $x\mapsto x^3$ shows). Using the (semi)positive/negative definiteness of the Hessian, one can disambiguate and identify among the previously found extremum candidates some that are local minima or maxima.
But so far this doesn't give complete classification of the extrema, as it is possible one the one-dimensional case for a test involving $n$ derivatives, and it seems that this problem is rather difficult for higher dimensions, involving potentially Morse theory, as I found it mentioned online.
Can someone clarify whether a nice, complete description (i.e. a nice characterization) of which points are minima and maxima exists in all dimension or point me to a definitive reference (that ideally also outlines the state of the art)?
There are various online references, that provide partial answers:
- https://math.stackexchange.com/questions/2869744/what-is-the-higher-order-derivative-test-in-multivariable-calculus (but this seems to give a test involving all derivatives, but following the discussion there it seems this test is rather hard to check in practice and one has to rely on numerical computations; in the comments it is actually stated "there is not an analogue test in multivariable calculus", and this comment is backed up in the comments by a user I trust, KCd, which seems to indicate that the problem I outlined is open. Morse theory is mentioned, but not particular information is given. I would be also interested in a statement along the lines of whether for every $n$ one can construct a function such that for any "feasible" test using higher order derivatives, any "natural" test using higher order derivatives that allows "easy checking" fails.)
- http://www.u.arizona.edu/~mwalker/MathCamp2021/UnconstrainedOptimization.pdf (this gives actually necessary and sufficient conditions, but I'm not happy with them, because they are different conditions, so the don't characterize extrema completely)
- https://www.ripublication.com/adsa20/v15n2p11.pdf (it's from 2020, but I'm not 100% convinced this is really a legit or novel article; nonetheless it's interested to read)