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Lec 19

The document discusses using Lagrange multipliers to find the maximum and minimum values of a function subject to a constraint. It provides the general steps and examples applying the method to problems involving finding extreme values on surfaces like spheres, cylinders and other curves.

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EVANS KIPNGETICH
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24 views6 pages

Lec 19

The document discusses using Lagrange multipliers to find the maximum and minimum values of a function subject to a constraint. It provides the general steps and examples applying the method to problems involving finding extreme values on surfaces like spheres, cylinders and other curves.

Uploaded by

EVANS KIPNGETICH
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Calculus III-Sec 2 LECTURE-19

Lagrange Multipliers

Object: To find the maximum and minimum values of


f (x, y, z) subject to the constraint g(x, y, z) = k.
Assumption: assuming these extreme values exist,and
∇g 6= 0 on the surface g(x, y, z) = k.
Step 1: Find relationship between all x, y, z and λ, such that
∇f = λ∇g and g(x, y, z) = k.
Step 2: Solve for all possible (x, y, z) satisfying Step 1.
Step 3: Find all function values of those (x, y, z) found in
Step 2. The largest number of f values is the maximum
value of f and the smallest number of f value is the
minimum values of f .
Ex: A rectangular box without a lid is to be made from 12m2 of cardboard. Find the
maximum volume of a box.
Sol: Object: Find maximum of f (x, y, z) = V = xyz
Assumption : g(x, y, z) = xy + 2yz + 2xz = 12 = k.
Step 1: Find relationship between all x, y, z with x > 0, y > 0 and z > 0. We have
∇f =< yz, xz, xy >, ∇g =< y + 2z, x + 2z, 2y + 2x >
< yz, xz, xy >= λ < y + 2z, x + 2z, 2y + 2z >
yz = λ(y + 2z), xz = λ(x + 2z), xy = λ(2y + 2x)
xyz = λ(xy + 2xz) · · · (1)
xyz = λ(xy + 2yz) · · · (2)
xyz = λ(2yz + 2xz) · · · (3)
Step 2. Solve for all possible (x, y, z) satisfying Step 1.
By (1)=(2), λ(2xz) = λ(2yz) ⇒ 2zλ(x − y) = 0 ⇒ x = y where z > 0 and
λ 6= 0 (λ = 0 makes V = 0)
By (1)=(3), λ(xy) = λ(2yz) ⇒ yλ(x − 2z) = 0 ⇒ x = 2z where y > 0 and
λ 6= 0.
We have xy+2yz+2xz = 12 = (2z)(2z)+2(2z)z+2(2z)z = 12z 2 ⇒ z = 1 > 0
Step 3: Find all function values of those (x, y, z) Hence, x = 2, y = 2, z = 1 ⇒
V = xyz = (2)(2)(1) = 4.
Ex:Find the extreme values of the function f (x, y) = x2 + 2y 2 on the circle x2 + y 2 =
1.
Sol: Let g(x, y) = x2 + y 2 = 1, we have
∇f =< 2x, 4y >, ∇g =< 2x, 2y >
< 2x, 4y >= λ < 2x, 2y >,
2x = 2xλ (1), 4y = 2yλ (2)
From (1), 2x(1 − λ) = 0 ⇒ x = 0, λ = 1.
When x = 0 ⇒ y = ±1 ⇒ (0, 1), (0, −1).
When λ = 1 → (2) ⇒ 4y = 2y ⇒ y = 0.
When y = 0 ⇒ x = ±1 ⇒ (1, 0), (−1, 0).
Hence we have (0, 1), (0, −1), (1, 0), (−1, 0)
(a) f (0, 1) = 2, (b) f (0, −1) = 2 : maximum
(c) f (1, 0) = 1, (d) f (−1, 0) = 1: minimum
Ex: Find the extreme values of f (x, y) = x2 + 2y 2 on the disk x2 + y 2 ≤ 1.
Sol: The disk D = {(x, y)|x2 + y 2 ≤ 1} is closed and bounded. By the extreme
value theorem, f attains its absolute maximum and absolute minimum at some points
(x0, y0) ∈ D.
Find the extreme value inside the domain x2 + y 2 < 1. We have
fx = 2x = 0 ⇒ x = 0,
fy = 4y = 0 ⇒ y = 0.f (0, 0) = 0
fxx = 2 > 0, fxy = 0, fyy = 4
D = fxxfyy − (fxy )2 = 8 > 0: minimum.
By previous example, we have the absolute minimum is f (0, 0) = 0, and the absolute
maximum is f (0, ±1) = 2.
Ex: Find the points on the sphere x2 + y 2 + z 2 = 4 that are closest to and farthest
from the point P (3, 1, −1)
Sol: To find the extreme value of dP Q is the same as to find the extreme value of
f (x, y, z) = (x − 3)2 + (y − 1)2 + (z + 1)2 = d2P Q
The constraint is g(x, y, z) = x2 + y 2 + z 2 = 4,
∇f =< 2(x − 3), 2(y − 1), 2(z + 1) > and ∇g =< 2x, 2y, 2z >, ∇f = λ∇g ⇒
3
2(x − 3) = λ(2x) ⇒ (1 − λ)x = 3 ⇒ x =
1−λ
1
2(y − 1) = λ(2y) ⇒ (1 − λ)y = 1 ⇒ y =
1−λ
−1
2(z + 1) = λ(2z) ⇒ (1 − λ)z = 1 ⇒ z =
1−λ
2 2 2 3 2 1 2 −1 2
Since we have g(x, y, z) = x + y + z = 4, ( ) +( ) +( ) =4
1−λ √1 − λ 1 − λ √
11 ± 11 ± 11
9 + 1 + 1 = 4(1 − λ)2 ⇒ (1 − λ)2 = ⇒1−λ= ⇒λ=1−
√ 4 2 2
11 6 2 −2
s
λ = 1 − ⇒ (x, y, z) = ( √ , √ , √ ) ⇒ dP Q(x, y, z) =
2 11 11 11
28
15 + √ :min
11
√
11 −6 −2 2
s
λ = 1 + ⇒ (x, y, z) = ( √ , √ , √ ) ⇒ dP Q(x, y, z) =
2 11 11 11
44
15 + √ :max
11
Ex: Find the maximum value of the function f (x, y, z) = x + 2y + 3z on the curve
of intersection of the plane x − y + z = 1 and the cylinder x2 + y 2 = 1. (Domain of
f (x, y, z) is a space curve: ellipse.)
Sol: Object: Max:f (x, y, z) = x + 2y + 3z
Assumption g(x, y, z) = x − y + z = 1 and h(x, y, z) = x2 + y 2 = 1.
∇f = λ∇g + µ∇h.
< 1, 2, 3 >= λ < 1, −1, 1 > +µ < 2x, 2y, 0 >
1 = λ + µ(2x), 2 = −λ + µ(2y), 3 = λ + 0
−1 5
λ = 3 ⇒ 2xµ = −2, x = ,y =
µ 2µ √
−1 2 5 2 ± 29
x2 + y 2 = 1 ⇒ ( ) +( ) =1⇒µ=
µ 2µ 2

−1 5
λ=3 x= y= z from x − y + z = 1
√ µ 2µ
29 −2 5 √
µ= √ √ 1+ 29
2√ 29 29
− 29 2 −5 √
µ= √ √ 1− 29
2 29 29

−2 5 7 √
f ( √ , √ , 1 + √ ) = 3 + 29:max
29 29 29
2 −5 7 √
f ( √ , √ , 1 − √ ) = 3 − 29
29 29 29

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