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MIT18 02SC Notes 21

Lagrange multipliers are used to solve constrained optimization problems where the goal is to maximize or minimize a function subject to one or more constraints. They allow finding critical points where the gradient of the function is parallel to the gradients of the constraints. Some examples are given of using Lagrange multipliers to minimize cardboard used for a box with a fixed volume or to find maximum/minimum values of functions subject to constraints like fixed distances. The process involves setting up equations equating the gradients and solving simultaneously with the constraints.

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53 views3 pages

MIT18 02SC Notes 21

Lagrange multipliers are used to solve constrained optimization problems where the goal is to maximize or minimize a function subject to one or more constraints. They allow finding critical points where the gradient of the function is parallel to the gradients of the constraints. Some examples are given of using Lagrange multipliers to minimize cardboard used for a box with a fixed volume or to find maximum/minimum values of functions subject to constraints like fixed distances. The process involves setting up equations equating the gradients and solving simultaneously with the constraints.

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Lagrange Multipliers

We will give the argument for why Lagrange multipliers work later. Here, we’ll look at

where and how to use them. Lagrange multipliers are used to solve constrained optimization

problems. That is, suppose you have a function, say f (x, y), for which you want to find

the maximum or minimum value. But, you are not allowed to consider all (x, y) while you

look for this value. Instead, the (x, y) you can consider are constrained to lie on some curve

or surface. There are lots of examples of this in science, engineering and economics, for

example, optimizing some utility function under budget constraints.

Lagrange multipliers problem:

Minimize (or maximize) w = f (x, y, z) constrained by g(x, y, z) = c.

Lagrange multipliers solution:

Local minima (or maxima) must occur at a critical point. This is a point where Vf = λVg,

and g(x, y, z) = c.

Example: Making a box using a minimum amount of material.

A box is made of cardboard with double thick sides, a triple thick bottom, single thick front

and back and no top. It’s volume is fixed at 3.

What dimensions use the least amount of cardboard?

Answer: We did this problem once before by solving for z in terms of x and y and substi­
tuting for it. That led to an unconstrained optimization problem in x and y. Here we will

do it as a constrained problem. It is important to be able to do this because eliminating

one variable is not always easy.

The box shown has dimensions x, y, and z.

z
y
x
The area of one side = yz. There are two double thick sides ⇒ cardboard used = 4yz.
The area of the front (and back) = xz. It is single thick ⇒ cardboard used = 2xz.
The area of the bottom = xy. It is triple thick ⇒ cardboard used = 3xy.
Thus, the total cardboard used is
w = f (x, y, z) = 4yz + 2xz + 3xy.
The fixed volume acts as the constraint. It forces a relation between x, y and z so they
can’t all be varied independently. The constraint is
V = xyz = 3.

Our first job is to set up the equations to look for critical points. Vf = (2z + 3y, 4z + 3x, 4y + 2x)

and VV = (yz, xz, xy).

The Lagrange multiplier equations are then

Vf = λVV, and V = 3
⇔ (2z + 3y, 4z + 3x, 4y + 2x) = λ(yz, xz, xy), xyz = 3

1
Next we solve these equations for critical points. We do this by solving for λ in each equation
(we call this solving symmetrically).
2z+3y
yz = λ 4z+3xxz = λ, 4y+2x
xy = λ, xyz = 3 ⇒ y2 + z3 = x4 + z3 = x4 + y2
2 4 3 2
⇒ y = x ⇒ x = 2y and z = y ⇒ z = 23 y
Now, xyz = 3 ⇒ 3y 3 = 3 ⇒ y = 1
Answer: x = 2, y = 1, z = 32 , w = 18.

Sphere example:
Minimize w = y constrained to x2 + y 2 + z 2 = 1.

Answer: Vf = (0, 1, 0), Vg = (2x, 2y, 2z)

Vf = λVg ⇒ (0, 1, 0) = λ(2x, 2y, 2z) ⇒ x = z = 0.

Constraint ⇒ y = ±1. (Gives the minimum and maximum respectively).

Example: (checking the boundary)


A rectangle in the plane is placed in the first quadrant so that one corner O is at the origin
and the two sides adjacent to O are on the axes. The corner P opposite O is on the curve
x + 2y = 1. Using Lagrange multipliers find for which point P the rectangle has maximum
area. Say how you know this point gives the maximum.
Answer: We need some names
g(x, y) = x + 2y = 1 = the constraint and f (x, y) = xy = the area.
yy

The gradients are: Vg = ji + 2j,


j Vf = y ji + x jj.
Lagrange multipliers: ⇒ y = λ, x = 2λ, x + 2y = 1.
•
The first two equations ⇒ x = 2y;
P
•
Combine this with the third equation ⇒ 4y = 1.

⇒ y = 1/4, x = 1/2 ⇒ P = (1/2, 1/4). • -x


O
We know this is a maximum because the maximum occurs either at a critical point or on
the boundary. In this case, the boundary points are on the axes at (1,0) and (0,1/2), which
gives a rectangle with area = 0.
Example: (boundary at ∞)
A rectangle in the plane is placed in the first quadrant so that one corner O is at the origin
and the two sides adjacent to O are on the axes. The corner P opposite O is on the curve
xy = 1. Using Lagrange multipliers find for which point P the rectangle has minimum
perimeter. Say how you know this point gives the minimum.
Answer: Let g(x, y) = xy = 1 = the constraint and f (x, y) = 2x + 2y = the perimeter.
Gradients: Vg = y ji + x jj, Vf = 2ji + 2jj. yy
Lagrange multipliers: ⇒ 2 = λy

2 = λx

xy = 1

The first two equations ⇒ x = y; P•


Combine this with the third equation ⇒ x2 = 1.
-x
⇒ x = 1, x = 1 ⇒ P = (1, 1).

We know this is a minimum because the minimum occurs either at a critical point or on the

boundary. In this case the boundary points are infinitely far out on the axes which gives a

rectangle with perimeter = ∞.

2
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18.02SC Multivariable Calculus


Fall 2010

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