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Method of Lagrange Multipliers: One Constraint: Called A Lagrange Multiplier, For Which

This document discusses using the method of Lagrange multipliers to solve optimization problems with constraints. It provides a 4-step process for using Lagrange multipliers: 1) determine the objective and constraint functions, 2) set up a system of equations relating their gradients and the constraint, 3) solve the system of equations for the variables, 4) determine the extremum values of the objective function subject to the constraint. An example maximizes a function subject to a circular constraint and walks through applying the 4 steps.

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Omar Ayman
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36 views2 pages

Method of Lagrange Multipliers: One Constraint: Called A Lagrange Multiplier, For Which

This document discusses using the method of Lagrange multipliers to solve optimization problems with constraints. It provides a 4-step process for using Lagrange multipliers: 1) determine the objective and constraint functions, 2) set up a system of equations relating their gradients and the constraint, 3) solve the system of equations for the variables, 4) determine the extremum values of the objective function subject to the constraint. An example maximizes a function subject to a circular constraint and walks through applying the 4 steps.

Uploaded by

Omar Ayman
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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We use the method of Lagrange multipliers to solve optimization problems for functions

of two or more variables. This method allows us to solve more varied optimization
problems that deal with additional conditions and constraints. Here, we’ll discuss how
we can use this method and the four key steps in it.
Method of Lagrange Multipliers: One Constraint
Let f and g be functions of two variables with continuous partial derivatives at every
point of some open set containing the smooth curve g ( x , y )=k . Suppose that f , when
restricted to points on the curve g( x , y)=k , has a local extremum at the point ( x 0 , y 0 ¿ and
that ∇ g ( x 0 , y 0 ) ≠ 0. Then, there is a number λ called a Lagrange multiplier, for which:
∇ f ( x 0 , y 0)= λ ∇ g(x 0 , y 0)

Problem-Solving Strategy: Steps for Using Lagrange Multipliers:


To find the maximum and minimum values of f (x , y ) subject to the constraint g( x , y)=k
(assuming that these extreme values exist and ∇ g ( x 0 , y 0 ) ≠ 0 on the surface g( x , y)=k ):
1- Determine the objective function  f (x , y ) and the constraint function  g( x , y). Does the
optimization problem involve maximizing or minimizing the objective function?
2- Set up a system of equations as follows:
∇ f ( x 0 , y 0)= λ ∇ g(x 0 , y 0)
and g ( x , y )=k
3- Solve for x 0and y 0 .
4- Determine the largest values of f to maximize f , or the smallest values of f to
minimize it.
Example: Find the maximum of f (x , y ) = 5 x−3 y subject to the constraint x 2+ y 2=136
Solution
1- The objective function is f ( x , y )=5 x−3 y  and the constraint function is   x 2+ y 2=136.
We want to find the maximum of f (x , y ). 
2-
∇ f ( x 0 , y 0 ) =λ ∇ g ( x 0 , y 0 )

⇒ f x ( x , y )=¿ 5, g x ( x , y ) =¿ 2 x and f y ( x , y )=¿ -3, g y ( x , y )=2 y

⇒ 5 = 2 λ x (1)
-3 = 2 λ y (2)
x 2+ y 2=136
5 −3
From (1) and (2): x= 2 λ and y= 2 λ

Plugging these values in the constraint gives:


25 9 17
2
+ 2 = 2 =136
4λ 4 λ 2λ
2 1
⇒ λ = 16 ⇒ λ=±14

−1
If λ= 4 ⇒ x=−10 and y=6

1
If λ= 4 ⇒ x=10 and y=−6

⇒ f (−10 , 6)=−68 and f (10 ,−6)=68


Then, the maximum value of f ( x , y ) is 68 at the point (10 ,−6)

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