OPTIMIZED TITLE FOR LAGRANGE MULTIPLIER DOCUMENT

Lagrange Multiplier
Lucky Galvez
Institute of Mathematics
University of the Philippines
Diliman
Math 55
Lagrange Multiplier
Recall
R
R
R
(a, b) is a critical point of f (x, y) if f (a, b) = ~0

(fx (a, b) = fy (a, b) = 0) or either one of fx (a, b) or fy (a, b)
is undefined.
For a critical point (a, b) of f , define
D = fxx (a, b)fyy (a, b) [fxy (a, b)]2 . Then
f has a relative minimum at (a, b) if D > 0 and
fxx (a, b) > 0.
f has a relative maximum at (a, b) if D > 0 and
fxx (a, b) < 0.
f has a saddle point at (a, b) if D < 0.
If f is defined on a closed and bounded region R R2 ,

then f attains its abolute extrema at the critical points in
R or at the boundary of R
Math 55
Lagrange Multiplier
Lagrange Multiplier
Suppose we want to find the maximum value of f (x, y) over all
points (x, y) satisfying g(x, y) = k (e.g., we want to maximize
volume of a box such that its surface area is a constant k).
Math 55
Lagrange Multiplier
Lagrange Multiplier
Consider the level curves f (x, y) = c, for different values of c
Math 55
Lagrange Multiplier
Lagrange Multiplier
and think of g(x, y) = k as a particular level curve for a fixed k.
We are actually looking for the largest c such that f (x, y) = c
intersects g(x, y) = k.
f (x, y) = c6
f (x, y) = c5
f (x, y) = c4
f (x, y) = c3
f (x, y) = c2
f (x, y) = c1
g(x, y) = k
Math 55
Lagrange Multiplier
Lagrange Multiplier
Intuitively, this happens
when they are tangent to
each other
f (x, y) = c6
f (x, y) = c5
f (x, y) = c4
f (x, y) = c3
f (x, y) = c2
f (x, y) = c1
g(x, y) = k
Math 55
Lagrange Multiplier
Lagrange Multiplier
each other, i.e., such
f (x, y) = c6
that
f (x, y) = c5
f (x, y) = c4
f (x, y) = c3
f (x, y) = c2
f (x, y) = c1
f (x, y) = g(x, y)
g(x, y) = k
Math 55
Lagrange Multiplier
Lagrange Multiplier
each other, i.e., such
f (x, y) = c6
that
f (x, y) = c5
f (x, y) = c4
f (x, y) = c3
f (x, y) = c2
f (x, y) = c1
f (x, y) = g(x, y)
g(x, y) = k
Such is called the Lagrange multiplier.

Math 55
Lagrange Multiplier
Lagrange Multiplier
Method of Lagrange Multiplier

Suppose the extreme values of f (x, y) exist and g 6= 0 on the
surface g(x, y) = k. To find the extreme values of f (x, y)
subject to the constraint g(x, y) = k,
1
Find all solutions to the system

(
f (x, y) = g(x, y)
.
g(x, y)
=k
Evaluate f at each of the solutions. The largest(smallest)

value is the absolute maximum(minimum) value of f
subject to the given constraint.
Math 55
Lagrange Multiplier
Example
Example
Find the extreme values of f (x, y) = 5x 3y subject to the
constraint x2 + y 2 = 136.
Math 55
Lagrange Multiplier
Example
Example
Solution. Let f (x, y) = 5x 3y and g(x, y) = x2 + y 2 . We solve
(
the system
f (x, y)
g(x, y)
= g(x, y)
=k
Math 55
Lagrange Multiplier
Example
Example
2
2
Solution. Let f (x, y) = 5x 3y and g(x,
y) = x + y . We solve
the system
f (x, y)
g(x, y)
= g(x, y)
=k
Math 55
Lagrange Multiplier
2x
(1)
Example
Example
2
2
the system
f (x, y)
g(x, y)
= g(x, y)
=k
Math 55
5
3
Lagrange Multiplier
=
=
2x
2y
(1)
(2)
Example
Example
2
2
the system
f (x, y)
g(x, y)
= g(x, y)
3
2
=k
x + y2
Math 55
Lagrange Multiplier
=
=
=
2x
2y
136
(1)
(2)
(3)
Example
Example
2
2
the system
f (x, y)
g(x, y)
From (1): x =
= g(x, y)
3
2
=k
x + y2
5
2
Math 55
Lagrange Multiplier
=
=
=
2x
2y
136
(1)
(2)
(3)
Example
Example
2
2
= g(x, y)
3
2
=k
x + y2
3
5
and from (2): y = .
From (1): x =
2
2
(
the system
f (x, y)
g(x, y)
Math 55
Lagrange Multiplier
=
=
=
2x
2y
136
(1)
(2)
(3)
Example
Example
2
2
= g(x, y)
3
2
=k
x + y2
3
5
and from (2): y = .
From (1): x =
2
2
Substituting in (3):
2
2
5
3
+
= 136
2
2
(
the system
f (x, y)
g(x, y)
Math 55
Lagrange Multiplier
=
=
=
2x
2y
136
(1)
(2)
(3)
Example
Example
2
2
= g(x, y)
3
2
=k
x + y2
3
5
and from (2): y = .
From (1): x =
2
2
2
2
5
3
34
+
= 136 2 = 136
2
2
4
(
the system
f (x, y)
g(x, y)
Math 55
Lagrange Multiplier
=
=
=
2x
2y
136
(1)
(2)
(3)
Example
Example
2
2
5
= 2x
= g(x, y)
3
= 2y
2
=k
x + y 2 = 136
3
5
and from (2): y = .
From (1): x =
2
2
2
2
5
3
34
1
+
= 136 2 = 136 2 = 16
2
2
4
the system
f (x, y)
g(x, y)
Math 55
Lagrange Multiplier
(1)
(2)
(3)
Example
Example
2
2
5
= 2x
(1)
= g(x, y)
3
= 2y
(2)
2
=k
x + y 2 = 136
(3)
3
5
and from (2): y = .
From (1): x =
2
2
2
2
5
3
34
1
1
+
= 136 2 = 136 2 = 16 =
2
2
4
4
(
the system
f (x, y)
g(x, y)
Math 55
Lagrange Multiplier
Example
Example
2
2
5
= 2x
(1)
= g(x, y)
3
= 2y
(2)
2
=k
x + y 2 = 136
(3)
3
5
and from (2): y = .
From (1): x =
2
2
2
2
5
3
34
1
1
+
= 136 2 = 136 2 = 16 =
2
2
4
4
(
the system
f (x, y)
g(x, y)
If = 14 , x =
Math 55
Lagrange Multiplier
Example
Example
2
2
5
= 2x
(1)
= g(x, y)
3
= 2y
(2)
2
=k
x + y 2 = 136
(3)
3
5
and from (2): y = .
From (1): x =
2
2
2
2
5
3
34
1
1
+
= 136 2 = 136 2 = 16 =
2
2
4
4
(
the system
f (x, y)
g(x, y)
If = 14 , x = 10, y =
Math 55
Lagrange Multiplier
Example
Example
2
2
5
= 2x
(1)
= g(x, y)
3
= 2y
(2)
2
=k
x + y 2 = 136
(3)
3
5
and from (2): y = .
From (1): x =
2
2
2
2
5
3
34
1
1
+
= 136 2 = 136 2 = 16 =
2
2
4
4
(
the system
f (x, y)
g(x, y)
If = 14 , x = 10, y = 6.
Math 55
Lagrange Multiplier
Example
Example
2
2
5
= 2x
(1)
= g(x, y)
3
= 2y
(2)
2
=k
x + y 2 = 136
(3)
3
5
and from (2): y = .
From (1): x =
2
2
2
2
5
3
34
1
1
+
= 136 2 = 136 2 = 16 =
2
2
4
4
(
the system
f (x, y)
g(x, y)
If = 14 , x = 10, y = 6. If = 14 , x =
Math 55
Lagrange Multiplier
Example
Example
2
2
5
= 2x
(1)
= g(x, y)
3
= 2y
(2)
2
=k
x + y 2 = 136
(3)
3
5
and from (2): y = .
From (1): x =
2
2
2
2
5
3
34
1
1
+
= 136 2 = 136 2 = 16 =
2
2
4
4
(
the system
f (x, y)
g(x, y)
If = 14 , x = 10, y = 6. If = 14 , x = 10, y =
Math 55
Lagrange Multiplier
Example
Example
2
2
5
= 2x
(1)
= g(x, y)
3
= 2y
(2)
2
=k
x + y 2 = 136
(3)
3
5
and from (2): y = .
From (1): x =
2
2
2
2
5
3
34
1
1
+
= 136 2 = 136 2 = 16 =
2
2
4
4
(
the system
f (x, y)
g(x, y)
If = 14 , x = 10, y = 6. If = 14 , x = 10, y = 6.
Math 55
Lagrange Multiplier
Example
Example
2
2
5
= 2x
(1)
= g(x, y)
3
= 2y
(2)
2
=k
x + y 2 = 136
(3)
3
5
and from (2): y = .
From (1): x =
2
2
2
2
5
3
34
1
1
+
= 136 2 = 136 2 = 16 =
2
2
4
4
(
the system
f (x, y)
g(x, y)
If = 14 , x = 10, y = 6. If = 14 , x = 10, y = 6.
Hence,
f (10, 6) = 68
Math 55
Lagrange Multiplier
Example
Example
2
2
5
= 2x
(1)
= g(x, y)
3
= 2y
(2)
2
=k
x + y 2 = 136
(3)
3
5
and from (2): y = .
From (1): x =
2
2
2
2
5
3
34
1
1
+
= 136 2 = 136 2 = 16 =
2
2
4
4
(
the system
f (x, y)
g(x, y)
If = 14 , x = 10, y = 6. If = 14 , x = 10, y = 6.
Hence,
f (10, 6) = 68
f (10, 6) = 68
Math 55
Lagrange Multiplier
Example
Example
2
2
5
= 2x
(1)
= g(x, y)
3
= 2y
(2)
2
=k
x + y 2 = 136
(3)
3
5
and from (2): y = .
From (1): x =
2
2
2
2
5
3
34
1
1
+
= 136 2 = 136 2 = 16 =
2
2
4
4
(
the system
f (x, y)
g(x, y)
If = 14 , x = 10, y = 6. If = 14 , x = 10, y = 6.
Hence,
f (10, 6) = 68 (maximum)
f (10, 6) = 68
Math 55
Lagrange Multiplier
Example
Example
2
2
5
= 2x
(1)
= g(x, y)
3
= 2y
(2)
2
=k
x + y 2 = 136
(3)
3
5
and from (2): y = .
From (1): x =
2
2
2
2
5
3
34
1
1
+
= 136 2 = 136 2 = 16 =
2
2
4
4
(
the system
f (x, y)
g(x, y)
If = 14 , x = 10, y = 6. If = 14 , x = 10, y = 6.
Hence,
f (10, 6) = 68 (maximum)
Math 55
f (10, 6) = 68 (minimum)
Lagrange Multiplier
Exercises
1
Find the extreme values of the function subject to the

given constraint.
a. g(x, y) = exy ; x2 + 4y 2 = 1
Math 55
Lagrange Multiplier
Exercises
1

given constraint.
a. g(x, y) = exy ; x2 + 4y 2 = 1
b. h(x, y, z) = x2 y 2 z 2 ; x2 + y 2 + z 2 = 1
Math 55
Lagrange Multiplier
Exercises
1

given constraint.
a. g(x, y) = exy ; x2 + 4y 2 = 1
b. h(x, y, z) = x2 y 2 z 2 ; x2 + y 2 + z 2 = 1
Find the extreme values of f (x, y) = 2x2 + 3y 2 4x 5 on

the closed disk centered at the origin with radius 4.
Math 55
Lagrange Multiplier
Exercises
1

given constraint.
a. g(x, y) = exy ; x2 + 4y 2 = 1
b. h(x, y, z) = x2 y 2 z 2 ; x2 + y 2 + z 2 = 1

Find the lowest point on the curve of intersection of the
plane 4y x = 5 and the paraboloid z = x2 + y 2 .
Math 55
Lagrange Multiplier
Exercises
1

given constraint.
a. g(x, y) = exy ; x2 + 4y 2 = 1
b. h(x, y, z) = x2 y 2 z 2 ; x2 + y 2 + z 2 = 1

Find the dimensions of the rectangular box without a lid
having the largest volume if the total surface area is 12cm2 .
Math 55
Lagrange Multiplier
Exercises
1

given constraint.
a. g(x, y) = exy ; x2 + 4y 2 = 1
b. h(x, y, z) = x2 y 2 z 2 ; x2 + y 2 + z 2 = 1

Find the maximum volume of a rectangular box inscribed
in a sphere of radius r.
Math 55
Lagrange Multiplier
Exercises
1

given constraint.
a. g(x, y) = exy ; x2 + 4y 2 = 1
b. h(x, y, z) = x2 y 2 z 2 ; x2 + y 2 + z 2 = 1

Find the maximum volume of a rectangular box inscribed
in a sphere of radius r.
Use the Method of Lagrange multipliers to prove that
rectangle the with the maximum area having a given
perimeter p is a square. Find the length of a side in terms
of p.
Math 55
Lagrange Multiplier
References
Stewart, J., Calculus, Early Transcendentals, 6 ed., Thomson

Brooks/Cole, 2008
Leithold, L., The Calculus 7, Harper Collins College Div., 1995
Dawkins, P., Calculus 3, online notes available at

http://tutorial.math.lamar.edu/
Math 55
Lagrange Multiplier

OPTIMIZED TITLE FOR LAGRANGE MULTIPLIER DOCUMENT

Caricato da

Informazioni sul documento

Descrizione originale:

Titolo originale

Copyright

Formati disponibili

Condividi questo documento

Condividi o incorpora il documento

Opzioni di condivisione

Hai trovato utile questo documento?

Questo contenuto è inappropriato?

Copyright:

Formati disponibili

OPTIMIZED TITLE FOR LAGRANGE MULTIPLIER DOCUMENT

Caricato da

Copyright:

Formati disponibili

Lagrange Multiplier

(a, b) is a critical point of f (x, y) if f (a, b) = ~0

If f is defined on a closed and bounded region R R2 ,

Such is called the Lagrange multiplier.

Method of Lagrange Multiplier

Find all solutions to the system

Evaluate f at each of the solutions. The largest(smallest)

Find the extreme values of the function subject to the

Find the extreme values of the function subject to the

Find the extreme values of the function subject to the

Find the extreme values of f (x, y) = 2x2 + 3y 2 4x 5 on

Find the extreme values of the function subject to the

Find the extreme values of f (x, y) = 2x2 + 3y 2 4x 5 on

Find the extreme values of the function subject to the

Find the extreme values of f (x, y) = 2x2 + 3y 2 4x 5 on

Find the extreme values of the function subject to the

Find the extreme values of f (x, y) = 2x2 + 3y 2 4x 5 on

Find the extreme values of the function subject to the

Find the extreme values of f (x, y) = 2x2 + 3y 2 4x 5 on

Stewart, J., Calculus, Early Transcendentals, 6 ed., Thomson

Leithold, L., The Calculus 7, Harper Collins College Div., 1995

Dawkins, P., Calculus 3, online notes available at

Potrebbero piacerti anche