Lagrange Multiplier

Lucky Galvez

Institute of Mathematics
University of the Philippines
Diliman

Math 55 Lagrange Multiplier

Recall

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

R
(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

R
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
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).
Consider the level curves f (x, y) = c, for different values of c

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).
Consider the level curves f (x, y) = c, for different values of c
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
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).
Consider the level curves f (x, y) = c, for different values of c
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.
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
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).
Consider the level curves f (x, y) = c, for different values of c
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.
Intuitively, this happens
when they are tangent to
each other, i.e., ∃λ such
f (x, y) = c6
f (x, y) = c5
that
f (x, y) = c4
f (x, y) = c3
f (x, y) = c2 ∇f (x, y) = λ∇g(x, y)
f (x, y) = c1

g(x, y) = k

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).
Consider the level curves f (x, y) = c, for different values of c
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.
Intuitively, this happens
when they are tangent to
each other, i.e., ∃λ such
f (x, y) = c6
f (x, y) = c5
that
f (x, y) = c4
f (x, y) = c3
f (x, y) = c2 ∇f (x, y) = λ∇g(x, y)
f (x, y) = c1

g(x, y) = k

Such λ 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) = λ∇g(x, y)
.
g(x, y) =k

2 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
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.

Solution. Let f (x, y) = 5x − 3y and g(x, y) = x2 + y 2 . We solve

(
∇f (x, y) = λ∇g(x, y)
the system
g(x, y) =k

Math 55 Lagrange Multiplier

Example
Example
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.
2 2
Solution. Let f (x, y) = 5x − 3y and g(x,
 y) = x + y . We solve
( 5 = 2λx (1)
∇f (x, y) = λ∇g(x, y) 
the system ⇔
g(x, y) =k 

Math 55 Lagrange Multiplier

Example
Example
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.
2 2
Solution. Let f (x, y) = 5x − 3y and g(x,
 y) = x + y . We solve
( 5 = 2λx (1)
∇f (x, y) = λ∇g(x, y) 
the system ⇔ −3 = 2λy (2)
g(x, y) =k 

Math 55 Lagrange Multiplier

Example
Example
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.
2 2
Solution. Let f (x, y) = 5x − 3y and g(x,
 y) = x + y . We solve
( 5 = 2λx (1)
∇f (x, y) = λ∇g(x, y) 
the system ⇔ −3 = 2λy (2)
g(x, y) =k  2
x + y2 = 136 (3)

Math 55 Lagrange Multiplier

Example
Example
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.
2 2
Solution. Let f (x, y) = 5x − 3y and g(x,
 y) = x + y . We solve
( 5 = 2λx (1)
∇f (x, y) = λ∇g(x, y) 
the system ⇔ −3 = 2λy (2)
g(x, y) =k  2
x + y2 = 136 (3)
5
From (1): x =
2λ

Math 55 Lagrange Multiplier

Example
Example
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.
2 2
Solution. Let f (x, y) = 5x − 3y and g(x,
 y) = x + y . We solve
( 5 = 2λx (1)
∇f (x, y)
= λ∇g(x, y) 
the system ⇔ −3 = 2λy (2)
g(x, y)
=k  2
x + y2 = 136 (3)
5 3
From (1): x = and from (2): y = − .
2λ 2λ

Math 55 Lagrange Multiplier

Example
Example
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.
2 2
Solution. Let f (x, y) = 5x − 3y and g(x,
 y) = x + y . We solve
( 5 = 2λx (1)
∇f (x, y)
= λ∇g(x, y) 
the system ⇔ −3 = 2λy (2)
g(x, y)=k  2
x + y2 = 136 (3)
5 3
From (1): x = and from (2): y = − .
2λ 2λ
Substituting in (3):
 2  2
5 3
+ − = 136
2λ 2λ

Math 55 Lagrange Multiplier

Example
Example
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.
2 2
Solution. Let f (x, y) = 5x − 3y and g(x,
 y) = x + y . We solve
( 5 = 2λx (1)
∇f (x, y)
= λ∇g(x, y) 
the system ⇔ −3 = 2λy (2)
g(x, y)=k  2
x + y2 = 136 (3)
5 3
From (1): x = and from (2): y = − .
2λ 2λ
Substituting in (3):
 2  2
5 3 34
+ − = 136 ⇒ 2 = 136
2λ 2λ 4λ

Math 55 Lagrange Multiplier

Example
Example
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.
2 2
Solution. Let f (x, y) = 5x − 3y and g(x,
 y) = x + y . We solve
( 5 = 2λx (1)
∇f (x, y)
= λ∇g(x, y) 
the system ⇔ −3 = 2λy (2)
g(x, y)=k  2
x + y 2 = 136 (3)
5 3
From (1): x = and from (2): y = − .
2λ 2λ
Substituting in (3):
 2  2
5 3 34 1
+ − = 136 ⇒ 2 = 136 ⇒ 2 = 16
2λ 2λ 4λ λ

Math 55 Lagrange Multiplier

Example
Example
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.
2 2
Solution. Let f (x, y) = 5x − 3y and g(x,
 y) = x + y . We solve
( 5 = 2λx (1)
∇f (x, y)
= λ∇g(x, y) 
the system ⇔ −3 = 2λy (2)
g(x, y)=k  2
x + y 2 = 136 (3)
5 3
From (1): x = and from (2): y = − .
2λ 2λ
Substituting in (3):
 2  2
5 3 34 1 1
+ − = 136 ⇒ 2 = 136 ⇒ 2 = 16 ⇒ λ = ±
2λ 2λ 4λ λ 4

Math 55 Lagrange Multiplier

Example
Example
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.
2 2
Solution. Let f (x, y) = 5x − 3y and g(x,
 y) = x + y . We solve
( 5 = 2λx (1)
∇f (x, y)
= λ∇g(x, y) 
the system ⇔ −3 = 2λy (2)
g(x, y)
=k  2
x + y 2 = 136 (3)
5 3
From (1): x = and from (2): y = − .
2λ 2λ
Substituting in (3):
 2  2
5 3 34 1 1
+ − = 136 ⇒ 2 = 136 ⇒ 2 = 16 ⇒ λ = ±
2λ 2λ 4λ λ 4
If λ = 14 , x =

Math 55 Lagrange Multiplier

Example
Example
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.
2 2
Solution. Let f (x, y) = 5x − 3y and g(x,
 y) = x + y . We solve
( 5 = 2λx (1)
∇f (x, y)
= λ∇g(x, y) 
the system ⇔ −3 = 2λy (2)
g(x, y)=k  2
x + y 2 = 136 (3)
5 3
From (1): x = and from (2): y = − .
2λ 2λ
Substituting in (3):
 2  2
5 3 34 1 1
+ − = 136 ⇒ 2 = 136 ⇒ 2 = 16 ⇒ λ = ±
2λ 2λ 4λ λ 4
If λ = 14 , x = 10, y =

Math 55 Lagrange Multiplier

Example
Example
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.
2 2
Solution. Let f (x, y) = 5x − 3y and g(x,
 y) = x + y . We solve
( 5 = 2λx (1)
∇f (x, y)
= λ∇g(x, y) 
the system ⇔ −3 = 2λy (2)
g(x, y)=k  2
x + y 2 = 136 (3)
5 3
From (1): x = and from (2): y = − .
2λ 2λ
Substituting in (3):
 2  2
5 3 34 1 1
+ − = 136 ⇒ 2 = 136 ⇒ 2 = 16 ⇒ λ = ±
2λ 2λ 4λ λ 4
If λ = 14 , x = 10, y = − 6.

Math 55 Lagrange Multiplier

Example
Example
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.
2 2
Solution. Let f (x, y) = 5x − 3y and g(x,
 y) = x + y . We solve
( 5 = 2λx (1)
∇f (x, y)
= λ∇g(x, y) 
the system ⇔ −3 = 2λy (2)
g(x, y)=k  2
x + y 2 = 136 (3)
5 3
From (1): x = and from (2): y = − .
2λ 2λ
Substituting in (3):
 2  2
5 3 34 1 1
+ − = 136 ⇒ 2 = 136 ⇒ 2 = 16 ⇒ λ = ±
2λ 2λ 4λ λ 4
If λ = 14 , x = 10, y = − 6. If λ = − 14 , x =

Math 55 Lagrange Multiplier

Example
Example
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.
2 2
Solution. Let f (x, y) = 5x − 3y and g(x,
 y) = x + y . We solve
( 5 = 2λx (1)
∇f (x, y)
= λ∇g(x, y) 
the system ⇔ −3 = 2λy (2)
g(x, y)=k  2
x + y 2 = 136 (3)
5 3
From (1): x = and from (2): y = − .
2λ 2λ
Substituting in (3):
 2  2
5 3 34 1 1
+ − = 136 ⇒ 2 = 136 ⇒ 2 = 16 ⇒ λ = ±
2λ 2λ 4λ λ 4
If λ = 14 , x = 10, y = − 6. If λ = − 14 , x = − 10, y =

Math 55 Lagrange Multiplier

Example
Example
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.
2 2
Solution. Let f (x, y) = 5x − 3y and g(x,
 y) = x + y . We solve
( 5 = 2λx (1)
∇f (x, y)
= λ∇g(x, y) 
the system ⇔ −3 = 2λy (2)
g(x, y)=k  2
x + y 2 = 136 (3)
5 3
From (1): x = and from (2): y = − .
2λ 2λ
Substituting in (3):
 2  2
5 3 34 1 1
+ − = 136 ⇒ 2 = 136 ⇒ 2 = 16 ⇒ λ = ±
2λ 2λ 4λ λ 4
If λ = 14 , x = 10, y = − 6. If λ = − 14 , x = − 10, y = 6.

Math 55 Lagrange Multiplier

Example
Example
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.
2 2
Solution. Let f (x, y) = 5x − 3y and g(x,
 y) = x + y . We solve
( 5 = 2λx (1)
∇f (x, y)
= λ∇g(x, y) 
the system ⇔ −3 = 2λy (2)
g(x, y)=k  2
x + y 2 = 136 (3)
5 3
From (1): x = and from (2): y = − .
2λ 2λ
Substituting in (3):
 2  2
5 3 34 1 1
+ − = 136 ⇒ 2 = 136 ⇒ 2 = 16 ⇒ λ = ±
2λ 2λ 4λ λ 4
If λ = 14 , x = 10, y = − 6. If λ = − 14 , x = − 10, y = 6.
Hence,
f (10, −6) = 68

Math 55 Lagrange Multiplier

Example
Example
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.
2 2
Solution. Let f (x, y) = 5x − 3y and g(x,
 y) = x + y . We solve
( 5 = 2λx (1)
∇f (x, y)
= λ∇g(x, y) 
the system ⇔ −3 = 2λy (2)
g(x, y)=k  2
x + y 2 = 136 (3)
5 3
From (1): x = and from (2): y = − .
2λ 2λ
Substituting in (3):
 2  2
5 3 34 1 1
+ − = 136 ⇒ 2 = 136 ⇒ 2 = 16 ⇒ λ = ±
2λ 2λ 4λ λ 4
If λ = 14 , x = 10, y = − 6. If λ = − 14 , x = − 10, y = 6.
Hence,
f (10, −6) = 68 f (−10, 6) = −68

Math 55 Lagrange Multiplier

Example
Example
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.
2 2
Solution. Let f (x, y) = 5x − 3y and g(x,
 y) = x + y . We solve
( 5 = 2λx (1)
∇f (x, y)
= λ∇g(x, y) 
the system ⇔ −3 = 2λy (2)
g(x, y)=k  2
x + y 2 = 136 (3)
5 3
From (1): x = and from (2): y = − .
2λ 2λ
Substituting in (3):
 2  2
5 3 34 1 1
+ − = 136 ⇒ 2 = 136 ⇒ 2 = 16 ⇒ λ = ±
2λ 2λ 4λ λ 4
If λ = 14 , x = 10, y = − 6. If λ = − 14 , x = − 10, y = 6.
Hence,
f (10, −6) = 68 (maximum) f (−10, 6) = −68

Math 55 Lagrange Multiplier

Example
Example
Find the extreme values of f (x, y) = 5x − 3y subject to the
constraint x2 + y 2 = 136.
2 2
Solution. Let f (x, y) = 5x − 3y and g(x,
 y) = x + y . We solve
( 5 = 2λx (1)
∇f (x, y)
= λ∇g(x, y) 
the system ⇔ −3 = 2λy (2)
g(x, y)=k  2
x + y 2 = 136 (3)
5 3
From (1): x = and from (2): y = − .
2λ 2λ
Substituting in (3):
 2  2
5 3 34 1 1
+ − = 136 ⇒ 2 = 136 ⇒ 2 = 16 ⇒ λ = ±
2λ 2λ 4λ λ 4
If λ = 14 , x = 10, y = − 6. If λ = − 14 , x = − 10, y = 6.
Hence,
f (10, −6) = 68 (maximum) f (−10, 6) = −68 (minimum)

Math 55 Lagrange Multiplier

Exercises
1 Find the extreme values of the function subject to the
given constraint.
a. g(x, y) = e−xy ; x2 + 4y 2 = 1

Math 55 Lagrange Multiplier

Exercises
1 Find the extreme values of the function subject to the
given constraint.
a. g(x, y) = e−xy ; 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 Find the extreme values of the function subject to the
given constraint.
a. g(x, y) = e−xy ; x2 + 4y 2 = 1
b. h(x, y, z) = x2 y 2 z 2 ; x2 + y 2 + z 2 = 1
2 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 Find the extreme values of the function subject to the
given constraint.
a. g(x, y) = e−xy ; x2 + 4y 2 = 1
b. h(x, y, z) = x2 y 2 z 2 ; x2 + y 2 + z 2 = 1
2 Find the extreme values of f (x, y) = 2x2 + 3y 2 − 4x − 5 on
the closed disk centered at the origin with radius 4.
3 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 Find the extreme values of the function subject to the
given constraint.
a. g(x, y) = e−xy ; x2 + 4y 2 = 1
b. h(x, y, z) = x2 y 2 z 2 ; x2 + y 2 + z 2 = 1
2 Find the extreme values of f (x, y) = 2x2 + 3y 2 − 4x − 5 on
the closed disk centered at the origin with radius 4.
3 Find the lowest point on the curve of intersection of the
plane 4y − x = 5 and the paraboloid z = x2 + y 2 .
4 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 Find the extreme values of the function subject to the
given constraint.
a. g(x, y) = e−xy ; x2 + 4y 2 = 1
b. h(x, y, z) = x2 y 2 z 2 ; x2 + y 2 + z 2 = 1
2 Find the extreme values of f (x, y) = 2x2 + 3y 2 − 4x − 5 on
the closed disk centered at the origin with radius 4.
3 Find the lowest point on the curve of intersection of the
plane 4y − x = 5 and the paraboloid z = x2 + y 2 .
4 Find the dimensions of the rectangular box without a lid
having the largest volume if the total surface area is 12cm2 .
5 Find the maximum volume of a rectangular box inscribed
in a sphere of radius r.

Math 55 Lagrange Multiplier

Exercises
1 Find the extreme values of the function subject to the
given constraint.
a. g(x, y) = e−xy ; x2 + 4y 2 = 1
b. h(x, y, z) = x2 y 2 z 2 ; x2 + y 2 + z 2 = 1
2 Find the extreme values of f (x, y) = 2x2 + 3y 2 − 4x − 5 on
the closed disk centered at the origin with radius 4.
3 Find the lowest point on the curve of intersection of the
plane 4y − x = 5 and the paraboloid z = x2 + y 2 .
4 Find the dimensions of the rectangular box without a lid
having the largest volume if the total surface area is 12cm2 .
5 Find the maximum volume of a rectangular box inscribed
in a sphere of radius r.
6 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

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

Brooks/Cole, 2008
2 Leithold, L., The Calculus 7, Harper Collins College Div., 1995
3 Dawkins, P., Calculus 3, online notes available at
http://tutorial.math.lamar.edu/

Math 55 Lagrange Multiplier