JUST THE MATHS

UNIT NUMBER
14.11
PARTIAL DIFFERENTIATION 11
(Constrained maxima and minima)
by
A.J.Hobson

14.11.1
14.11.2
14.11.3
14.11.4

The substitution method

The method of Lagrange multipliers
Exercises
Answers to exercises

UNIT 14.11 - PARTIAL DIFFERENTIATION 11

CONSTRAINED MAXIMA AND MINIMA
Having discussed the determination of local maxima and local minima for a function, f (x, y, ...),
of several independent variables, we shall now consider that an additional constraint is imposed in the form of a relationship, g(x, y, ...) = 0.
This would occur, for example, if we wished to construct a container with the largest possible
volume for a fixed value of the surface area.
14.11.1 THE SUBSTITUTION METHOD
The following examples illustrate a technique which may be used in elementary cases:
EXAMPLES
1. Determine any local maxima or local minima of the function,
f (x, y) 3x2 + 2y 2 ,
subject to the constraint that x + 2y 1 = 0.
Solution
In this kind of example, it is possible to eliminate either x or y by using the constraint.
If we eliminate x, for instance, we may write f (x, y) as a function, F (y), of y only.
In fact,
f (x, y) F (y) 3(1 2y)2 + 2y 2 3 12y + 14y 2 .
Using the principles of maxima and minima for functions of a single independent variable, we have
F 0 (y) 28y 12 and F 00 28
and, hence, a local minimum occurs when y = 3/7 and hence, x = 1/7.
The corresponding local minimum value of f (x, y) is
 2

1
3
7

 2

3
7

+2

21
3
= .
49
7

2. Determine any local maxima or local minima of the function,

f (x, y, z) x2 + y 2 + z 2 ,
subject to the constraint that x + 2y + 3z = 1.
Solution
Eliminating x, we may write f (x, y, z) as a function, F (y, z), of y and z only.
In fact,
f (x, y, z) F (y, z) (1 2y 3z)2 + y 2 + z 2 .
That is,
F (y, z) 1 4y 6z + 12yz + 5y 2 + 10z 2 .
Using the principles of maxima and minima for functions of two independent variables
we have,
F
F
4 + 12z + 10y and
6 + 12y + 20z,
y
z
and a stationary value will occur when these are both equal to zero.
Thus,

5y + 6z = 2,
6y + 10z = 3,
which give y = 1/7 and z = 3/14, on solving simultaneously.
The corresponding value of x is 1/14, which gives a stationary value, for f (x, y, z), of
1
14/(14)2 = 14
.
Also, we have
2F
2F
2F

10
>
0,

20
>
0,
and
12,
y 2
z 2
yz
which means that
2F 2F
2F
.

y 2 z 2
yz
2

!2

= 200 144 > 0.

Hence there is a local minimum value,

x + 2y + 3z = 1, at the point where
x=

1
,
14

of x2 + y 2 + z 2 , subject to the constraint that

1
1
3
, y = , and z = .
14
7
14

Note:
Geometrically, this example is calculating the square of the shortest distance from the
origin onto the plane whose equation is x + 2y + 3z = 1.
14.11.2 THE METHOD OF LAGRANGE MULTIPLIERS
In determining the local maxima and local minima of a function, f (x, y, ...), subject to the
constraint that g(x, y, ...) = 0, it may be inconvenient (or even impossible) to eliminate one
of the variables, x, y, ....
An alternative method may be illustrated by means of the following steps for a function of
two independent variables:
(a) Suppose that the function, z f (x, y), is subject to the constraint that g(x, y) = 0.
Then, since z is effectively a function of x only, its stationary values will be determined by
the equation
dz
= 0.
dx
(b) From Unit 14.5 (Exercise 2), the total derivative of z f (x, y) with respect to x, when
x and y are not independent of each other, is given by the formula,
dz
f
f dy
=
+
.
dx
x y dx
(c) From the constraint that g(x, y) = 0, the process used in (b) gives
g g dy
+
=0
x y dx
and, hence, for all points on the surface with equation, g(x, y) = 0,
3

g
dy
= x
g .
dx
y

Thus, throughout the surface with equation, g(x, y) = 0,

f
f
dz
=

dx
x
y

!  g 


x
.
g
y

(d) Stationary values of z, subject to the constraint that g(x, y) = 0, will, therefore, occur
when
f g f g
.

.
= 0.
x y y x
But this may be interpreted as the condition that the two equations,
f
g
f
g
+
= 0 and
+
= 0,
x
x
y
y
should have a common solution for .
(e) Suppose that
(x, y, ) f (x, y) + g(x, y).
Then (x, y, ) would have stationary values whenever its first order partial derivatives with
respect to x, y and were equal to zero.
In other words,
f
g
f
g
+
= 0,
+
= 0, and g(x, y) = 0.
x
x
y
y

Conclusion
The stationary values of the function, z f (x, y), subject to the constraint that g(x, y) = 0,
occur at the points for which the function
(x, y, ) f (x, y) + g(x, y)
has stationary values.
The number, , is called a Lagrange multiplier.
Notes:
(i) In order to determine the nature of the stationary values of z, it will usually be necessary
to examine the geometrical conditions in the neighbourhood of the stationary points.
(ii) The Lagrange multiplier method may also be applied to functions of three or more
independent variables.
EXAMPLES
1. Determine any local maxima or local minima of the function,
z 3x2 + 2y 2 ,
subject to the constraint that x + 2y 1 = 0.
Solution
Firstly, we write
(x, y, ) 3x2 + 2y 2 + (x + 2y 1).
Then,

6x + ,
4y + 2 and
x + 2y 1.
x
y

The third of these is already equal to zero; but we equate the first two to zero, giving
6x + = 0,
2y + = 0.
5

Eliminating shows that 6x 2y = 0, or y = 3x; and, if we substitute this into the

constraint, we obtain 7x 1 = 0.
Hence,
1
3
6
x= , y=
and = .
7
7
7
A single stationary point therefore occurs at the point where
 2

1
3
1
and z = 3
x= , y=
7
7
7

 2

+2

3
7

3
= .
7

Finally, the geometrical conditions imply that the stationary value of z occurs at a point
on the straight line whose equation is x + 2y 1 = 0.

y
HH
H

6
HH
H

HH
H

HH
-x
H
HH
H
HH
H
HH

The stationary point is, in fact, a minimum value of z, since the function, 3x2 + 2y 2 ,
has values larger than 3/7 ' 0.429 at any point either side of the point, (1/7, 3/7) =
(0.14, 0.43), on the line whose equation is x + 2y 1 = 0.
For example, at the points, 0.12, 0.44) and (0.16, 0.42), on the line, the values of z are
0.4304 and 0.4296, respectively.
2. Determine the maximum and minimum values of the function, z 3x + 4y, subject to
the constraint that x2 + y 2 = 1.
Solution
Firstly, we write
(x, y, ) 3x + 4y + (x2 + y 2 1).

Then,

3 + 2x,
4 + 2y and
x2 + y 2 1.
x
y

The third of these is already equal to zero; but we equate the first two to zero, giving

3 + 2x = 0,
2 + y = 0.
Thus,
x=

3
2
and y = ,
2

which we may substitute into the constraint to give

9
4
+ 2 = 1.
2
4

That is,
5
9 + 16 = 42 and hence = .
2
We may deduce that x = 53 and y = 45 , giving stationary values, 5, of z.
Finally, the geometrical conditions suggest that we consider a straight line with equation
3x + 4y = c (a constant) moving across the circle with equation x2 + y 2 = 1.

S
y
S 6
S
S
S
S
S
S
S O
S
S
S
S
S
S
SS
S
S
S
S
S
SS

-x

The further the straight line is from the origin, the greater is the value of the constant,
c.
The maximum and minimum values of 3x+4y, subject to the constraint that x2 +y 2 = 1
will occur where the straight line touches the circle; and we have shown that these are
the points, (3/5, 4/5) and (3/5, 4/5).
3. Determine any local maxima or local minima of the function,
w x2 + y 2 + z 2 ,
subject to the constraint that x + 2y + 3z = 1.
Solution
Firstly, we write
(x, y, z, ) x2 + y 2 + z 2 + (x + 2y + 3z 1).
Then,

2x + ,
2y + 2,
2z + 3 and
x + 2y + 3z 1.
x
y
z

The fourth of these is already equal to zero; but we equate the first three to zero, giving

2x + = 0,
y + = 0,
2z + 3 = 0.
8

Eliminating shows that 2x y = 0, or y = 2x, and 6x 2z = 0, or z = 3x.

Substituting these into the constraint gives 14x = 1.
Hence,
x=

1
3
1
1
, y= , z=
and = .
14
7
14
7

A single stationary point therefore occurs at the point where

1
1
3
1
x= , y= , z=
and w =
14
7
14
14


2

 2

1
+
7

3
+
14


2

1
.
14

Finally, the geometrical conditions imply that the stationary value of w occurs at a
point on the plane whose equation is x + 2y + 3z = 1.
z
6
HH

HH
HH


O



 


 






-y



x

The stationary point must give a minimum value of w since the function, x2 + y 2 + z 2 ,
represents the square of the distance of a point, (x, y, z), from the origin; and, if the
point is constrained to lie on a plane, this distance is bound to have a minimum value.
14.11.3 EXERCISES
1. In the following exercises, use both the substitution method and the Lagrange multiplier
method:
(a) Determine the minimum value of the function,
z x2 + y 2 ,
subject to the constraint that x + y = 1.
(b) Determine the maximum value of the function,
z xy,
subject to the constraint that x + y = 15.
9

(c) Determine the maximum value of the function,

z x2 + 3xy 5y 2 ,
subject to the constraint that 2x + 3y = 6.
2. In the following exercises, use the Lagrange multiplier method:
(a) Determine the maximum and minimum values of the function,
w x 2y + 5z,
subject to the constraint that x2 + y 2 + z 2 = 30.
(b) If x > 0, y > 0 and z > 0, determine the maximum value of the function,
w xyz,
subject to the constraint that x + y + z 2 = 16.
(c) Determine the maximum value of the function,
w 8x2 + 4yz 16z + 600,
subject to the constraint that 4x2 + y 2 + 4z 2 = 16.
14.11.4 ANSWERS TO EXERCISES
1. (a) The minimum value is z = 1/2, and occurs when x = y = 1/2;
(b) The maximum value is z ' 56.25, and occurs when x = y = 15/2;
(c) The maximum value is z = 9, and occurs when x = 3 and y = 0.
2. (a) The maximum value is 30, and occurs when x = 1, y = 2 and z = 5;
The minimum value is 30, and occurs when x = 1, y = 2 and z = 5;
(b) The maximum value is
4096
' 73.27,
25 5

and occurs when x = 32/ 5, y = 32/ 5 and z = 4/ 5;

(c) The
maximum value is approximately 613.86, and occurs when x = 0, y = 2 and
z = 3.

10