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Multivariable Calculus: Section 4 Maxima and Minima Using Lagrange Multipliers

The document discusses using Lagrange multipliers to find the maxima and minima of functions subject to constraints. It provides the general steps: 1) Formulate the problem, 2) Form the Lagrange function F(x,y,λ), 3) Find the critical points by setting partial derivatives of F equal to 0, 4) Evaluate the original function at critical points and conclude. Examples are provided for functions of two and three variables.

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364 views18 pages

Multivariable Calculus: Section 4 Maxima and Minima Using Lagrange Multipliers

The document discusses using Lagrange multipliers to find the maxima and minima of functions subject to constraints. It provides the general steps: 1) Formulate the problem, 2) Form the Lagrange function F(x,y,λ), 3) Find the critical points by setting partial derivatives of F equal to 0, 4) Evaluate the original function at critical points and conclude. Examples are provided for functions of two and three variables.

Uploaded by

endri1981
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Chapter 8

Multivariable
Calculus

Section 4
Maxima and Minima
Using Lagrange
Multipliers
Learning Objectives for Section 8.4:
Max/Min with Lagrange Multipliers

The student will be able to


solve problems involving
1. Lagrange multipliers for
functions of two
independent variables
2. Lagrange multipliers for
functions of three
independent variables.

2
Theorem 1 - Lagrange
Multipliers

Step 1. Formulate the problem: Maximize (or minimize)


z = f (x, y) subject to g (x, y) = 0.
Step 2. Form the function F: F ( x, y,  )  f ( x, y )   g ( x, y )
Step 3. Find the critical points for F. Fx (x, y,  )  0
That is, solve the system
Fy (x, y,  )  0
F (x, y,  )  0
Step 4. Conclusion: If (x0, y0, λ0) is the only critical point of F,
we assume that (x0, y0) is the solution. If F has more than one
critical point, we evaluate z = f (x, y) at each of them, to
determine the maximum or minimum.
3
Example

Maximize f (x, y) = 25 – x2 – y2, subject to 2x + y = 10.


Step 1. Formulate: Maximize z = f (x, y) = 25 – x2 – y2
subject to g(x, y) = 2x + y – 10 = 0
Step 2. Form the function F:

4
Example

Maximize f (x, y) = 25 – x2 – y2, subject to 2x + y = 10.


Step 1. Formulate: Maximize z = f (x, y) = 25 – x2 – y2
subject to g(x, y) = 2x + y – 10 = 0
Step 2. Form the function F:
F ( x, y )  25  x 2  y 2    2 x  y  10
Step 3. Find the critical points for F:

5
Example

Maximize f (x, y) = 25 – x2 – y2, subject to 2x + y = 10.


Step 1. Formulate: Maximize z = f (x, y) = 25 – x2 – y2
subject to g(x, y) = 2x + y – 10 = 0
Step 2. Form the function F:
F ( x, y )  25  x 2  y 2    2 x  y  10
Step 3. Find the critical points for F:
Fx  2 x  2  0, Fy  2 y    0, F  2 x  y  10  0
Solving simultaneously yields one critical point at (4, 2, 4).
Step 4. Conclusion:

6
Example

Maximize f (x, y) = 25 – x2 – y2, subject to 2x + y = 10.


Step 1. Formulate: Maximize z = f (x, y) = 25 – x2 – y2
subject to g(x, y) = 2x + y – 10 = 0
Step 2. Form the function F:
F ( x, y )  25  x 2  y 2    2 x  y  10
Step 3. Find the critical points for F:
Fx  2 x  2  0, Fy  2 y    0, F  2 x  y  10  0
Solving simultaneously yields one critical point at (4, 2, 4).
Step 4. Conclusion: Since (4, 2, 4) is the only critical point for F:
Max of f (x, y) with constraints = f (4, 2) = 25 – 42 – 22 = 5.
7
Example 2

The Cobb-Douglas production function


for a product is given by N(x, y) = 10 x0.6 y0.4.
Maximize N under the constraint that
30x + 60y = 300,000.
Step 1. Formulate: Maximize N(x, y) = 10 x0.6 y0.4
subject to g(x, y) = 30x + 60y – 300,000 = 0
Step 2. Form the function F:

8
Example 2

The Cobb-Douglas production function


for a product is given by N(x, y) = 10 x0.6 y0.4.
Maximize N under the constraint that
30x + 60y = 300,000.
Step 1. Formulate: Maximize N(x, y) = 10 x0.6 y0.4
subject to g(x, y) = 30x + 60y – 300,000 = 0
Step 2. Form the function F:

F ( x, y,  )  10 x y   (30 x  60 y  300,000)
0.6 0.4

9
Example 2
(continued)

Step 3. Find the critical points for F:

10
Example 2
(continued)

Step 3. Find the critical points for F:


Fx  6 x 0.4 y 0.4  30  0
Fy  4 x 0.6 y 0.6  60  0
F  30 x  60 y  300, 000  0
Solving yields one critical point (6000, 2000, – 0.1289)

Step 4. Conclusion:

11
Example 2
(continued)

Step 3. Find the critical points for F:


Fx  6 x 0.4 y 0.4  30  0
Fy  4 x 0.6 y 0.6  60  0
F  30 x  60 y  300, 000  0
Solving yields one critical point (6000, 2000, – 0.1289)

Step 4. Conclusion: Since (6000, 2000, – 0.1289) is the only


critical point for F, we conclude that
Max of N(x, y) under the given constraints
= N(6000, 2000) = 10 · 6,0000.6 2,0000.4 = 38,664.
12
Functions of
Three Independent Variables

Any local extremum of w = f (x, y, z) subject to the constraint


g(x, y, z) = 0 will be among the set of points (x0, y0, z0, λ0)
which are a solution to the system
Fx (x, y, z,  )  0
Fy (x, y, z,  )  0
Fz (x, y, z,  )  0
F (x, y, z,  )  0
Where F ( x, y, z ,  )  f ( x, y, z )    g ( x, y , z )
provided that all the partial derivatives exist.
This is an extension of the two-variable case.
13
Example

Find the extrema of f (x, y, z) = 2x + 4y + 4z,


subject to x2 + y2 + z2 = 9.
Step 1. Formulate: Maximize w = f (x, y) = 25 – x2 – y2
subject to g(x, y) = 2x + y – 10 = 0
Step 2. Form the function F:

14
Example

Find the extrema of f (x, y, z) = 2x + 4y + 4z,


subject to x2 + y2 + z2 = 9.
Step 1. Formulate: Maximize w = f (x, y) = 2x + 4y + 4z
subject to g(x, y) = x2 + y2 – z2 = 9
Step 2. Form the function F:
F ( x, y, z,  )  2 x  4 y  4 z   ( x 2  y 2  z 2  9)
Step 3. Find the critical points for F:

15
Example

Find the extrema of f (x, y, z) = 2x + 4y + 4z,


subject to x2 + y2 + z2 = 9.
Step 1. Formulate: Maximize w = f (x, y) = 2x + 4y + 4z
subject to g(x, y) = x2 + y2 – z2 = 9
Step 2. Form the function F:
F ( x, y, z,  )  2 x  4 y  4 z   ( x 2  y 2  z 2  9)
Step 3. Find the critical points for F:
Fx  2  2 x  0
Solving yields two
Fy  4  2 y  0
critical points:
Fz  4  2 z  0 (– 1, – 2, – 2, 1) and
F  x 2  y 2  z 2  9  0 ( 1, 2, 2, –1)
16
Example
(continued)

Step 4. Conclusion.
Since there are two candidates, we need to evaluate the
function values:
f (1, 2, 2) = 2 + 8 + 8 = 18
f (–1, –2, –2) = – 2 – 8 – 8 = –18
We conclude that the maximum of f occurs at (1, 2, 2),
and the minimum of occurs at (–1, –2, –2).

17
Summary

■ We learned how to use Lagrange multipliers in the equation


F ( x , y ,  )  f ( x , y )   g ( x, y )
to find local extrema for two independent variable problems.
■ We learned how to use Lagrange multipliers in the equation
F ( x, y , z ,  )  f ( x, y , z )    g ( x, y , z )
to find local extrema for three independent variable problems.

18

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