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Lagrange Multipliers: Part 1 Partial Derivatives
Lagrange Multipliers: Part 1 Partial Derivatives
Chapter 9
Lagrange
Multipliers
At the end of this chapter, students should be able to:
Define the Lagrange multipliers
Identify the procedure for solving extremum problems with a constraint
9.1 Introduction
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Part 1 PARTIAL DERIVATIVES MAT 295
drawing, the constraint is a plane that cuts through a lake. Let’s draw some
level curves of f ( x, y ) .
x3
g(x1, x2)=c
f=a1
x2
f=a2
x1
Figure 9.1
Figure 9.2: At the constrained critical point the tangents to the level curves of f
and g are in the same direction
The aim is to move down to the bottom of the lake as low as possible but do
not move any lower than where the constraint g c cuts the valley. The
boundary where the constraint intersects the function is marked with a dotted
line. Along that line are the lowest points possible without crossing over the
constraint g c . Hence, this is where to start looking for a constrained
minimum.
While moving along the level curves, compare the slope of a tangent line of
f ( x, y ) with the slope on the constraint g ( x, y ) . The lowest point which is
known as the constrained minimum is reached once the slope of the
constraint line just equals the slope of the level curve. In other words, the two
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Part 1 PARTIAL DERIVATIVES MAT 295
curves are parallel and point in the same direction. So the gradients of f ( x, y )
and g ( x, y ) must also be parallel and differ at most by a scalar. Let’s call that
scalar, .
f g
Solving for zero, we get
f g 0
This is the condition that must hold when the minimum of f subject to the
constraint g c is reached.
Definition
The Lagrangian associated with the constrained problem, defined as
F ( x, y, ) f ( x, y ) g( x, y )
The following theorem provides the necessary conditions for the existence of
the Lagrange multiplier.
Theorem
Lagrange Multiplier
Suppose f ( x, y ) and g ( x, y ) have continuous partial derivatives such
f ( x0 , y 0 ) g( x0 , y 0 ).
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Part 1 PARTIAL DERIVATIVES MAT 295
Example 1
Find the maximum and minimum values of f ( x, y ) x 2y subject to the
constraint x 2 y 2 1.
Solution
f ( x, y ) x 2y
Identify the constraint : g( x, y ) c
x2 y 2 1
Compute f x , fy , g x and g y
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Part 1 PARTIAL DERIVATIVES MAT 295
fx 1 g x 2x
fy 2 g y 2y
Figure 9.3
Set up equations
f x g x 1 2x (1)
fy g y 2 2y (2)
g( x, y ) 1 x2 y 2 1 (3)
Solve the simultaneous equations
y
(2) (1) : 2 y 2x (4)
x
x 2 ( 2 x )2 1
x 2 4x 2 1
5x 2 1
1
x2 (5 )
5
1
x
5
Then substitute (5) into (4) yields
y 2x
1 2
When x y
5 5
1 2
When x y
5 5
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Part 1 PARTIAL DERIVATIVES MAT 295
Thus there are two possible points on the constraint set where f ( x, y ) can
take an extremum.
1 2 1 2
, ,
5 5 5 5
Note that
1 2 1 2
f , 5 f , 5
5 5 5 5
Comparing the values, it can be concluded that f ( x, y ) x 2y subject to
1 2
(i) an absolute maximum of 5 at ,
5 5
1 2
(ii) an absolute minimum of 5 at ,
5 5
Example 2
Solution
f ( x, y ) 1 x 2 2y 2
Identify the constraint : g( x, y ) c
x y 1
Find f x , fy , g x and g y
f x 2x gx 1
fy 4y gy 1
Set up equations
f x g x 2x (1)
fy g y 4y (2)
g( x, y ) 1 x y 1 (3)
Solve the simultaneous equations for x and y
2y x
(2) (1) : 1 y (4)
x 2
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Part 1 PARTIAL DERIVATIVES MAT 295
Example 3
x 2 4y 2 4 .
Solution
f ( x, y ) y 2 x 2
Identify the constraint : g( x, y ) c
x 2 4y 2 4
Find f x , fy , g x and g y
f x 2x g x 2x
f y 2y g y 8y
Set up equations
f x g x 2x 2x (1)
fy g y 2y 8y (2)
g( x, y ) 4 x 2 4y 2 4 (3)
Solve the simultaneous equations for x and y
x x
(1) (2) :
y 4y
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Part 1 PARTIAL DERIVATIVES MAT 295
4 xy xy
5 xy 0
x 0 @ y 0 ( 4)
Substitute (4) into (3)
When x 0 :
4y 2 4
y2 1
y 1
When y 0 :
x2 4
x 2
Determine the critical point(s)
0,1 , 0,1 , 2,0 and 2,0
Determine the extreme of f
f 0,1 1 f 0,1 1
f 2,0, 4 f 2,0 4
Hence, the maximum value of f is 1 and the minimum value is -4.
Example 4
circle x 2 y 2 1.
Solution
f ( x, y ) y 2 x 2
g ( x, y ) x 2 y 2 1
f x ( x, y ) 2x fy ( x, y ) 2y
g x ( x, y ) 2x g y ( x, y ) 2y
Then
2 x 2y (1)
2 x 2y (2)
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Part 1 PARTIAL DERIVATIVES MAT 295
x2 y 2 1 (3)
Solving the equations yield
x x
y y
xy xy
2xy 0
x 0 @ y 0 ( 4)
Substitute (4) into (3):
When x 0 :
y2 1
y 1
When y 0 :
x2 1
x 1
Thus, x = -1 and x = 1. Finally
f 0,1 1 f 0,1 1
f 1,0 1 f 1,0 1
Hence, the maximum value of f is 1 and the minimum value of f is -1.
Example 5
Find the volume of the largest rectangular box with a divider but no top that
can be constructed from 288 square cm of material.
Solution
z
y
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Part 1 PARTIAL DERIVATIVES MAT 295
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Part 1 PARTIAL DERIVATIVES MAT 295
x 12
y 8
z4
and
V(12, 8, 4) = 384 cubic cm
Warm up exercise
Consider
f ( x, y ) xy subject to g ( x, y ) 9x 2 y 2 4
(i) Find f x , fy , g x and g y .
(ii) Set f g
(iii) Solve the simultaneous equations obtained in (ii)
(iv) Determine the critical points and extrema.
Exercises 9
1. Use the method of Lagrange Multipliers to find the extrema of the following
functions subject to the given constraints.
Function Constraint
a) f ( x, y ) 3x 2y x2 y 2 1
b) f ( x, y ) 2x y x2 y 2 1
c) f ( x, y ) x 2y x 2 y 2 25
d) f ( x, y ) x y x 2 2y 2 1
e) f ( x, y ) x 2 2y 2 x2 y 2 1
f) f ( x, y ) x 2 y x2 y 2 1
g) f ( x, y ) x 2 2y 2 x2 y 2 1
h) f ( x, y ) x 2 y 4 x2 y 2 1
i) f ( x, y ) sin ( xy ) x2 y 2 1
j) f ( x, y ) e xy x2 y 2 1
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Part 1 PARTIAL DERIVATIVES MAT 295
2. A farmer has 400 meters of fence with which to enclose a rectangular field
bordering a river. What dimensions of the field maximize the area if the field is to
be fenced on only three sides (see picture below)?
5. A farmer has 400 meters of fence with which to fence in a rectangular field
adjoining two existing fences which meet at a right angle. What dimensions
maximize the area of the field?
6. A rectangular box with a square bottom and an open top is to have a volume of
1000 m3. What dimensions for the box yield the smallest surface area?
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Part 1 PARTIAL DERIVATIVES MAT 295
7. A certain cylindrical can is to have a volume of 0.25 cubic meters. Find the
height h and radius r of the can that will minimize surface area of the can. What
is the relationship between the resulting r and h?
8. A nuclear reactor is to have the shape of a right circular cylinder with radius x
and height y. Neutron diffusion theory says that the reactor must have the
following constraint.
2 2
2.4048 p
1
x y
2 2
9. Find the maximum of f ( x, y ) e x y subject to the constraint
a) x y 1
b) x 2 y 2 1
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