Extrema of Function of Several Variables

December 19, 2020

 Exercise 1. Find the equation of the tangent plane and find sym-
metric equations of the normal line to the surface at the given
point.
3
(a) f (x, y ) = cos x 2 + y +
sin(x + y ) + e x y at 0, π2 .

(b) F (x, y , z) = 4z arctan yx − π = 0, at (1, 1, 1)

Proof. (a) We have
∂f 3
(x, y ) = −2x sin(x 2 + y ) + cos(x + y ) + 3x 2 ye x y
∂x
∂f 3
(x, y ) = − sin(x 2 + y ) + cos(x + y ) + x 3 e x y
∂y
∂f π ∂f π
=⇒ (0, ) = 0 (0, ) = −1
∂x 2 ∂y 2
π
Note that z0 = f (x0 , y0 ) = f (0, 2 ) = 2. The tangent plane to the
surface at the point (0, π2 , 2) is
∂f ∂f
(x0 , y0 )(x − x0 ) + (x0 , y0 )(y − y0 ) − (z − z0 ) = 0
∂x ∂y
π
0(x − 0) − 1(y − ) − (z − 2) = 0
2
π
(b) We have
4yz
∂F − x2 ∂F
(x, y , z) = y
2 =⇒ (1, 1, 1) = −2
∂x 1+ x ∂x
4z
∂F x ∂F
(x, y , z) = y
2 =⇒ (1, 1, 1) = 2
∂y 1+ x ∂y
∂F y  ∂F
(x, y , z) = 4 arctan =⇒ (1, 1, 1) = π
∂z x ∂z
he tangent plane to the surface at the point (1, 1, 1) is

∂F ∂F ∂F
(x0 , y0 , z0 )(x −x0 )+ (x0 , y0 , z0 )(y −y0 )+ (x0 , y0 , z0 )(z −z0 ) = 0
∂x ∂y ∂z
−2(x − 1) + 2(y − 1) + π(z − 1) = 0
−2x + 2y + πz − π = 0
 2
x2
Exercise 2. Show that the tangent plane to the Ellipsoid a2
+ yb2 +
z2
c2
= 1 at the point (x0 , y0 , z0 ) is given by
x0 x y0 y z0 z
2
+ 2 + 2 =1
a b c
x2 y2 z2
Proof. Let F (x, y , z) = 2 + 2 + 2 − 1 = 0. We have
a b c
∂F 2x0 , ∂F 2y0 ∂F 2z0
(x0 , y0 , z0 ) = 2 , (x0 , y0 , z0 ) = 2 , (x0 , y0 , z0 ) = 2
∂x a ∂y b ∂z c

The equation of tangent plane is

∂F ∂F ∂F
(x0 , y0 , z0 )(x −x0 )+ (x0 , y0 , z0 )(y −y0 ) + (x0 , y0 , z0 )(z −z0 ) = 0
∂x ∂y ∂z
2x0 2y0 2z0
2
(x −x0 )+ 2 (y −y0 )+ 2 (z −z0 ) = 0
a b c
x0 x y0 y z0 z x02 y02 z02
+ 2 + 2 = 2 + 2 + 2 =1
a2 b c a b c
Exercise 3. Show that the two surfaces (S1 ) : z = xy and (S2 ) :
z = 34 x 2 − y 2 intersect perpendicularly at the point (2, 1, 2).

Proof. The two surfaces intersect perpendicularly at a point if their

normal vectors of the tangent planes at the point are orthononal.
I The normal vector of the plane tangent to (S1 ) is
 
∂f1 ∂f1
(2, 1), (2, 1), −1 = (1, 2, −1) = n1
∂x ∂y
I The normal vector of the plane tangent to (S2 ) is.
 
∂f2 ∂f2
(2, 1), (2, 1), −1 = (3, −2, −1) = n2
∂x ∂y

=⇒ n1 .n2 = (1, 2, −1) (3, −2, −1) = (1)(3)+(2)(−2)+(−1)(−1) = 0

Thus n1 and n2 are orthogonal, so (S1 ) and (S2 ) intersect
perpendicularly.
Exercise 4. Determine the local extrema and/or saddle points of
the following functions.
(a) f (x, y ) = x 3 − 3x + xy 2
(d) f (x, y ) = x 2 + x sin y − 14 cos y + 5
(h) f (x, y , z) = x 4 + x 2 y + y 2 + z 2 + xz + 1
Proof. (a) We have
(
∂f
(x, y ) = 3x 2 − 3 + y 2 = 0 (1)
∇f (x, y ) = 0 ⇐⇒ ∂x ∂f
∂y (x, y ) = 2xy = 0 (2)

Equation (2) implies x = 0 or y = 0.

I If y = 0,then (1), x = 1 or −1. Thus the critical points of f
aer
a1 = (1, 0) and a2 = (−1, 0)
√ √
I If x = 0,then (1), y = 3 or − 3. Thus the critical points of
f are √ √
a3 = (0, 3) and a4 = (0, − 3)
The Hessian matrix of f is
   
fxx fxy 6x 2y
Hf (x, y ) = =
fyx fyy 2y 2x

I For a1 = (1, 0), we have

 
6 0
Hf (a1 ) = Hf (1, 0) =
0 2

We have H1 = 6 > 0, H2 = 12 > 0. Thus, Hf (a1 ) is positive

definite and so a1 = (1, 0) is a local minimum of f .
I For a2 = (−1, 0), we have
 
−6 0
Hf (a2 ) = Hf (−1, 0) =
0 −2

We have H1 = −6 < 0, H2 = 12 > 0. Thus, Hf (a1 ) is

negative definite and so a2 = (−1, 0) is a local maximum of f .
 √
I For a3 = (0, 3), we have
√ 
√

0
√ 2 3
Hf (a3 ) = Hf (0, 3) =
2 3 0

We have H1 = 0, H2 = −12 < 0. Thus, Hf (a√ 3 ) is neither

positive nor negative definite and so a3 = (0, 3) is a saddle
point of f .
√
I For a4 = (0, − 3), we have
√ 
√

0√ −2 3
Hf (a4 ) = Hf (0, − 3) =
−2 3 0

We have H1 = 0, H2 = −12 < 0. Thus, Hf (a4 )√is neither

positive nor negative definite and so a4 = (0, − 3) is a saddle
point of f .
(d) We have f (x, y ) = x 2 + x sin y − 14 cos y + 5. Then,
(
∂f
(x, y ) = 2x + sin y = 0 (1)
∇f (x, y ) = 0 ⇐⇒ ∂x ∂f 1
∂y (x, y ) = x cos y + 4 sin y = 0 (2)

Equation (1) implies x = − 21 sin y . Then substitute it into equation

(2), yield

1 1
− sin y cos y + sin y = 0
2  4 
1 1
− sin y cos y − =0
2 2
1
=⇒ sin y = 0 or cos y =
2

I If sin y = 0 =⇒ y = kπ, k ∈ Z, and x = 0. Thus the critical

points of f are
ak = (0, kπ) , k ∈ Z
 1
I If cos y = 2 = cos π3 =⇒ y = ± π3 + 2kπ, k ∈ Z and
√
3
x =∓ 4 . Thus the critical points of f are
√ !
3 π
bk = ∓ , ± + 2kπ , k ∈ Z
4 3
The Hessian matrix of f is
 
2 cos y
Hf (x, y ) =
cos y −x sin y + 14 cos y

I For ak = (0, kπ) , k ∈ Z, we have

(−1)k
 
2
Hf (ak ) = Hf (0, kπ) = 1
(−1)k 4 (−1)
k

We have
1
H1 = 2 > 0, H2 = (−1)k − 1 < 0, ∀k ∈ Z
2
Thus Hf (ak ) is neither positive nor negative definite, so
ak = (0, kπ), k ∈ Z are saddle points of f .
  √ 
3 π
For bk = ∓ 4 ,±3 + 2kπ , k ∈ Z, we have
√ √ ! !  
1 3 3 1 3 1 1
−x sin y + cos y = − ∓ ± + =− − + =
4 4 2 8 8 8 4

1
 
2 2
Hf (bk ) = 1 1
2 4
Then
1 1 1
H1 = 2 > 0, H2 = − = >0
2 4 4
Thus 
Hf (b
√k
) is positivedefinite, so
3
bk = ∓ 4 , ± π3 + 2kπ , k ∈ Z, are local minimum points of f .
(h) f (x, y , z) = x 4 + x 2 y + y 2 + z 2 + xz + 1. We have
 ∂f
3
 ∂x (x, y , z) = 4x + 2xy + z = 0 (1)

∂f
∇f (x, y ) = 0 ⇐⇒ ∂y (x, y , z) = x 2 + 2y = 0 (2)

 ∂f
∂z (x, y , z) = 2z + x = 0 (3)

Equations (2) and (3) implies

1 1
y = − x2 and z = − x
2 2
Substitute into equation (1), produces

1 1
4x 3 − x 3 − x = 0 ⇐⇒ x(3x 2 − ) = 0
2 2
1
=⇒ x =0 or x = ±√
6
If x = 0, then y = z = 0.
If x = √16 ⇒ y = − 121 1
, z = − 2√ 6
If x = − √16 ⇒ y = − 121 1
, z = 2√ 6
Thus the critical points of f are

   
1 1 1 1 1 1
a1 = (0, 0, 0), a2 = √ ,− ,− √ , a3 = − √ , − , √
6 12 2 6 6 12 2 6
The Hessian matrix is
12x 2 + 2y
 
2x 1
Hf (x, y , z) =  2x 2 0 
1 0 2
I For a1 = (0, 0, 0), we have
 
0 0 1
Hf (a1 ) = Hf (0, 0, 0) =  0 2 0 
1 0 2

=⇒ H1 = 0, H2 = 0, H3 = −2 6= 0
Thus Hf (a1 ) is neither positive nor negative definite, so
a1 = (0, 0, 0) is a saddle point of f .
 
I For a2 = √1 , − 12 1
, − 1
√ , we have
6 2 6

11 √2
 
6 6
1
Hf (a2 ) =  √2 2 0 
 
6
1 0 2

11
=⇒ H1 = , H2 = 3, H3 = 4
6
Thus Hf (a2 ) is positive definite, so a2 is a local minimum
point of f .
  
I For a3 = − √1 , − 12
1
, 1
√ , we have
6 2 6

11
− √26
 
6 1
Hf (a3 ) =  − √26 2 0 
 
1 0 2

11
=⇒ H1 = , H2 = 3, H3 = 4
6
Thus Hf (a3 ) is positive definite, so a3 is a local minimum
point of f .
Exercise 5. Show that (0, 0) is the critical point of the function f
defined by
Z y2 q
2
f (x, y ) = 10x cos y + ln 2 + x 4 + cos(ty )dt
x2

then study the nature of the critical point.

Z v (x)
F (x) = f (x, t)dt
u(x)
Z v (x)
∂f
F 0 (x) = (x, t)dt + f (x, v (x)) v 0 (x) − f (x, u(x)) u 0 (x)
u(x) ∂x
Proof. We have
y2
2x 3
Z
∂f
(x, y ) = 20x cos y + 4
dt
∂x x 2 2 + x + cos(ty )
− x ln 2 + x 4 + cos(x 2 y )

∂f
=⇒ (0, 0) = 0
∂x
 y2
1 −t sin(ty )
Z
∂f
(x, y ) = −10x 2 sin y + 4
dt
∂y 2 x 2 2 + x + cos(ty )
+ y ln 2 + x 4 + cos(y 3 )

∂f
=⇒ (0, 0) = 0
∂y

thus (0, 0) is the critical point of f .

Note that f (0, 0) = 0 and
Z 0
f (1, 0) = 10 + ln 2 dt = 10 − ln 2 > 0
1
f (π, π) = −10π 2 < 0

We see that
f (π, π) < f (0, 0) < f (1, 0)
Thererfore, (0, 0) is a saddle point of f .
Exercise 6. Let z = f (x, y ) defined implicitly by the equation

x + 2x 2 + y 2 − xe y − ye x + 2 sin(yz) − (y + 1)z + 1 = 0

and f (0, 0) = 1 . Verify that (0, 0) is a critical point of f . Then

determine the nature of this critical point.
Proof. We have
∂F
∂f ∂x 1 + 4x − e y − ye x
(x, y ) = − ∂F =−
∂x ∂z
2y cos(yz) − y − 1
∂f 0
=⇒ (0, 0) = =0
∂x −1
∂F
∂f ∂y 2y − xe y − e x + 2z cos(yz) − z
(x, y ) = − ∂F = −
∂y ∂z
2y cos(yz) − y − 1
∂f 0
=⇒ (0, 0) = =0
∂y −1

Thus, (0, 0) is the critical point of f .

 x + 2x 2 + y 2 − xe y − ye x + 2 sin(yz) − (y + 1)z + 1 = 0
Differentiate this equation with respect x and to y , we get
∂z ∂z
(
1 + 4x − e y − ye x + 2y ∂x cos(yz) −(1 + y ) ∂x
 =0
∂z ∂z
2y − xe y − e x + 2 cos(yz) z + y ∂y − z − (1 + y ) ∂y =0

∂2z ∂2z

4 − ∂x 2 (0,
 0) = 0 =⇒ ∂x 2
(0, 0) = 4
∂2z ∂2z
=⇒ −1 − ∂y ∂x (0, 0) = 0 =⇒ ∂y ∂x (0, 0) = −1
∂2z ∂2z

2 − ∂y 2 (0, 0) = 0 =⇒ (0, 0) = 2

∂y 2

The Hessian of f at (0, 0) is

∂2z ∂2z
!
(0, 0) ∂y ∂x (0, 0)
 
∂x 2 4 −1
Hf (0, 0) = ∂2z ∂2z =
∂y ∂x (0, 0) ∂y 2
(0, 0) −1 2

We have H1 = 4 > 0 and H2 = 7 > 0. So, Hf (0, 0) is positive

definite. Therefore, (0, 0) is a local minimum of f .
Remark:
Suppose y = f (x) defined by

F (x, y ) = 2x 2 + 3xy − y 2 + 3 = 0

Find y 0 = dy
dx
Proof. By differentiate implicit function, we have
∂F
dy ∂x 4x + 3y
= − ∂F =−
dx ∂y
3x − 2y

By differentiate directly from the original equation with respect to

x, we have
dy dy
4x + 3y + 3x −2 y =0
dx dx
dy
(3x − 2y ) = −4x − 3y
dx
dy 4x + 3y
=−
dx 3x − 2y
Exercise 7. (a) Susty the extrema of

f (x, y ) = x 2 + y with constrain g (x, y ) = x 2 + 2y 2 = 1

Proof. The Lagrange function is defined by

L(λ, x, y ) = f (x, y ) − λ (g (x, y ) − c)

= x 2 + y − λ x 2 + 2y 2 − 1

We have
 ∂L
2 2
 ∂λ (λ, x, y ) = −x − 2y + 1 = 0 (1)

∂L
∇L(λ, x, y ) = 0 ⇐⇒ ∂x (λ, x, y ) = 2x − 2λx = 0 (2)

 ∂L
∂y (λ, x, y ) = 1 − 4λy = 0 (3)

From equation (2), we have

2x(1 − λ) = 0 =⇒ x = 0 or λ = 1
If x = 0, then substitute into equation (1), then equation (3)
√
1 2
y = ±√ , λ = ±
2 4

If λ = 1, then equation (3) and (1),

r
1 7
y= , x =±
4 8
Thus the critical points of L are
√ ! √ !
2 1 2 1
a1 = , 0, √ , a2 = − , 0, − √ ,
4 2 4 2
r ! r !
7 1 7 1
a3 = 1, , , a4 = 1, − ,
8 4 8 4
The Hessian matrix of L is
   
Lλλ Lλx Lλy 0 −2x −4y
HL (λ, x, y ) =  Lxλ Lxx Lxy  =  −2x 2 − 2λ 0 
Ly λ Lyx Lyy −4y 0 −4λ
√ 
• For a1 = 42 , 0, √12 , we have

− √42
 
0 0
√
HL (a1 ) =  2
0 2− 0 
 
2 √
− √42 0 − 2

The sequence (S) : (−1)k d2k+1 , (−1)k d2k+2 , . . . , (−1)k dn+k

We have n = 2 and k = 1, then (S) : −d3
− √42 
 
 0 0
 √ √
−d3 = −  0 2 − 22 0 = 16 − 4 2 > 0
 
√  
 − √4

2
0 − 2 

We conclude that the point (0, √12 ) is a minimum point of f

subjects to the constrain g (x, y ) = x 2 + 2y 2 = 1.
  √ 
• For a2 = − 42 , 0, − √12 , we have

√4
 
0 0 2
√
HL (a2 ) =  0 2
2+ √0 
 
2
√4 0 2
2

The sequence (S) : (−1)k d2k+1 , (−1)k d2k+2 , . . . , (−1)k dn+k

We have n = 2 and k = 1, then (S) : −d3

√4 
 
 0 0
 √ 2 
−d3 = −  0 2 + 22 0  > 0
 
 4 √ 
 √
2
0 2 

We conclude that the point (0, − √12 ) is a minimum point of f

subjects to the constrain g (x, y ) = x 2 + 2y 2 = 1.
  q 
• For a3,4 = 1, ± 78 , 14 , we have
 q 
0 ± 72 −1
 q 
HL (a3 ) =  ± 7

0 0 

2
−1 0 −4

The sequence (S) : (−1)k d2k+1 , (−1)k d2k+2 , . . . , (−1)k dn+k

We have n = 2 and k = 1, then (S) : −d3
 q 
 0 ± 72 −1 
 
 q 
−d3 = −  ± 7 0 0
 = −14 < 0
2

 
 −1 0 −4 
q
We conclude that the point (± 78 , 14 ) are a maximum points of f
subjects to the constrain g (x, y ) = x 2 + 2y 2 = 1.
Exercsie 7. (b) f (x, y , z) = xyz, contrain: x + 3y + z = 6
Proof. Let

L(λ, x, y , z) = f (x, y , z) − λ(g (x, y , z) − c)

= xyz − λ(x + 3y + z − 6)

We have

∂L
∂λ (λ, x, y , z) = −x − 3y − z + 6 = 0 (1)



 ∂L (λ, x, y , z) = yz − λ = 0

(2)
∇L(λ, x, y , z) = 0 ⇐⇒ ∂x
∂L
∂y (λ, x, y , z) = xz − 3λ = 0 (3)



 ∂L (λ, x, y , z) = xy − λ = 0

(4)
∂z

Multiply equation (2) by x, (3) by y and (4) by z. Then compare

the term xyz, we have

xyz = λx = 3λy = λz
 I If λ 6= 0, we have
x = 3y = z
Substitute into equation (1), we have

2
−3y − 3y − 3y + 6 = 0 =⇒ y =
3
4
=⇒ x = 2, z = 2, λ =
3
I If λ = 0, we have (x, y , z) = (6, 0, 0), (0, 2, 0), (0, 0, 6).
Thus the critical points of L are
4 2
a1 = ( , 2, , 2), a2 = (0, 6, 0, 0), a3 = (0, 0, 2, 0), a4 = (0, 0, 0, 6)
3 3
The Hessian of L is
 
0 −1 −3 −1
 −1 0 z y 
HL (λ, x, y , z) = 
 −3 z

0 x 
−1 y x 0

I For a1 = ( 34 , 2, 23 , 2), we have

 
0 −1 −3 −1
 −1 0 2 
2 3 
HL (a1 ) = 
 −3 2 0 2 
2
−1 3 2 0

The sequence
(S) : (−1)k d2k+1 , (−1)k d2k+2 , . . . , (−1)k dn+k
We have n = 3 and k = 1,so (S) : −d3, , −d4
We have
   

 0 −1 −3   0 −1 −3 
 
−d3 = −  −1 0 2  = −  −1 0 2  = −12 < 0
 −3 2 0   −3 0 −6 
 
 0 −1 −3 −1 
2 

 −1 0 2 3  = 12 > 0
−d4 = − 
 −3 2 0 2 
2
 −1 3 2 0 

Thus the point (2, 32 , 2) is a maximum point of f subjects to the

given constrain.
I We can show that (6, 0, 0), (0, 2, 0), (0, 0, 6) are saddle points
of f .
Exercise 7. Study the extrema of

f (x, y , z) = xyz, with contrain: x + 3y + z = 6

is equivalent to the study of the extrema of

h(x, y ) = xy (6 − x − 3y ) = 6xy − x 2 y − 3xy 2

Proof. We have
(
∂h
∂x (x, y ) = 6y − 2xy − 3y 2 = 0 (1)
∇h(x, y ) = 0 ⇐⇒ ∂h
∂y (x, y ) = 6x − x 2 − 6xy = 0 (2)

Equation (1) can be written as

y (6 − 2x − 3y ) = 0 =⇒ y = 0 or 6 − 2x − 3y = 0
I If y = 0,the equation (2) implies x = 0 or x = 6. So, the
critical points of h is

a1 = (0, 0), a2 = (6, 0)

I If 6 − 2x − 3y = 0 =⇒ 3y = 6 − 2x. Substitute into equation

(2), we have

6x − x 2 − 2x(6 − 2x) = 0
3x 2 − 6x = 0
=⇒ x = 0,2

Note that
2
x = 0 =⇒ y = 2 and x = 2 =⇒ y =
3
Thus the critical points of h are
2
a3 = (0, 2), a4 = (2, )
3
The Hessian matrix of h is
 
−2y 6 − 2x − 3y
Hh (x, y ) =
6 − 2x − 3y −6x

I For a4 = (2, 32 ), we have

− 43
 
0
Hh (a4 ) =
0 −12
4
=⇒ H1 = − < 0,H2 = 16 > 0
3
Thus a4 = (2, 23 ) is a local maximum of h. Therefore, the
point (2, 32 , 2) is a maximum point of f subject to the given
constrain.
We can easily check that a1 , a2 , a3 are saddle points of h. So,
(6, 0, 0), (0, 2, 0), (0, 0, 6) are saddle points of f subject to the given
constrain.
Exercise 7. (e) f (x, y , z) = x + y + z, constrains: y 2 − x 2 = 1
and x + 2z = 1.
Proof. The Lagrange function is

L(λ1 , λ2 , x, y , z) = f (x, y , z) − λ1 (g1 (x, y , z) − c1 ) − λ2 (g2 (x, y , z) − c2 )

= x + y + z − λ1 (y 2 − x 2 − 1) − λ2 (x + 2z − 1)

We have

∂L 2 2


 ∂λ1 = −y + x + 1 = 0 (1)
∂L
 ∂λ2 = −x + 2z + 1 = 0 (2)



∂L
∇L(λ1 , λ2 , x, y , z) = 0 ⇐⇒ ∂x = 1 + 2λ1 x − λ2 = 0 (3)
 ∂L
∂y = 1 − 2λ1 y = 0 (4)





 ∂L
∂z = 1 − 2λ2 = 0 (5)
Equation (5) implies

1 1
λ2 = =⇒ (3) : λ1 = −
2 4x
and equation (4) implies
1
λ1 =
2y
Compare these two results,we get

y = −2x.

Substitute into equation (1),

1
−3x 2 + 1 = 0 =⇒ x = ± √
3
2 √
=⇒ y = ∓ √ =⇒ λ1 = ∓ 3
3
and substitute the values of x into equation (2), we have

1 1 1 1
z = x− =± √ −
2 2 2 3 2
Thus the critical points of L are
√ 1
 
1 2 1 1
a1 = 3, , − √ , √ ,− √ − ,
2 3 3 2 3 2
√ 1 1
 
2 1 1
a2 = − 3, , √ , − √ , √ −
2 3 3 2 3 2
The Hessian of L is
 
0 0 2x −2y 0

 0 0 −1 0 2 

HL (λ1 , λ2 , x, y , z) = 
 2x −1 2λ1 0 0 

 2y 0 0 −2λ1 0 
0 2 0 0 0

The sequence (S) has only one term d5 because

 n = 3 and k = 2.
1
One can show that d5 = |HL (a1 )| > 0, so − √3 , √23 , − 2√ 1
3
− 12 is
a minimum point of f subjects to the given
 constraints. 
One can show that d5 = |HL (a2 )| < 0, so √13 , − √23 , 2√
1
3
− 1
2 is a
maximum point of f subjects to the given constraints.
Exercise 8. Find the dimensions of the largest rectangular box
(whose faces are parallel to the coordinate planes) that can be
inscribed in the tetrahedron having three faces in the coordinate
planes and fourth face in the plane with equation x + 4y + 8z = 24.
Proof. Let x, y and z be the dimension of the box, x, y , z > 0.
The objective function is the volume of the box

f (x, y , z) = xyz

with costraint:

g (x, y , z) = x + 4y + 8z = 24.

Note that, studying extrema of f subjects to constraint g is

equivalent to the study extrema of

h(y , z) = yz(24 − 4y − 8z) = 24yz − 4y 2 z − 8yz 2

We have
(
∂h
∂y (y , z) = 24z − 8yz − 8z 2 = 0 (1)
∇h(y , z) = 0 ⇐⇒ ∂h
= 24y −
∂z (y , z) 4y 2
− 16yz = 0 (2)
(
z(3 − y − z) = 0
⇐⇒
y (6 − y − 4z) = 0
(
3−y −z =0
⇐⇒ because (x, y ) 6= (0, 0)
6 − y − 4z = 0
=⇒ y = 2, z = 1

Substitute into the constraint, we get x = 8. Thus the dimension

that give the largest box is (x, y , z) = (8, 2, 1).
 Exercise 9. A cargo container (in the shape of a rectangular solid)
must have a volume of 480m3 . The bottom will cost 50$ per square
meter to construct and sides and the top will cost 30$ per square
meter to construct. Find the dimensions of the container of this
size that has minimum cost.
Proof. Let x, y , z be the dimension of the box. The objective
function is the cost of the box. We have

f (x, y , z) = 50(xy ) + 30(xy ) + 30(xz + xz) + 30(yz + yz)

= 80xy + 60xz + 60yz

The constraint is g (x, y , z) = xyz = 480

Exercise 12. Find the largest sphere centered at the origin that
can be inscribed in the ellipsoid

x 2 + 3y 2 + 4z 2 = 12
Proof. Let r the radius of the sphere. Let (x, y , z) be the point
that the sphere tangents to the ellipse.
The objective function is the volume of the sphere. That is,
4
V (r ) = πr 3
3
4
3
V (x, y , z) = π x 2 + y 2 + z 2 2
3
with the constraint: g (x, y , z) = x 2 + 3y 2 + 4z 2 = 12.
Note the to study the extrema point of V subjects to constraint g
is equivalent to the extema point of

f (x, y , z) = x 2 + y 2 + z 2

subjects to the same constraint g (x, y , z) = x 2 + 3y 2 + 4z 2 = 12.

 Exercise 13. Use Lagrange multiplier to show that the distance
from a point (x0 , y0 , z0 ) to the plane ax + by + cz = d is defined
by
|ax0 + by0 + cz0 − d|
D= √
a2 + b 2 + c 2
Proof. Let (x, y , z) be a point on the plane. The distance from
the point (x0 , y0 , z0 ) to the plane is equivalent to the shortest
distance from the point (x0 , y0 , z0 ) to the point (x, y , z). The the
objective funciton is
q
D(x, y , z) = (x − x0 )2 + (y − y0 )2 + (z − z0 )2

with constraint: g (x, y , z) = ax + by + cz = d.

Note that to find the minimum point of D subjects to the
constraint g is equivalent to find the minimum point of

f (x, y , z) = (x − x0 )2 + (y − y0 )2 + (z − z0 )2

subjects to the same constraint g (x, y , z) = ax + by + cz = d.

By Lagrange Multiplier Method, we have Lagrange function
L(λ, x, y , z) = f (x, y , z) − λ(g (x, y , z) − c)
= (x − x0 )2 +(y − y0 )2 +(z − z0 )2 −λ (ax + by + cz − d)



ax + by + cz − d = 0 (1)

2(x − x ) − aλ = 0
0 (2)
∇L = 0 ⇐⇒


2(y − y0 ) − bλ = 0 (3)

2(z − z ) − cλ = 0
0 (4)

Equations (2),(3) and (4) imply

aλ bλ cλ
x = x0 + , y = y0 + , z = z0 +
2 2 2
Subsitute into equation (1), we havea
     
aλ bλ cλ
a x0 + + b y0 + + c z0 + =d
2 2 2
λ
⇐⇒ ax0 + by0 + cz0 + (a2 + b 2 + c 2 ) = d
2
 λ d − ax0 + by0 + cz0
=⇒ =
2 a2 + b 2 + c 2
Thus the critical point of D is
 
d − ax0 + by0 + cz0
x = x0 + a
a2 + b 2 + c 2
 
d − ax0 + by0 + cz0
y = y0 + b
a2 + b 2 + c 2
 
d − ax0 + by0 + cz0
z = z0 + c
a2 + b 2 + c 2

Substitute into D, we have the distance is

s
d − ax0 + by0 + cz0 2
 
2
D = (a + b + c )2 2
a2 + b 2 + c 2
|d − ax0 + by0 + cz0 |
= √
a2 + b 2 + c 2
Exercise 14. Find the vertices of the ellipse (E ) :

2x 2 + 4xy + 5y 2 = 5
Proof. The center of the ellipse (E ) is the root of the systerm
(
∂F
∂x (x, y ) = 4x + 4y = 0
∂F
=⇒ (x, y ) = (0, 0)
∂y (x, y ) = 4x + 10y = 0

The vertices of (E ) is the point on (E ) that has longest distance

fromt he center (0, 0).
Let (x, y ) be the point of the ellipse (E ). Then the objective
function is p
D(x, y ) = x 2 + y 2
with constraint g (x, y ) = 2x 2 + 4xy + 5y 2 = 5.
The extrema point of D subjects to constraint g is the same as the
extrema of
f (x, y ) = x 2 + y 2
with the same constraint g .
By using Lagrange Multiplier method, let

L(λ, x, y ) = f (x, y ) − λ(g (x, y ) − c)

= x 2 + y 2 − λ(2x 2 + 4xy + 5y 2 − 5)

2 2
−2x − 4xy − 5y + 5 = 0

∇L = 0 ⇐⇒ 2x − 4λx − 4λy = 0

2y − 4λx − 10λy = 0


2 2
2x + 4xy + 5y = 5
 (1)
⇐⇒ (1 − 2λ)x − 2λy = 0 (2)

−2λx + (1 − 5λ)y = 0 (3)

Equations (2) and (3) can be written as
    
1 − 2λ −2λ x 0
=
−2λ 1 − 5λ y 0
From equation (1), we see that (x, y ) 6= (0, 0), so equation (∗)
implies
 
 1 − 2λ −2λ  2
 −2λ 1 − 5λ  = 0 =⇒ (1 − 2λ)(1 − 5λ) − 4λ = 0
 

1
⇐⇒ 6λ2 − 7λ + 1 = 0 =⇒ λ = 1, λ =
6
For λ = 1, equation (2) and (3) become
−x − 2y = 0 =⇒ x = −2y
Subsitute into equation (1), we get
4y 2 − 8y 2 + 5y 2 = 5 =⇒ y = ±1 =⇒ x = ∓2
Thus the critical point of L are
a1 = (1, 2, −1), a2 = (1, −2, 1)
For λ = 16 , equation (2) and (3) become

2 1
x − y = 0 =⇒ y = 2x
3 3
Subsitute into equation (1), we get
1 2
2x 2 + 8x 2 + 20x 2 = 5 =⇒ x = ± √ =⇒ y = ± √
6 6
Thus the critical point of L are
   
1 1 2 1 1 2
a3 = ,√ ,√ , a4 = , −√ , −√
6 6 6 6 6 6
We have
q √
D(±2, ∓1) = (±2)2 + (∓1)2 = 5
 s
1 2 2 2
    r
1 2 5
D ±√ , ±√ = ±√ + √ =
6 6 6 6 6

Thus the vertices of (E ) are (2, −1) and (−2, 1).

Exercise 15. Find the distance from between the ellipsoid (E ) and
plane (P), where

(E ) : 2x 2 + y 2 + 2z 2 − 8 = 0 and (P) : x + y + z − 10 = 0
Proof. Let (x, y , z) be a point on the ellipsoide (E ). The distance
between (E ) and (P) is equal to the shortest distance from
(x, y , z) ∈ (E ) to the plane (P).
Therefore, the objective function is

|x + y + z − 10|
D(x, y , z) = √
3

with constraint g (x, y , z) = 2x 2 + y 2 + 2z 2 − 8 = 0.

Note that the extema point of D subjects to the constaint g is the
same as the extrema point of

f (x, y , z) = x + y + z − 10

with the same constraint g (x, y , z) = 2x 2 + y 2 + 2z 2 − 8 = 0.

By using Lagrange Multiplier Method, we let

L(λ, x, y , z) = f (x, y , z) − λ(g (x, y , z) − c)

= x + y + z − 10 − λ(2x 2 + y 2 + 2z 2 − 8)



2x 2 + y 2 + 2z 2 − 8 = 0 (1)

1 − 4λx = 0 (2)
∇L = 0 ⇐⇒


1 − 2λy = 0 (3)

1 − 4λz = 0 (4)

Equations (2),(3) and (4) imply

1 1 1
x= , y= , z=
4λ 2λ 4λ
Substitute into equation (1), we have
 2  2  2
1 1 1
2 + +2 −8=0
4λ 2λ 4λ
1 1 1
2
+ 2 + 2 =8
8λ 4λ 8λ
 =⇒ λ = ±4
Then
x = ±1, y = ±2, z = ±1
We have
|1 + 2 + 1 − 10| 6
D(1, 2, 1) = √ =√
3 3
|−1 − 2 − 1 − 10| 14
D(−1, −2, −1) = √ =√
3 3
6
Thus the distance between (E ) and (P) is √ length unit.
3
 Exercise 17. Let A = (0, 1, −1) and B = (1, −1, 2). Find the
point on the plane x + 2y − z = 2 such that the sum of the square
distance from the point to A and B is minimal.
Proof. Let (x, y , z) be the point on the plane x + 2y − z = 2 . The
objective function is

f (x, y , z) = x 2 + (y − 1)2 + (z + 1)2 + (x − 1)2 + (y + 1)2 + (z − 2)2

= 2x 2 + 2y 2 + 2z 2 − 2x − 3z

with constraint g (x, y , z) = x + 2y + z = 2.

 Exercise 18. Find the points on the paraboloid z = 4x 2 + y 2
where the tangent plane parallel to the plane (P) : x + 2y + z = 6.
The same question with plane (P) : 3x + 5y − 2z = 3
Proof. The points on the paraboloid z = 4x 2 + y 2 where the
tangent plane parallel to the plane (P) : x + 2y + z = 6 is the
A = (x, y , z) the point on the paraboloid z = 4x 2 + y 2 that has
shortest distance to (P).
The objective function is

|x + 2y + z − 6|
D(x, y , z) = √
6

with constraint g (x, y , z) = z − 4x 2 − y 2 = 0

Exercise 19. (a) Find the maximum of the function f : Rn → R
defined by
n
Y
f (x1 , x2 , . . . , xn ) = xk2
k=1
Pn
subject to the constraint k=1 xk2 = 1
(b) Deduce that for x = (x1 , x2 , . . . , xn ) ∈ Rn :
 n 
 Y   kxk n
xk  ≤ √
 
n

 
k=1
Proof. Let x = (x1 , x2 , . . . , xn ) and let

L(λ, x) = f (x) − λ(g (x) − c)

n n
!
Y X
= xk2 − λ xk2 − 1
k=1 k=1
We have
(
∂L
= − nk=1 xk2 + 1 = 0
P
∂λ (λ, x)
∂L 1 Qn 2
∂xi (λ, x) = xi 2 k=1 xk − 2λxi = 0, for i = 1, 2, . . . , n

The last equation implies that

λxi2 = λxj2 , ∀i 6= j

We have λ = 0 or xi2 = xj2 for all i 6= j.

If λ = 0, then there exists i, such that xi = 0. This gives the
minimum value of f .
If xi2 = xj2 for all i 6= j, we have
n
X
xi2 = 1 ⇐⇒ nxi2 = 1
k=1
1
=⇒ xi = ± √ , ∀i = 1, 2, . . . , n
n
The maximum value of f is
n 
1 2
  Y 
1 1 1
f ±√ , . . . , ±√ = ±√ = n
n n n n
k=1

(b) Note that for x = (x1 , x2 , . . . , xn ), we have

q
kxk = x12 + x22 + · · · + xn2 = 1

and
n
1 Y 1
f (x) ≤ n
⇐⇒ xk2 ≤ n
n n
k=1
  
n
1 n kxk n
Y    
⇐⇒  xk  ≤ √ = √
 
  n n
k=1