282 Chapter 4 Maxima and Minima in Several Variables
constraint equation, yields the system
y
x We can understand the nature of these critical points by using geometry and
Figure 4.26 The level sets of the
function f (x, y) = x 2 /4 + y 2
define a family of ellipses. The
extrema of f subject to the
constraint that x 2 + y 2 = 1 (i.e.,
that lie on the unit circle) occur at
points where an ellipse of the
family is tangent to the unit circle.
x

 = 2λx
2

 2y = 2λy .

x 2 + y 2 = 1

(There are no points simultaneously satisfying g(x, y) = 1 and ∇g(x, y) =
(0, 0).) The first equation of this system implies that either x = 0 or λ = 14 .
If x = 0, then the second two equations, taken together, imply that y = ±1 and
λ = 1. If λ = 14 , then the second two equations imply y = 0 and x = ±1. There-
fore, there are four constrained critical points: (0, ±1), corresponding to λ = 1,
and (±1, 0), corresponding to λ = 14 .
the preceding remarks. The collection of level sets of the function f is the family
of ellipses x 2 /4 + y 2 = k whose major and minor axes lie along the x- and y-
axes, respectively. In fact, the value f (x, y) = x 2 /4 + y 2 = k is the square of
the length of the semiminor axis of the ellipse x 2 /4 + y 2 = k. The optimization
problem then is to find those points on the unit circle x 2 + y 2 = 1 that, when
considered as points in the family of ellipses, minimize and maximize the length
of the minor axis. When we view the problem in this way, we see that such points
must occur where the circle is tangent to one of the ellipses in the family. A sketch
shows that constrained minima of f occur at (±1, 0) and constrained maxima at
(0, ±1). In this case, the Lagrange multiplier λ represents the square of the length
of the semiminor axis. (See Figure 4.26.) ◆
EXAMPLE 4 Consider the problem √ of determining the extrema of √f (x, y) =
√ √
2x + y subject to the constraint that x + y = 3. We let g(x, y) = x + y,
so that the Lagrange multiplier equation ∇ f (x, y) = λ∇g(x, y), along with the
constraint equation, yields the system
 λ

 2= √



 2 x
λ
1= √ .
2 y



√ √


x + y=3
√ √ √
The
√ first two equations of this system imply that λ =√ 4 x = 2 y so that y =
2 x. Using this in the last equation, we find that 3 x = 3 and, hence, x = 1.
Thus, the system of equations above yields the unique solution (1, 4).
Since the constraint defines a closed, bounded curve segment, the extreme
value theorem (Theorem 2.5) applies to guarantee that f must attain both a
global maximum and a global minimum on this segment. However, the Lagrange
multiplier method has provided us with just a single
√ critical point. But note that the
√
points (9, 0) and (0, 9) satisfy the constraint x + y = 3; they are both points
where ∇g is undefined. Moreover, we have f (1, 4) = 2, while f (9, 0) = 18 and
f (0, 9) = 9. Evidently then, the minimum of f occurs at (1, 4) and the maximum
at (9, 0).
We can understand the geometry of the situation in the following manner. The
collection of level sets of the function f is the family of parallel lines 2x + y = k.
Note that the height k of each level set is just the y-intercept of the corresponding
line in the family. Thus, the problem we are considering is to find the largest and

∇g (x0)
x0 S enable us to use results from one-variable calculus. The notation and analytic
x
x′(t0)
Figure 4.28 The gradient
∇g(x0 ) is perpendicular to
S = {x | g(x) = c}, hence, to the
tangent vector at x0 to any curve
x(t) lying in S and passing through
x0 . If f has an extremum at x0 ,
then the restriction of f to the
curve also has an extremum at x0 .
4.3 Lagrange Multipliers 283
y
x
2 4 6 8
Figure 4.27 The level sets of the function f (x, y) = 2x √
+ y define a family
√
of lines. The minimum of f subject to the constraint that x + y = 3
occurs at a point where one of the lines is tangent to the constraint curve and
the maximum at one of the endpoints of the curve.
√ √
smallest y-intercepts of any line in the family that meets the curve x + y = 3.
These extreme values of k occur either when one of the lines is tangent to the
constraint curve or at an endpoint of the curve. (See Figure 4.27.)
This example illustrates the importance of locating all the points where ex-
trema may occur by considering places where ∇ f or ∇g is undefined (or where
∇g = 0) as well as the solutions to the system of equations determined using
Lagrange multipliers. ◆
Sketch of a proof of Theorem 3.1 We present the key ideas of the proof, which
are geometric in nature. Try to visualize the situation for the case n = 3, where
the constraint equation g(x, y, z) = c defines a surface S in R3 . (See Figure 4.28.)
In general, if S is defined as {x | g(x) = c} with ∇g(x0 ) #= 0, then (at least locally
near x0 ) S is a hypersurface in Rn . The proof that this is the case involves the
implicit function theorem (Theorem 6.5 in §2.6), and this is why our proof here
is just a sketch.
Thus, suppose that x0 is an extremum of f restricted to S. We consider a
further restriction of f —to a curve lying in S and passing through x0 . This will
particulars are as follows: Let x: I ⊆ R → S ⊂ R3 be a C 1 path lying in S with
x(t0 ) = x0 for some t0 ∈ I . Then the restriction of f to x is given by the function
F, where
F(t) = f (x(t)).
Because x0 is an extremum of f on S, it must also be an extremum on x. Conse-
quently, we must have F ′ (t0 ) = 0, and the chain rule implies that
d
0 = F ′ (t0 ) = f (x(t))$t=t0 = ∇ f (x(t0 )) · x′ (t0 ) = ∇ f (x0 ) · x′ (t0 ).
$
dt
Thus, ∇ f (x0 ) is perpendicular to any curve in S passing through x0 ; that is,
∇ f (x0 ) is normal to S at x0 . We’ve seen previously in §2.6 that the gradient
∇g(x0 ) is also normal to S at x0 . Since the normal direction to the level set S is