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Excersices Lagrange Multipliers

Lagrange multipliers is a method to find the maximum or minimum value of a function subject to constraints. It involves solving the equations that set the gradient of the function equal to the gradient of the constraint multiplied by a Lagrange multiplier, along with the original constraint equation. This yields candidate points that may contain the optimal solution. The function is then evaluated at each candidate point to determine the true maximum or minimum value subject to the constraint.

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37 views2 pages

Excersices Lagrange Multipliers

Lagrange multipliers is a method to find the maximum or minimum value of a function subject to constraints. It involves solving the equations that set the gradient of the function equal to the gradient of the constraint multiplied by a Lagrange multiplier, along with the original constraint equation. This yields candidate points that may contain the optimal solution. The function is then evaluated at each candidate point to determine the true maximum or minimum value subject to the constraint.

Uploaded by

Alfanum Ericos
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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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Excersices Lagrange Multipliers

Lagrange multiplier is a method to find maximum or minimum value of a


function subject to some constrains ( side conditions ) on the domain of the
function.

1.
2.

Examples:
Maximize or minimize f(x,y) subject to condition g(x,y) = c.
Maximize or minimize f(x,y,z) subject to condition g(x,y,z) = c.
3.
Maximize or minimize f(x,y,z) subject to conditions g(x,y,z) = c1,and
h(x,y,z) = c2.
Lagrange Theorem:
Let f and g have continuous first partial derivatives such that f has a local
( x0 , y 0 )
maximum or local minimum at
on the smooth constraint curve
g ( x 0 , y 0 )
g( x, y) = c. If
= 0, then there is a real number such that
f ( x 0 , y 0 ) g ( x 0 , y 0 )
.

Note:

is Lagrange multiplier.

Lagrange Method:
To find extrema of f( x ,y ) subject to constraint g( x, y ) = 0:
I.

Solve the equations

f ( x , y ) g ( x , y )

and g( x, y ) = 0, by solving

f x ( x, y ) g x ( x , y )
f y ( x, y ) g y ( x , y )
g ( x, y ) 0.

Find all solutions

( x1 , y1 , 1 ), ( x 2 , y 2 , 2 ), ( x3 , y 3 , 3 ), . . .

Discard the Lagrange multipliers

1 , 2 , 3 ,. . .

II.

Evaluate f( x, y ) at each solution point obtained above.


The largest value yields the maximum and
the smallest value yields the minimum subject to constraint g( x, y ) = 0.

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