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Lagrange Multipliers

Example 1

We would like to find the extrema of the function f(x,y) with the constraint that g(x,y) = 0.

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Here is the surface plot with the elliptic paraboloid drawn as a wire frame and the points corresponding to g(x,y) = 0 colored in red.

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If we draw just the points on the surface where g(x,y) = 0, we can see that there are maxima and minima on this curve.

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Using Lagrange's Theorem, the extrema must occur where the gradients of f and g are parallel. Thus we must solve the following system of equations.

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Example 2

A rectangular box is to be constructed from 12 square meters of cardboard. Find the dimensions of the box with the largest volume that can be constructed.

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The dimensions of the rectangular box will have to be chosen off of the following surface.

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Using Lagrange's Theorem,the extrema must occur where the gradients of v and s are parallel.Thus we must solve the following system of equations.

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The first solution reported contains negative values for the dimensions, so it must be discarded. Here is the maximum valome of the rectangular box that can be constructed.

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The location of the optimal box dimensions on the constraint surface is shown below. The constraint surface is drawn as a wire frame for clarity.

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Example 3

Find the points on the sphere of radius 2 centered at the origin which are closest and farthest from the point with coordinates (3,1,-1).

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Compare the sphere and the point (3,1,-1).

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Here we can see the location of the point (3,1,-1) relative to the sphere of radius 2 centered at the origin.

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Using Lagrange's Theorem,the extrema must occur where the gradients of d and g are parallel.Thus we must solve the following system of equations.

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We can now see the locations of the closest and farthest points. The points of interest are shown in red and the sphere is drawn as a wire frame for clarity.

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The distances from the closest and farthest point found are shown below.

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Example 4

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We want to find the extrema of the function f on the intersection of g and h.

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The intersection of the cylinder defined by h and the plane defined by g is an elliptical curve. Thus we want to find the extrema of the plane defined by f on this elliptical curve. The figure immediately below shows just the plane given by g and the cylinder given by h.

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The next figure shows the plane and cylinder above rendered as wire frames. Their intersection is shown as a thick red curve. The graph of the plane defined by f is also drawn.

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Lastly we see just the intersection curve.

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Using Lagrange's Theorem for locating the extrema of functions of several variables, we must solve the following system of equations.

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The points where the function f takes on its maximum and minimum values on the elliptical curve are superimposed in the curve as black points.

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The level sets of function f are planes, so by plotting these planes we can get some picture of the extrema of f on the intersection of g and h.

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Converted by Mathematica      March 9, 2000