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Lagrange Multipliers

The document discusses Lagrange multipliers, a method used to optimize functions subject to equality constraints. It cannot be solved directly for one variable. The method involves setting up a system of equations involving the gradients of the function and constraint. Solving this system provides critical points, which when substituted back into the original function, give the minimum and maximum values. An example is provided to demonstrate finding the maximum and minimum of a function subject to a single constraint.

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20 views

Lagrange Multipliers

The document discusses Lagrange multipliers, a method used to optimize functions subject to equality constraints. It cannot be solved directly for one variable. The method involves setting up a system of equations involving the gradients of the function and constraint. Solving this system provides critical points, which when substituted back into the original function, give the minimum and maximum values. An example is provided to demonstrate finding the maximum and minimum of a function subject to a single constraint.

Uploaded by

kiwiedon
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Lagrange Multipliers

Group 4
July 2023

1 Introduction
Lagrange multiplier is another way of optimizing functions(finding maximum
and minimum values). The lagrange multiplier method is used if the constraint
equation can not be solved easily for one of the variables. The Lagrange mul-
tiplier can be applied on a function f (x, y) subject to the contraint g(x, y) = k
.The constraint may be equation that describe the boundary of a region or it
may not.

2 Method of Lagrange Multipliers


1.Solve the following system of equations f (x, y, z) = λ∇g(x, y, z) .

2.Plug all the solutions, (x, y, z) from the first step into f (, x, y, z) and iden-
tify the minimum and maximum values. The constant ( λ) is called the Lagrange
Multiplier

2.1 Solving Lagrange Multipliers


1. solve for the gradient of the function f (x, y, z) and that of the constraints
g(x, y, z) = k .

⟨fx , fy , fz ⟩ = λ⟨gx , gy , gz ⟩ = ⟨λgx , λgy , λgz ⟩

2. Equate the correspoding components of their gradient vectors.

fx = λgx , fy = λgy , fx = λgz

3. Make λ the subject and equate the various expressions.This will result in
an expression (or a number sometimes) of the individual variables. NB:
Our main aim is to find the values for variables of the functions given.

1
4. Insert these expressions into the constraint g(x, y, z) = k to obtain numer-
ical values
5. Insert these values (if they exist) into the function f (x, y, z)
6. The maximum is the highest value obtained and minimum and is lowest
value obtained after step 5.

2.2 Illustrative Example


1. Find the maximum and minimum of f (x, y, z) = 5x−3y subject to the constraint
xx + y 2 = 136
Solutions

∇f = ⟨fx , fy ⟩ =(5,-3)

∇f = ⟨fx , fy ⟩ =(5,-3)

∇f = ⟨fx , fy ⟩ =(5,-3)

∇g =⟨gx , gy ⟩=⟨2x, 2y⟩, λ∇g =λ⟨2x, 2y⟩ ∇f = λ∇g

(5, −3) = λ(2x, 2y)


5=2xλ and -3=2yλ .

The system of equations to solve is

5 −3
λ= 2x and also λ = 2y

2
Equating the two expressions and making x the subject we get x= 5y
3 now
2 2
we insert the value of X into the constraint x + y = 136.
this yields Y =±6

This yields the following point (−10, 6) and (10, −6)

f (−10, 6) = −68 M inimum

f (10, −6) = 68 M aximum


2. Find the maximum and minimum of f (x, y, z) = 4y − 2z subject to the
constraints 2x − y − z = 2 and x2 + y 2 = 1

2.2.1 Solution

let g(x, y, z) = x2 +y 2 = 1 and h(x, y, z) = 2x−y−z = 2 , ∇f (x, y, z, )=(0, 4, −2).


∇g = (2x, 2y, 0) and ∇h = (2, −1, −1)
∇f = λ∇g + µλh
⟨fx , fy , fy ⟩=⟨gx , gy , gz ⟩+⟨hx , hy , hz ⟩ ⟩

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