Lagrange multipliers Definition and 179 Threads

  1. MarkFL

    MHB Holly's questions at Yahoo Answers regarding Lagrange multipliers

    Here are the questions: I have posted a link there to this thread so the OP can view my work.
  2. E

    Classical Optics / Lagrange multipliers

    Homework Statement A ray of light enters a glass block of refractive index n and thickness d with angle of incidence θ1. Part of the ray refracts at some angle θ2 such that Snell's law is obeyed, and the rest undergoes specular reflection. The refracted ray reflects off the bottom of the block...
  3. J

    Find Max/Min of f(x,y) w/ Lagrange Multipliers

    Homework Statement Lagrange multipliers to find the maximum and minimum values of f(x,y) = 4x^3 + y^2 subject to the constraint 2x^2 + y^2 = 1. Find points of these extremum. Homework Equations The Attempt at a Solution g(x,y)= 2x^2 + y^2 - 1 f(x,y)= 4x^3 + y^2 Gradient F=...
  4. MarkFL

    MHB Solve Box Cost Minimization w/ Lagrange Multipliers

    Here is the question: I have posted a link there to this topic so the OP can view my work.
  5. D

    Maximizing Distance from Point on Sphere (1,1,-1): Lagrange Multipliers Method

    I'm stuck on this problem for the past hour. I've tried solving for all variables and none of the steps I'm doing are getting me to the right answer. Find the point on sphere x^2+y^2+z^2=25 farthest from point (1,1,-1). My steps: http://i.imgur.com/c5kUj9g.png Correct Answer: x=...
  6. M

    Maximizing volume of a box without lagrange multipliers

    Homework Statement Show that the largest rectangular box having a fixed surface area must be a cube. Homework Equations ##V(x,y,z) = xyz## ##\sigma(x,y,z) = 2(xy + yz + zx) = C \in \mathbf{R}## The Attempt at a Solution As of this assignment, we haven't yet learned Lagrange...
  7. D

    MHB Min of an Integral lagrange multipliers for E-L

    Find the minimum value of \(\int_0^1y^{'2}dx\) subject to the conditions \(y(0) = y(1) = 0\) and \(\int_0^1y^2dx = 1\). Let \(f = y^{'2}\) and \(h = y^2\). Then \begin{align*} G[y(x)] &= \int_0^1[f - \lambda h]dx\\ &= \int_0^1\left[y^{'2} - \lambda y^2\right]dx \end{align*}...
  8. G

    MHB Lagrange Multipliers: Find Extrema of f(x,y)=x^2y

    f(x,y)=x^2y with the constraint of x^2+2y^2=6 Use lagrange multipliers to find the extrema. Thanks!
  9. MarkFL

    MHB GWR309's question at Yahoo Answers regarding Lagrange multipliers

    Here is the question: Here is a link to the question: Please help with lagrange multipliers? - Yahoo! Answers I have posted a link there to this topic so the OP can find my response.
  10. G

    Lagrange multipliers in Lagrangian Mechanics

    Hi we covered the Lagrange multiplier method in Lagrangian Mechanics and as far as I know, is the physical meaning behind this to be able to solve either some non-holonomic constraints or to get some information about the constraint forces. my problem is, i do not know the physical meaning of...
  11. T

    Max/Min f subject to g: Lagrange Multipliers

    Homework Statement Find max/min of f subject to constraint: x^2+y^2+z^1 = 1 Homework Equations f(x,y,z) = 1/4*x^2 + 1/9*y^2 + z^2 g(x,y,z) = x^2 + y^2 + z^2 - 1 The Attempt at a Solution L = 1/4*x^2 + 1/9*y^2 + z^2 - λ(x^2 + y^2 + z^2 - 1) Lx = 2/4*x - λ*x*2 Ly = 2/9*y -...
  12. MarkFL

    MHB JOHN's question at Yahoo Answers involving Lagrange multipliers

    Here is the question: Here is a link to the question: Calc 3 Lagrange multiplier question? - Yahoo! Answers I have posted a link there to this topic so the OP can find my response.
  13. skate_nerd

    MHB Lagrange multipliers with a summation function and constraint

    Problem stated: Let \(a_1, a_2, ... , a_n\) be \(n\) positive numbers. Find the maximum of $$\sum_{i=1}^{n}a_ix_i$$ subject to the constraint $$\sum_{i=1}^{n}x_i^2=1$$. I honestly have not much of an idea of how to go about solving this. If I use lagrange multipliers which I think I am supposed...
  14. skate_nerd

    MHB Lagrange multipliers for extreme values

    The problem given is to find the local extreme values of \(f(x,y)=x^2y\) on the line \(x+y=3\). I went through the system of equations with the partial derivatives of \(x\), \(y\), and \(\lambda\), and found two extreme points \((0,3)\) and \((2,1)\). Plugging that into the original function I...
  15. T

    Optimization program using Lagrange multipliers.

    Homework Statement Here is the problem, the solution and my question (in red): I'm guessing it was rejected because for the volume function, the dimensions cannot be negative? What if it was not volume and instead was just an arbitrary function. In that case you would not reject...
  16. E

    Closest approach of a parabola to a point, using lagrange multipliers

    Advanced Calculus of Several Variables, Edwards, problem II.4.1: Find the shortest distance from the point (1, 0) to a point of the parabola y^{2} = 4x. This is the Lagrange multipliers chapter. There might be another way to solve this, but the only way I'm interested in right now is the...
  17. L

    Lagrange multipliers for finding geodesics on a sphere

    Homework Statement Find the geodesics on a sphere g(x,y,z)=x^{2}+y^{2}+z^{2}-1=0 arclength element ds=\sqrt{dx^{2}+dy^{2}+dz^{2}} Homework Equations f(x,y,z)=\sqrt{x'^{2}+y'^{2}+z'^{2}} where x'^{2} \text{means} \frac{dx^{2}}{ds^{2}} and not d^{2}x/ds^{2} The Attempt at a...
  18. D

    MHB Maximizing Gamma with Lagrange Multipliers

    Given the equations $$ rv\cos\gamma - h = 0,\quad \frac{v^2}{2} - \frac{\mu}{r} + \frac{\mu}{2a} = 0 $$ I want to maximize gamma. Do I have to solve for gamma in the first equation to use the method of Lagrange multipliers, or if not, how would I do this in the current form?
  19. 5

    Use Lagrange multipliers to find the eigenvalues and eigenvectors of a matrix

    Homework Statement Use Lagrange multipliers to find the eigenvalues and eigenvectors of the matrix A=\begin{bmatrix}2 & 4\\4 & 8\end{bmatrix} Homework Equations ... The Attempt at a Solution The book deals with this as an exercise. From what I understand, it says to consider...
  20. M

    Lagrange multipliers and combinations of points

    I was wondering how they got all the different combinations of points? Why can't they just put (+-√2,+-1,+-√(2/3)) ?
  21. STEMucator

    Finding max/min using Lagrange Multipliers

    Homework Statement Find the maximum and minimum values of 2x2 + y2 on the curve x2 + y2 - 4x = 5 by the method of Lagrange Multipliers. Homework Equations I will express my Lagrange multipliers as λ. The Attempt at a Solution Okay so we want the max min of f(x,y) = 2x2 + y2 given...
  22. C

    Max and Min of function via Lagrange multipliers

    Homework Statement If n is a fixed positive integer, compute the max and min values of the function (x-y)^n = f(x,y), under the constraint x^2 + 3y^2 = 1 The Attempt at a Solution I got the 4 critical points (±\frac{\sqrt{3}}{2}, ±\frac{1}{2\sqrt{3}})\,\,\text{and}\,\...
  23. S

    Need help understanding Lagrange multipliers at a more fundamental level.

    I understand that for Lagrange multipliers, ∇f = λ∇g And that you can use this to solve for extreme values. I have a set of questions because I don't understand these on a basic level. 1. How do you determine whether it is a max, min, or saddle point, especially when you only get one...
  24. S

    Use Lagrange multipliers to find the max & min

    Homework Statement Use Lagrange multipliers to find the maximum and minimum values of the function subject to the given constraint. f(x,y) = exy; g(x,y) = x3 + y3 = 16 Homework Equations ∇f(x,y) = λ∇g(x,y) fx = λgx fy = λgy The Attempt at a Solution ∇f(x,y) = < yexy, xexy > ∇g(x,y) = <...
  25. M

    Understanding Lagrange multipliers in the Lagrangian

    In Goldstein, the action is defined by I=\int L dt. However, when dealing with constraints that haven't been implicitly accounted for by the generalized coordinates, the action integral is redefined to I = \int \left( L + \sum\limits_{\alpha=1}^m \lambda_{\alpha} f_a \right) dt. f is...
  26. A

    Using Lagrange Multipliers to Maximize a Quantity Under Constraint

    Normally lagrange multipliers are used in the following sense. Suppose we are given a function f(x,y.z..,) and the constraint g(x,y,z,...,) = c Define a lagrange function: L = f - λ(g-c) And find the partial derivatives with respect to all variables and λ. This gives you the extrema...
  27. C

    Proof of Lagrange multipliers method in calculus of variations.

    I have been reading a little about calculus of variations. I understand the basic method and it's proof. I also understand Lagrange multipliers with regular functions, ie since you are moving orthogonal to one gradient due to the constraint, unless you are also moving orthogonal to the other...
  28. M

    MATLAB: How do you find the lagrange multipliers

    When I try to solve a linear program using matlab,after using linprog(f,A,b,...) I can find the Lagrange multiplier associated with the inequality constraints and the lower bound constraints by using: lambda.ineqlin ; lambda.lower But if I want to solve a quadratic program (using...
  29. C

    Lagrange Multipliers to Find Extreme Values of a Multi-Variable Function

    Homework Statement I need to find the extrema of f(x,y) = 3x^{2} + y^{2} given the constraint x^{2} + y^{2} = 1 Homework Equations I'm not sure what goes here. I've been trying to solve it with this: ∇f(x,y) = λ∇g(x,y) The Attempt at a Solution f(x,y) = 3x^{2} + y^{2} g(x,y)...
  30. M

    Max & Min Values of f(x,y) = x^2 + y^2 in Constraint 3x^2+4xy+6y^2=140

    Homework Statement Show that , the maximum value of function f(x,y) = x^2 + y^2 is 70 and minimum value is 20 in constraint below. Homework Equations Constraint : 3x^2 + 4xy + 6y^2 = 140 The Attempt at a Solution Book's solution simply states the Lagrange rule as ...
  31. T

    Finding the minimum and maximum distances using Lagrange Multipliers

    Homework Statement What I don't understand is why you can maximize the distances squared - d2. Isn't d2 different from d? I don't see how they can get you the same value.
  32. Y

    The method of Lagrange multipliers

    Homework Statement The problem of minimizing f(x1, x2) = x1^3 subject to (x1 + 1)^3 = (x2 − 2)^2 is known to have a unique global solution. Use the method of Lagrange multipliers to find it. You should deal with the issue of whether a constraint qualification holds. Homework Equations...
  33. J

    Problems with Lagrange Multipliers

    Does anyone have any tips for solving the system of equations formed while trying to find Lagrange Multipliers? I have searched for videos online (patrickjmt and the MIT lecture on Lagrange Multipliers) but I still find it a bit confusing.
  34. I

    Lagrange Multipliers. Maximizing Area.

    Homework Statement An open gutter with cross section in the form of a trapezoid with equal base angles is to be made by bending up equal strips along both sides of a long piece of metal 12 inches wide. Find the base angles and the length of the sides for maximum carrying capacity. For more...
  35. ElijahRockers

    Quadratic Forms & Lagrange Multipliers

    Homework Statement I'm having trouble grasping http://www.math.tamu.edu/~vargo/courses/251/HW6.pdf. Our teacher has decided to combine elements from Linear Algebra, and understanding Quadratic forms with our section on lagrange multipliers. I am barely able to follow his lectures. If I look...
  36. S

    Total production function using Lagrange Multipliers

    Homework Statement Attached as Question.jpg. Homework Equations Partial differentiation. Lagrange multiplier equation. The Attempt at a Solution Attached as MyWork.jpg. Is my work correct? I'm still not confident with myself for these problems and it would be great if someone...
  37. S

    Maximize the volume without using Lagrange multipliers

    Homework Statement When a rectangular box is sent through the mail, the post office demands that the length of the box plus twice the sum of its height and width be no more than 250 centimeters. Find the dimensions of the box satisfying this requirement that encloses the largest possible...
  38. fluidistic

    Lagrange multipliers in a simple pendulum

    Homework Statement Not really a homework question, just want to check out if what I'm doing is right. I challenged myself to find the equation of motion and the forces in the simple pendulum system but with using the Lagrange multipliers and the constraint equation.Homework Equations In next...
  39. P

    Constrained Optimization using Lagrange multipliers with Commerce applications

    Homework Statement Hello! I'm having some difficulty getting the objective function out of this question, any help/hints would be appreciated >.< Company A prepares to launch a new brand of tablet computers. Their strategy is to release the first batch with the initial price of p_1 dollars...
  40. A

    Procrustes Analysis and Lagrange Multipliers

    The problem: Minimize tr{RyxR} subject to RTR=I This problem is known as Procruses Analysis and can be solved using Lagrange Multipliers, so there's a tendency to write the following function: L(R) = tr{RyxR} - \Lambda(RTR-I), where \Lambda is a matrix of Lagrange Multipliers However, there...
  41. N

    Lagrange Multipliers. All variables cancel

    Homework Statement A cannonball is heated with with temperature distribution T(x,y,z)=60(y2+z2-x2). The cannonball is a sphere of 1 ft with it's center at the origin a) Where are the max and min temperatures in the cannonball, and where do they occur?Homework Equations \nablaf=λ\nablag Where...
  42. C

    Lagrange Multipliers in Calculus of Variations

    In Lagrangian mechanics, can anyone show how to find the extrema of he action functional if you have more constraints than degrees of freedom (for example if the constraints are nonholonomic) using Lagrange Multipliers? I've looked everywhere for this (books, papers, websites etc.) but none...
  43. T

    Need help with Lagrange multipliers

    Hello everyone, i have 2 problems in my multivariable calculus homework that i can't solve . Please help me out, thank you so much 1/f(x,y)= [(x^2) -2y]^(0.5) a) Find directional derivatives of f at (2,-6) in the direction of <-4,3> b) Find equation of the tangent plane to the function...
  44. A

    Lagrange Multipliers to find max/min values

    Homework Statement Use Lagrange multipliers to find the max and min values of the function subject to the given constraints: f(x,y,z)= x2y2z2 constraint: x2 + y2 + z2 = 1 Homework Equations ∇f = ∇g * λ fx = gx * λ fy = gy * λ fz = gz * λ The Attempt at a Solution i can't solve...
  45. A

    Lagrange Multipliers to find max/min values

    Homework Statement Use Lagange Multipliers to find the max and min values of the function subject to the given constraint(s). f(x,y)=exp(xy) ; constraint: x^3 + y^3 = 16 Homework Equations \nablaf = \nablag * \lambda fx = gx * \lambda fy = gy * \lambda The Attempt at a Solution...
  46. G

    Lagrange Multipliers: Minimum and Maximum Values

    Homework Statement I am trying to find the min and max values of f(x,y)=2x^2 + 3y^2 subject to xy=5. Homework Equations f(x,y)=2x^2 + 3y^2 subject to xy=5 \mathbf\nablaf=(4x, 6y) \mathbf\nablag=(y,x) The Attempt at a Solution When I go through the calculations, I end up with two critical...
  47. X

    Max/Min of f(x,y,z) with Lagrange Multipliers

    Homework Statement Use Lagrange multipliers to ¯nd the maximum and mini- mum value(s), if they exist, of f(x; y; z) = x^2 -2y + 2z^2 subject to the constraint x^2+y^2+z^2 Homework Equations The Attempt at a Solution Basically after I find the gradient of the functions I get this. 2x=2x lamda...
  48. I

    Lagrange multipliers with vectors and matrices

    My textbook is using Lagrange multipliers in a way I'm not familiar with. F(w,λ)=wCwT-λ(wuT-1) Why is the first order necessary condition?: 2wC-λu=0 Is it because: \nablaF=2wC-λu Why does \nablaF equal this? Many thanks! Edit: C is a covariance matrix
  49. Angelos K

    Applying Lagrange Multipliers to Optimization with Binary Variables

    Dear all, I have an optimization problem with boundary conditions, the type that is usually solved with Lagrange multipliers. But the (many) variables my function depends on can take only the values 0 and 1. Does anyone know how to apply Lagrange multipliers in this case? I am a...
  50. A

    Lagrange multipliers and two constraints

    So I need to find the min and max values of f(x,y,z) = x^2 + 2y^2 + 3z^2 given the constraints x + y + z = 1 and x - y + 2z =2. I've gotten as far as (2x, 4y, 6z) = (u,u,u) + (m,-m,2m). I'm stuck trying to solve this system of equations. Any hints?
Back
Top