Extrema of function - What is λ?

In summary, the conversation discusses finding possible extremas of the function $f(x_1, x_2, x_3)=9x_1\cdot x_2\cdot x_3$ under the constraint $2x_1+x_2+x_3=m$ and $x_1, x_2, x_3>0$. The process involves calculating $x_1^{\star}(m), x_2^{\star}(m), \lambda^{\star}(m)$ and using the Lagrange multiplier method. The final result is that the maximum of $f$ occurs at $\left (\frac{m}{6}, \frac{m}{3}, \frac{m}{3}\
  • #1
mathmari
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Hey! :eek:

We have the function $f(x_1, x_2, x_3)=9x_1\cdot x_2\cdot x_3$ and we want to find possible extremas under the constraint $2x_1+x_2+x_3=m, m>0$ and $x_1, x_2, x_3>0$.

Then I have to calculate $x_1^{\star}(m), x_2^{\star}(m), \lambda^{\star}(m)$. I have done the following:

\begin{equation*}2x_1+x_2+x_3=m \Rightarrow x_3=m-2x_1-x_2\end{equation*}

\begin{equation*}\tilde{f}(x_1, x_2)=9x_1\cdot x_2\cdot (m-2x_1-x_2)=9mx_1\cdot x_2-18x_1^2\cdot x_2-9x_1\cdot x_2^2\end{equation*}

\begin{align*}\tilde{f}_{x_1}=9m x_2-36x_1\cdot x_2-9 x_2^2 \\ \tilde{f}_{x_1x_1}=-36x_1\cdot x_2 \\ \tilde{f}_{x_2}=9mx_1-18x_1^2-18x_1\cdot x_2 \\ \tilde{f}_{x_2x_2}=-18x_1 \\ \tilde{f}_{x_1x_2}=9m -36x_1-18 x_2\end{align*}

\begin{equation*}\tilde{f}_{x_1}=0 \Rightarrow 9m x_2-36x_1\cdot x_2-9 x_2^2=0\Rightarrow x_2=0 \text{ or } x_2=m-4x_1\end{equation*}

\begin{equation*}\tilde{f}_{x_1}=0 \Rightarrow 9m x_2-36x_1\cdot x_2-9 x_2^2=0\Rightarrow x_2=0 \text{ or } x_2=m-4x\end{equation*}

$x_2$ does not satisfy the constraint, so it is rejected, and therefore it must hold $x_2=m-4x_1$. So, then $x_3=m-2x_1-(m-4x_1)=m-2x_1-m+4x_1=2x_1$.

So, we get the function \begin{equation*}g(x_1)=f(x_1, m-4x_1, 2x_1)=9x_1\cdot (m-4x_1)\cdot 2x_1=18x_1^2\cdot (m-4x_1)\end{equation*}

The first derivative is \begin{equation*}g'(x_1)=36x_1\cdot (m-4x_1)+18x_1^2\cdot (-4)=36mx_1-144x_1^2-72x_1^2=36mx_1-216x_1^2\end{equation*}

and the roots are $x_1=0$, that doesn't satisfy the constraint, and $x_1=\frac{m}{6}$. So, the extremum is at the point \begin{align*}(x_1^{\star}(m), x_2^{\star}(m), x_3^{\star}(m)) & =\left (\frac{m}{6}, m-4\frac{m}{6}, 2\frac{m}{6}\right )=\left (\frac{m}{6}, m-\frac{2}{3}m, \frac{1}{3}m\right )=\left (\frac{m}{6}, \frac{m}{3}, \frac{m}{3}\right )\end{align*}
and it is equal to \begin{equation*}f^{\star}(m)=9\cdot \frac{m}{6}\cdot \frac{m}{3}\cdot \frac{m}{3}=\frac{m^3}{6}\end{equation*}

We have that $\tilde{f}_{x_1x_1}\left (\frac{m}{6}, \frac{m}{3}\right )=-36\frac{m}{6}\frac{m}{3}=-2<0$.
So $\tilde{f}$ has a maximum at $\left (\frac{m}{6}, \frac{m}{3}\right )$.

Therefore $f$ has a maximum at $\left (\frac{m}{6}, \frac{m}{3}, \frac{m}{3}\right )$. is eveything correct? (Wondering) What is $\lambda$ ?

I have to show also that $\frac{df^{\star}}{dm}=\lambda (m)$. (Wondering)
 
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  • #2
Ah we have to use Lagrange multipliers, right? (Wondering)
 
  • #3
I wondered where "[tex]\lambda[/tex]" came from! There is no "[tex]\lambda[/tex]" in the statement of the problem so if the problem asks you to find it then, yes, it is referring to the Lagrange multiplier method.
 

FAQ: Extrema of function - What is λ?

What is an extrema of a function?

An extrema of a function is a point on the graph of the function where the value of the function is either the maximum or minimum value of the function. It can also be referred to as a local maximum or minimum.

How do you find the extrema of a function?

To find the extrema of a function, you can use the first or second derivative test. The first derivative test involves finding the critical points of the function and then evaluating the first derivative at those points. If the first derivative is zero at a critical point, it is a potential extrema. The second derivative test involves evaluating the second derivative at the critical points, and if it is positive, the point is a local minimum, and if it is negative, the point is a local maximum.

What is the role of λ in finding the extrema of a function?

λ, also known as the Lagrange multiplier, is used in the method of Lagrange multipliers to find the extrema of a function subject to one or more constraints. It is a constant that is multiplied by the constraint equation to create a new function, which is then used to find the extrema of the original function.

How is λ calculated in the method of Lagrange multipliers?

To calculate λ, the constraint equation is differentiated with respect to each variable and set equal to 0. These equations are then solved simultaneously with the original function, which is also differentiated and set equal to 0. The values of λ and the variables are then used to find the extrema of the original function.

Can λ be negative in the method of Lagrange multipliers?

Yes, λ can be negative in the method of Lagrange multipliers. The sign of λ does not affect the final result of finding the extrema, as it is multiplied by the constraint equation, which can have either a positive or negative coefficient.

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