Finding Extrema with Lagrange Multipliers

In summary, the conversation discussed using Lagrange Multipliers to find the individual extrema of a given function with a constraint. It involved rewriting the constraint, finding the gradient of both the function and constraint, and setting them equal to each other. The critical points were found by solving for x and y using the constraint, and only one point (1,1) was in the first quadrant. To determine if this point is a maximum or minimum, another point on the constraint was evaluated and it was found that the point (1,1) is indeed a maximum. The conversation also mentioned using Lambda and the fact that the answer can be found in the back of the book.
  • #1
harpazo
208
16
Use Lagrange Multipliers to find the individual extrema, assuming that x and y are positive.

Maximize: f (x, y) = sqrt {6 - x^2 - y^2}

Constraint: x + y - 2 = 0

My Work:

I first decided to rewrite the constraint as g (x, y) = x + y without the constant -2 as originally given.

I found the gradient of f to be

(-xi - yj)/sqrt {6 - x^2 - y^2}.

I found the gradient of g to be i + j.

Let L = the lowercase Greek letter lambda for short.

I substituted the gradient of f and g into

gradient of f = L * gradient of g.

[-x/sqrt {6 - x^2 - y^2}]i - [y/sqrt {6 - x^2 - y^2}]j = L (i + j)

I equated the coefficient of i to L and the coefficient of j to L.

-x/sqrt {6 - x^2 - y^2} = L

-y/sqrt {6 - x^2 - y^2} = L

I am struck here.
 
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  • #2
Okay, so what this implies is:

\(\displaystyle \frac{x}{\sqrt{6-x^2-y^2}}=\frac{y}{\sqrt{6-x^2-y^2}}\)

Cross-multiply:

\(\displaystyle x\sqrt{6-x^2-y^2}=y\sqrt{6-x^2-y^2}\)

\(\displaystyle x\sqrt{6-x^2-y^2}-y\sqrt{6-x^2-y^2}=0\)

\(\displaystyle (x-y)\sqrt{6-x^2-y^2}=0\)

So, what are your critical point(s)?
 
  • #3
MarkFL said:
Okay, so what this implies is:

\(\displaystyle \frac{x}{\sqrt{6-x^2-y^2}}=\frac{y}{\sqrt{6-x^2-y^2}}\)

Cross-multiply:

\(\displaystyle x\sqrt{6-x^2-y^2}=y\sqrt{6-x^2-y^2}\)

\(\displaystyle x\sqrt{6-x^2-y^2}-y\sqrt{6-x^2-y^2}=0\)

\(\displaystyle (x-y)\sqrt{6-x^2-y^2}=0\)

So, what are your critical point(s)?

To find the critical points, I set (x - y) = 0 and
sqrt {6 - x^2 -y^2} = 0 and then solve for x and y.
Let me know if this works for locating the critical points.
 
  • #4
Harpazo said:
To find the critical points, I set (x - y) = 0 and
sqrt {6 - x^2 -y^2} = 0 and then solve for x and y.
Let me know if this works for locating the critical points.

What I would do is use the constraint to determine $y=2-x$. Now substitute for $y$ in both equations you mentioned, and solve for $x$, then your critical points will be $(x,2-x)$, and you will want to discard any points not in the first quadrant, since you stated both $x$ and $y$ are positive. What do you find?
 
  • #5
MarkFL said:
What I would do is use the constraint to determine $y=2-x$. Now substitute for $y$ in both equations you mentioned, and solve for $x$, then your critical points will be $(x,2-x)$, and you will want to discard any points not in the first quadrant, since you stated both $x$ and $y$ are positive. What do you find?

I will do as you suggested. What do I find? Are we not seeking critical points? I will work on this later and get back to you.
 
  • #6
MarkFL said:
What I would do is use the constraint to determine $y=2-x$. Now substitute for $y$ in both equations you mentioned, and solve for $x$, then your critical points will be $(x,2-x)$, and you will want to discard any points not in the first quadrant, since you stated both $x$ and $y$ are positive. What do you find?

Hello Mark. I got home about 20 minutes ago and decided to head straight to this question. Math helps me forget my problems in life. It may sound silly but it's true.

I did what you suggested. The only critical point that applies here and lies in quadrant 1 is (1, 1).

I then evaluated the given function f(1, 1). The max value is 2 and it happens at the critical point (1, 1).

What do you think?
 
  • #7
Harpazo said:
Hello Mark. I got home about 20 minutes ago and decided to head straight to this question. Math helps me forget my problems in life. It may sound silly but it's true.

I did what you suggested. The only critical point that applies here and lies in quadrant 1 is (1, 1).

I then evaluated the given function f(1, 1). The max value is 2 and it happens at the critical point (1, 1).

What do you think?

I agree that of the 3 critical points, $(1,1)$ is the only one in quadrant I. Now, we know this is either a maximum or a minimum, and to determine which, we can choose another point on the constraint, such as \(\displaystyle \left(\frac{3}{2},\frac{1}{2}\right)\). We then find:

\(\displaystyle f\left(\frac{3}{2},\frac{1}{2}\right)=\sqrt{\frac{7}{2}}<2\)

So now we may assert that:

\(\displaystyle f_{\max}=f(1,1)=2\)
 
  • #8
MarkFL said:
I agree that of the 3 critical points, $(1,1)$ is the only one in quadrant I. Now, we know this is either a maximum or a minimum, and to determine which, we can choose another point on the constraint, such as \(\displaystyle \left(\frac{3}{2},\frac{1}{2}\right)\). We then find:

\(\displaystyle f\left(\frac{3}{2},\frac{1}{2}\right)=\sqrt{\frac{7}{2}}<2\)

So now we may assert that:

\(\displaystyle f_{\max}=f(1,1)=2\)

1. Where did the other point come from?

2. How can I solve this problem via Lagrange Multipliers?
I enjoy using Lambda.

3. The answer in the back of the book reveals the fact that we are correct.
 
  • #9
Harpazo said:
1. Where did the other point come from?

2. How can I solve this problem via Lagrange Multipliers?
I enjoy using Lambda.

3. The answer in the back of the book reveals the fact that we are correct.

I chose the point as it is on the constraint. Using that point, we can determine if our one critical point is a maximum or a minimum. If the objective function evaluated at the other point is above the value of the objective function at the critical point, then we know the critical point is at the minimum, likewise if the objective function evaluated at the other point is below the value of the objective function at the critical point, then we know the critical point is at the maximum.
 
  • #10
MarkFL said:
I chose the point as it is on the constraint. Using that point, we can determine if our one critical point is a maximum or a minimum. If the objective function evaluated at the other point is above the value of the objective function at the critical point, then we know the critical point is at the minimum, likewise if the objective function evaluated at the other point is below the value of the objective function at the critical point, then we know the critical point is at the maximum.

Good information here.
 

FAQ: Finding Extrema with Lagrange Multipliers

What are Lagrange Multipliers?

Lagrange Multipliers are a mathematical tool used to optimize a function subject to one or more constraints. It allows for the determination of the maximum or minimum value of a function, while satisfying a set of constraints.

When are Lagrange Multipliers used?

Lagrange Multipliers are used in various fields such as physics, economics, engineering, and more. They are especially useful when the problem involves multiple variables and constraints.

How do Lagrange Multipliers work?

Lagrange Multipliers work by creating a new function, called the Lagrangian, which incorporates the original function and the constraints. The extrema of the Lagrangian can then be found using partial derivatives and the constraints are satisfied by setting the Lagrange Multipliers equal to each other.

What are the advantages of using Lagrange Multipliers?

One of the main advantages of using Lagrange Multipliers is that it simplifies the optimization process by incorporating constraints into the objective function. It also allows for the consideration of multiple constraints simultaneously, making it a powerful tool in solving complex optimization problems.

Are there any limitations to using Lagrange Multipliers?

One limitation of Lagrange Multipliers is that it can only be used for differentiable functions. Additionally, it may not always provide the global optimum solution, as there could be multiple local extrema. It is important to check for these potential issues when using Lagrange Multipliers.

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