Math 55
Lagrange Multiplier
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Recall
R
R
R
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Lagrange Multiplier
Suppose we want to find the maximum value of f (x, y) over all
points (x, y) satisfying g(x, y) = k (e.g., we want to maximize
volume of a box such that its surface area is a constant k).
Consider the level curves f (x, y) = c, for different values of c
and think of g(x, y) = k as a particular level curve for a fixed k.
We are actually looking for the largest c such that f (x, y) = c
intersects g(x, y) = k.
Intuitively, this happens
when they are tangent to
each other, i.e., such
f (x, y) = c6
that
f (x, y) = c5
f (x, y) = c4
f (x, y) = c3
f (x, y) = c2
f (x, y) = c1
f (x, y) = g(x, y)
g(x, y) = k
Lagrange Multiplier
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Lagrange Multiplier
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Example
Example
Find the extreme values of f (x, y) = 5x 3y subject to the
constraint x2 + y 2 = 136.
2
2
Solution. Let f (x, y) = 5x 3y and g(x,
y) = x + y . We solve
5
= 2x
(1)
= g(x, y)
3
= 2y
(2)
2
=k
x + y 2 = 136
(3)
3
5
and from (2): y = .
From (1): x =
2
2
Substituting in (3):
2
2
5
3
34
1
1
+
= 136 2 = 136 2 = 16 =
2
2
4
4
(
the system
f (x, y)
g(x, y)
If = 14 , x = 10, y = 6. If = 14 , x = 10, y = 6.
Hence,
f (10, 6) = 68 (maximum)
Math 55
f (10, 6) = 68 (minimum)
Lagrange Multiplier
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Exercises
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Lagrange Multiplier
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References
Math 55
Lagrange Multiplier
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