Topic 14
Lagrange Multipliers
To find the max and min of on a , solve together with . At an extreme point, the of just touches the constraint. So the two gradients are parallel. Every solution is a : evaluate at each one and compare.
5 kinds of question. Open the one you are stuck on.
1Find the maximum and minimum on a curve using Lagrange multipliers
e.g. “Use the method of Lagrange multipliers to find the maximum and minimum values of subject to the constraint ”
Find the maximum and minimum on a curve using Lagrange multipliers
e.g. “Use the method of Lagrange multipliers to find the maximum and minimum values of subject to the constraint ”- 1Write and the constraint
- 2Write the system ,
Three equations: , , .
- 3Eliminate , then use the constraint
Before dividing by a variable, split off the case where it is .
- 4Evaluate at every solution and compare
On a closed curve like a circle or an ellipse, both a max and a min exist. On an unbounded curve, one may not.
Remember: Gradients parallel, then compare.
See it in a problem3 worked examples
Use Lagrange multipliers to find the maximum and minimum of subject to .
- 1Write and the constraint
, .
- 2Write the system ,
, , .
- 3Eliminate , then use the constraint
, so and : . Then , , .
- 4Evaluate at every solution and compare
and .
Max at ; min at .
Find the maximum and minimum of on the circle .
- 1Write and the constraint
, .
- 2Write the system ,
, , .
- 3Eliminate , then use the constraint
First equation: . Case : . Case : , so , , .
- 4Evaluate at every solution and compare
, , .
Max at ; min at .
Does have a maximum or a minimum on the curve ? Find it.
- 1Write and the constraint
, .
- 2Write the system ,
, , .
- 3Eliminate , then use the constraint
Multiply the first by and the second by : , so . Since , : , .
- 4Evaluate at every solution and compare
. Along , as , so is the min and there is no max.
Min at and ; no maximum.
Common mistakes4
- Dividing by and losing the solutions with .
- Dropping the constraint: alone has too many solutions.
- Reporting . It is a helper; the answer is the points and the values of .
- Claiming a max on an unbounded curve like , where can grow forever.
2Find the maximum and minimum on a surface using Lagrange multipliers
e.g. “Find the maximum and minimum values of on the sphere ”
Find the maximum and minimum on a surface using Lagrange multipliers
e.g. “Find the maximum and minimum values of on the sphere ”- 1Write the four equations: and
- 2Solve the gradient equations for in terms of
Or multiply them by , , so the same product appears in each, for example .
- 3Substitute into the constraint and solve
- 4Evaluate at every point and compare
Remember: Four equations, four unknowns, then compare.
See it in a problem2 worked examples
Find the maximum and minimum of on the sphere .
- 1Write the four equations: and
, , , .
- 2Solve the gradient equations for in terms of
, , .
- 3Substitute into the constraint and solve
gives : the points .
- 4Evaluate at every point and compare
and .
Max at ; min at .
Find the maximum and minimum of on the ellipsoid .
- 1Write the four equations: and
, , , .
- 2Solve the gradient equations for in terms of
Multiply by , , : . (If , two of are and .)
- 3Substitute into the constraint and solve
So , and the constraint gives : , , .
- 4Evaluate at every point and compare
, depending on the signs.
Max (for example at ); min (for example at ).
Common mistakes3
- Missing the solutions where a variable is (they often give ).
- Stopping at : plug the points into .
- Forgetting the when taking a square root.
3Find the closest and farthest points using Lagrange multipliers
e.g. “Find the points on the ellipse … closest to and farthest from the origin”
Find the closest and farthest points using Lagrange multipliers
e.g. “Find the points on the ellipse … closest to and farthest from the origin”- 1Use the squared distance , not the distance
has the same extreme points and no square root.
- 2Set and keep
- 3Solve for every candidate point
Split off the case where a factor is before dividing.
- 4Compare : smallest is closest, largest farthest
The distance itself is .
Remember: Square the distance, then Lagrange.
See it in a problem3 worked examples
Find the points on the ellipse closest to and farthest from the origin.
- 1Use the squared distance , not the distance
.
- 2Set and keep
, , .
- 3Solve for every candidate point
Eliminate : , so . : , points . : , points .
- 4Compare : smallest is closest, largest farthest
and .
Closest: , distance . Farthest: , distance .
Find the points on the sphere closest to and farthest from .
- 1Use the squared distance , not the distance
.
- 2Set and keep
, , , .
- 3Solve for every candidate point
would give , so and . Then , , so is a multiple of . With , that gives .
- 4Compare : smallest is closest, largest farthest
and .
Closest , distance . Farthest , distance .
Find the points on the surface closest to the origin.
- 1Use the squared distance , not the distance
, with .
- 2Set and keep
, , , .
- 3Solve for every candidate point
. Case : and force , so . Case : and , so , : points .
- 4Compare : smallest is closest, largest farthest
and .
and , at distance .
Common mistakes3
- Answering with instead of the distance .
- Missing a case: the closest point often comes from the case you were tempted to divide away.
- Giving a distance when the question asks for the point.
4Solve an optimization word problem using Lagrange multipliers
e.g. “A closed rectangular box with a volume of … is to be constructed of two materials … find the dimensions of the least expensive box”
Solve an optimization word problem using Lagrange multipliers
e.g. “A closed rectangular box with a volume of … is to be constructed of two materials … find the dimensions of the least expensive box”- 1Name the variables and write the objective
- 2Write the fixed quantity as the constraint
- 3Solve with
Sizes are positive, so you may divide by , , . Symmetry often gives quickly.
- 4Answer with the dimensions and units
Remember: Objective, constraint, gradients parallel.
See it in a problem3 worked examples
A closed rectangular box must hold . The top and bottom cost 5 dollars per and the sides 2 dollars per . Find the cheapest dimensions.
- 1Name the variables and write the objective
Base by , height . Cost .
- 2Write the fixed quantity as the constraint
.
- 3Solve with
, , . Multiply the first by and the second by : , so . Then , , and gives . So , .
- 4Answer with the dimensions and units
, ; cost dollars.
base, tall.
Find the largest volume of a box, with faces parallel to the coordinate planes, inside the ellipsoid .
- 1Name the variables and write the objective
Corner with ; .
- 2Write the fixed quantity as the constraint
.
- 3Solve with
, , . Multiply them by , , : , so each term of is : , , .
- 4Answer with the dimensions and units
Sides ; .
Positive numbers satisfy . Find the largest possible value of .
- 1Name the variables and write the objective
.
- 2Write the fixed quantity as the constraint
.
- 3Solve with
, , . From the first and third, ; from the first and second, . So , .
- 4Answer with the dimensions and units
, , : .
Max at .
Common mistakes3
- Counting the top and bottom of a closed box as one face. A closed box has both.
- Using for a box inside an ellipsoid. With a corner at , the sides are , , , so .
- Giving only the cost or volume when the dimensions are asked for.
5Use Lagrange multipliers with two constraints
e.g. “… on the curve of intersection of the plane … and the paraboloid …”
Use Lagrange multipliers with two constraints
e.g. “… on the curve of intersection of the plane … and the paraboloid …”- 1Write and both constraints ,
- 2Set
With the two constraints: five equations in .
- 3Eliminate and ; then use both constraints
- 4Evaluate at every solution and compare
Remember: Two constraints, two multipliers.
See it in a problem2 worked examples
Find the highest and lowest points on the curve where the plane meets the cylinder .
- 1Write and both constraints ,
; ; .
- 2Set
, , .
- 3Eliminate and ; then use both constraints
, so : and . Then , , and .
- 4Evaluate at every solution and compare
gives ; gives .
Highest ; lowest .
Find the minimum distance from the origin to the line where the planes and meet.
- 1Write and both constraints ,
; ; .
- 2Set
, , .
- 3Eliminate and ; then use both constraints
Substitute into the constraints: and , so , . Then .
- 4Evaluate at every solution and compare
. A line has one closest point, so this is the min.
Distance , at the point .
Common mistakes2
- Using only one constraint: the answer must lie on both surfaces.
- Writing . The right side is a sum.
Need the formulas? Must memorize · Flashcards
