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Optimization of multivariable functions

16.3 Lagrange multipliers

19 problems · hints, answers and solutions shown beside each one

Stage 1 · Conceptual

Q1Stage 1Past exam · M200 2010A
  1. Does the function f(x,y)=x2+y2f(x, y) = x^2 +y^2 have a maximum or a minimum on the curve xy=1xy = 1? Explain.

  2. Find all maxima and minima of f(x,y)f(x, y) on the curve xy=1xy = 1.

Hint

Interpret f(x,y)f(x,y) as a distance squared, and sketch xy=1xy=1 in the xyxy-plane. You might also want to review section 16.3.3 in the text.

Answer

(a) ff does not have a maximum. It does have a minimum.

(b) The minima are at ±(1,1)\pm (1,1), where ff takes the value 22.

Full solution

(a) f(x,y)=x2+y2f(x, y) = x^2 +y^2 is the square of the distance from the point (x,y)(x,y) to the origin. There are points on the curve xy=1xy=1 that have either xx or yy arbitrarily large and so whose distance from the origin is arbitrarily large. So ff has no maximum on the curve.

Figure from prac_s2.5, line 2

Figure from prac_s2.5, line 2

On the other hand ff will have a minimum, achieved at the points of xy=1xy=1 that are closest to the origin.

(b) On the curve xy=1xy=1 we have y=1xy=\frac{1}{x} and hence f=x2+1x2f=x^2+\frac{1}{x^2}. As

ddx(x2+1x2)=2x2x3=2x3(x41)\begin{align*} \diff{}{x}\left(x^2+\frac{1}{x^2}\right) =2x-\frac{2}{x^3} =\frac{2}{x^3}(x^4-1) \end{align*}

and as no point of the curve has x=0x=0, the minimum is achieved when x=±1x=\pm 1. So the minima are at ±(1,1)\pm (1,1), where ff takes the value 22.

Remark: this is less a question specifically about Lagrange multipliers and more a question about the existence of extrema on unbounded curves, as in section 16.3.3 in the text.

Q2Stage 1

Give an example of a continuous surface f(x,y)f(x,y) and a constraint function g(x,y)=0g(x,y)=0 such that f(x,y)f(x,y) has both a local max and a local min subject to the constraint, but no global max or min.

Hint

The easiest way out is to find a function z=k(x)z=k(x) with local but not absolute extrema, then affix that to the plane y=0y=0.

Answer

One possible answer: g(x,y)=yg(x,y)=y, f(x,y)=x3xf(x,y)=x^3-x.

Full solution

The easiest (cheapest?) way out is to think of a function z=k(x)z=k(x) with local but not absolute extrema, then consider the constraint y=0y=0. This puts our function in the xzxz-plane, effectively making it look just like the function of one-variable y=f(x)y=f(x).

For example, we can set f(x,y)=x3xf(x,y)=x^3-x, with constraint function g(x,y)=y=0g(x,y)=y=0.

Using techniques from last semester, the function z=x3xz=x^3-x has local max at x=13x=-\frac1{\sqrt3} and local min at x=13x=\frac1{\sqrt3}; but it has no absolute extrema because limx(x3x)=\lim\limits_{x \to \infty}(x^3-x)=\infty and limx(x3x)=\lim\limits_{x \to -\infty}(x^3-x)=-\infty.

Similarly, f(x,y)f(x,y) has a local constrained max resp. min at (13,0)\left(-\frac1{\sqrt3},0\right) resp. (13,0)\left(-\frac1{\sqrt3},0\right); but has no absolute extrema.

Q3Stage 1

Find all absolute extrema of the function f(x,y)=xsinyf(x,y)=x\sin y subject to the constraint y=xy=x.

Hint

Not much calculation is necessary.

Answer

There are none

Full solution

There are none.

For any integer nn, sin(π2+2πn)=1\sin\left(\frac{\pi}{2}+2\pi n\right)=1. So, f(π2+2πn,π2+2πn)=π2+2πnf\left(\frac{\pi}{2}+2\pi n, \frac{\pi}{2}+2\pi n\right) = \frac{\pi}{2}+2\pi n. This satisfies the constraint x=yx=y and, since nn can be arbitrarily large or small, has no absolute maximum or minimum.

Alternately, if we set x=yx=y, then f(x,y)=f(x,x)=xsinxf(x,y)=f(x,x)=x\sin x. This is easy enough to sketch, and then it is easy enough to see that there are no absolute extrema.

Figure from prac_s2.5, line 2

Figure from prac_s2.5, line 2

Stage 2 · Procedural

Q4Stage 2Past exam · M200 2005D

Use the method of Lagrange multipliers to find the minimum value of z=x2+y2z = x^2 + y^2 subject to x2y=1x^2 y = 1. At which point or points does the minimum occur?

Hint

Find all solutions to

fx=λgxfy=λgyx2y=1\begin{align*} f_x &= \la g_x \\ f_y & = \la g_y \\ x^2y&=1 \tag{E3} \end{align*}
Answer

The minimum value is $2^{\frac{1}{3}} + 2^{-\frac{2}{3}} =\frac{3}{2}\sqrt[3]{2} =\frac{3}{\sqrt[3]{4}}$ at (±216,213)\big(\pm 2^{\frac{1}{6}}\,,\, 2^{-\frac{1}{3}}\big).

Full solution

So we are to minimize f(x,y)=x2+y2f(x,y) = x^2+y^2 subject to the constraint g(x,y)=x2y1=0g(x,y) = x^2 y -1=0.

The constraint is not a closed curve, so we need to be a little more careful than average. We can interpret our objective function as the distance from the origin squared. So we're trying to find the point on the curve y=1x2y=\frac{1}{x^2} that is closest to the origin. The distance from points on that curve to the origin can be arbitrarily large, so the system has no absolute maximum. It does have an absolute minimum, which will also be a local minimum, so it will be a solution to the system of Lagrange equations.

According to the method of Lagrange multipliers, we need to find all solutions to

fx=λgx2x=λ(2xy)fy=λgy2y=λx2g(x,y)=0x2y=1\begin{align*} f_x &= \la g_x & 2x &= \la( 2xy) \tag{E1} \\ f_y &=\la g_y & 2y &= \la x^2 \tag{E2} \\ g(x,y)&= 0 & x^2y&=1 \tag{E3} \end{align*}
  • If gx0g_x\neq 0 and gy0g_y \neq 0, then λ=2x2xy=1y\la =\frac{2x}{2xy}=\frac{1}{y} by (E1) and λ=2yx2\la = \frac{2y}{x^2} by (E2).

    1y=2yx2x2=2y2x=±2y\begin{align*} \frac1y&=\frac{2y}{x^2}\\ x^2&=2y^2\\ x&=\pm\sqrt 2 y \end{align*}

    Using (E3):

    1=x2y=(±2y)2y=2y3y=123x=±2123=±21213=±216\begin{align*} 1&=x^2y=\left(\pm\sqrt 2 y\right)^2y \\&=2y^3\\ y&=\frac{1}{\sqrt[3]{2}}\\ x&=\pm \sqrt 2\cdot\frac{1}{\sqrt[3]{2}} = \pm 2^{\frac12-\frac13} = \pm 2^{\frac16} \end{align*}

    This gives us two solutions: (±21/6,21/3)\left(\pm 2^{1/6},2^{-1/3}\right).

  • If gx=0g_x=0, then 0=2xy0=2xy. By (E1), x=0x=0; then by(E2), y=0y=0. Then (E3) fails, so there are no solutions of this type.

  • If gy=0g_y=0, then 0=x20=x^2, so 0=x0=x. By (E2), y=0y=0. Then (E3) fails, so there are no solutions of this type.

So the two points to check are (216,213)\big(2^{\frac{1}{6}}\,,\,2^{-\frac{1}{3}}\big) and (216,213)\big(-2^{\frac{1}{6}}\,,\,2^{-\frac{1}{3}}\big). For both of these critical points,

x2+y2=213+223=213+12213=3223=343\begin{equation*} x^2+y^2= 2^{\frac{1}{3}} + 2^{-\frac{2}{3}} = 2^{\frac{1}{3}} + \frac{1}{2}2^{\frac{1}{3}} =\frac{3}{2}\sqrt[3]{2} =\frac{3}{\sqrt[3]{4}} \end{equation*}
Q5Stage 2Past exam · M200 2006D

Use the method of Lagrange multipliers to find the maximum and minimum values of

f(x,y)=xy\begin{equation*} f(x, y) = xy \end{equation*}

subject to the constraint

x2+2y2=1.\begin{equation*} x^2 + 2y^2 = 1. \end{equation*}
Hint

This is a straightforward application of the method of Lagrange multipliers, Theorem 16.3.2 in the text.

Answer

The maximum and minimum values of ff are 122\frac{1}{2\sqrt{2}} and 122-\frac{1}{2\sqrt{2}}, respectively.

Full solution

For this problem the objective function is f(x,y)=xyf(x,y) = xy and the constraint function is g(x,y)=x2+2y21g(x,y)=x^2 + 2y^2 - 1. To apply the method of Lagrange multipliers we start by computing the first order derivatives of these functions.

fx=yfy=xgx=2xgy=4y\begin{equation*} f_x=y\qquad f_y=x\qquad g_x=2x\qquad g_y=4y \end{equation*}

So, according to the method of Lagrange multipliers, we need to find all solutions to

y=λ(2x)x=λ(4y)x2+2y21=0\begin{align*} y&=\la (2x) \tag{E1}\\ x&=\la (4y) \tag{E2}\\ x^2+2y^2-1&=0 \tag{E3} \end{align*}
  • If gx0g_x \neq 0 and gy0g_y \neq 0, then λ=y2x\lambda = \frac{y}{2x} (E1) and λ=x4y\lambda = \frac{x}{4y}.

    y2x=x4y2y2=x2\begin{align*}\frac{y}{2x}&= \frac{x}{4y}\\ 2y^2&=x^2\end{align*}

    From (E3):

    2y2+2y21=04y2=1y=±12x=±2y=±12\begin{align*}2y^2+2y^2-1=0\\ 4y^2&=1\\ y&=\pm\frac12\\ x&=\pm\sqrt 2 y = \pm \frac{1}{\sqrt 2}\end{align*}

    So four solutions to the system are (±12,±12)\left( \pm \frac{1}{\sqrt 2}, \pm\frac12 \right).

  • If gx=0g_x=0 then x=0x=0; by (E1), y=0y=0; then (E3) fails.

  • If gy=0g_y=0 then y=0y=0; by (E2), x=0x=0; then (E3) fails.

The method of Lagrange multipliers, Theorem 16.3.2 in the text, gives that the only possible locations of the maximum and minimum of the function ff are (±12,±12)\left(\pm\frac{1}{\sqrt{2}},\pm\frac{1}{2}\right).

point(12,12)\left(\frac{1}{\sqrt{2}},\frac{1}{2}\right)(12,12)\left(-\frac{1}{\sqrt{2}},\frac{1}{2}\right)(12,12)\left(\frac{1}{\sqrt{2}},-\frac{1}{2}\right)(12,12)\left(-\frac{1}{\sqrt{2}},-\frac{1}{2}\right)
f(x,y)f(x,y)122\frac{1}{2\sqrt 2}122-\frac{1}{2\sqrt 2}122-\frac{1}{2\sqrt 2}122\frac{1}{2\sqrt 2}
maxminminmax

So the maximum and minimum values of ff are 122\frac{1}{2\sqrt{2}} and 122-\frac{1}{2\sqrt{2}}, respectively.

Q6Stage 2Past exam · M200 2008A

Find the maximum and minimum values of f(x,y)=x2+y2f(x,y) = x^2 + y^2 subject to the constraint x4+y4=1x^4 + y^4 = 1.

Hint

This is a straightforward application of the method of Lagrange multipliers, Theorem 16.3.2 in the text.

Answer

min=1=1, max=2=\sqrt{2}.

Full solution

This is a constrained optimization problem with the objective function being f(x,y)=x2+y2f(x,y) = x^2 + y^2 and the constraint function being g(x,y)=x4+y41g(x,y) =x^4 + y^4 - 1. By Theorem 16.3.2 in the text, any minimum or maximum (x,y)(x,y) must obey the Lagrange multiplier equations

fx=gx2x=4λx3fy=gy2y=4λy3g(x,y)=1x4+y4=1\begin{align*} f_x &=g_x & 2x &=4 \la x^3 \tag{E1} \\ f_y &= g_y & 2y &=4 \la y^3 \tag{E2} \\ g(x,y)&=1 & x^4 + y^4 &= 1 \tag{E3} \end{align*}
  • If gx0g_x \neq 0 and gy0g_y \neq 0, then λ=2x4x3=12x2\lambda = \frac{2x}{4x^3} = \frac{1}{2x^2} (E2) and λ=2y4y3=12y2\lambda=\frac{2y}{4y^3}=\frac{1}{2y^2} (E2). So x2=12λ=y2x^2=\frac{1}{2\lambda}=y^2. Then (E3) reduces to

    2x4=1\begin{align*} 2x^4=1 \end{align*}

    so that x2=y2=12x^2=y^2=\frac{1}{\sqrt{2}} and x=±21/4x=\pm 2^{-1/4}, y=±21/4y=\pm 2^{-1/4}. At all four of these points, we have f=2f=\sqrt{2}.

  • If gx=0g_x=0, then x=0x=0. (E1) holds for any λ\lambda, so by choosing λ\lambda correctly we can make (E2) hold as well. (E3) reduces to y4=1y^4=1 or y=±1y=\pm 1. At both (0,±1)\big(0,\pm 1\big) we have f(0,±1)=1f\big(0,\pm1\big)=1.

  • If gy=0g_y=0, then y=0y=0. (E2) holds for any λ\lambda, so by choosing λ\lambda correctly (E1) holds as well. (E3) reduces to x4=1x^4=1 or x=±1x=\pm 1. At both (±1,0)\big(\pm 1,0\big) we have f(±1,0)=1f\big(\pm1,0\big)=1.

So the minimum value of ff on x4+y4=1x^4+y^4=1 is 11 and the maximum value of ff on x4+y4=1x^4+y^4=1 is 2\sqrt{2}.

Q7Stage 2

Find the absolute extrema of the function f(x,y)=x4+y4+23y6f(x,y)=x^4+y^4+\frac23 y^6 given the constraint g(x,y)=x2+y2=1g(x,y)=x^2+y^2=1 using the method of Lagrange multipliers.

Hint

When you set your two equations for λ\lambda equal to one another, you should get something that you can easily plug into the constraint function.

Answer

absolute min 13823\frac{13-8\sqrt2}{3}, absolute max 53\frac53

Full solution
fx=λgx4x3=λ2xfy=λgy4y3+4y5=λ2yg(x,y)=1x2+y2=1\begin{align*} f_x&=\lambda g_x & 4x^3 &= \lambda\cdot 2x\tag{E1} \\ f_y&=\lambda g_y & 4y^3+4y^5 &= \lambda\cdot 2y\tag{E2}\\ g(x,y)&=1 & x^2+y^2&=1\tag{E3} \end{align*}
  • If gx0g_x \neq 0 and gy0g_y \neq 0, then λ=4x32x=2x2\lambda = \frac{4x^3}{2x}=2x^2 (E1) and λ=4y3+4y52y=(2y2+2y4)\lambda = \frac{4y^3+4y^5}{2y} = (2y^2+2y^4) (E2). So, x2=λ2=y2+y4x^2 = \frac\lambda2 = y^2+y^4. From (E3):

    (y2+y4)+y2=1y4+2y21=0y2=2±44(1)2=1±2y2=21\begin{align*} (y^2+y^4)+y^2&=1\\ y^4+2y^2-1&=0\\ y^2&=\frac{-2\pm\sqrt{4-4(-1)}}{2}\\ &=-1\pm\sqrt{2}\\ y^2&=\sqrt2-1 \end{align*}

    In this case, x2=1y2=22x^2=1-y^2=2-\sqrt2. So, we should check (±22 , ±21)(\pm \sqrt{2-\sqrt2}~,~\pm\sqrt{\sqrt 2-1}).

  • If gx=0g_x=0, then x=0. Then (E1) is true for any λ\lambda, which means we can make (E2)(E2) be true by choosing λ\lambda accordingly. By (E3), x=0    y=±1{x=0} \implies y=\pm 1, so we should check (0,±1)(0,\pm1)

  • If gy=0g_y=0, then y=0y=0. Then (E2) is true for any λ\lambda, which means we can make (E1)(E1) be true by choosing λ\lambda accordingly. By (E3), y=0    x=±1{y=0} \implies x=\pm 1, so we should check (±1,0)(\pm1,0)

Comparing:

  • f(0,±1)=0+1+23=53f(0,\pm1)=0+1+\frac23=\frac53

  • f(±1,0)=1+0+0=1f(\pm1,0)=1+0+0=1

  • When x2=22x^2=2-\sqrt2 and y2=21y^2=\sqrt2-1, then

    f(x,y)=(22)2+(21)2+23(21)3=13823\begin{align*}f(x,y)&=(2-\sqrt 2)^2+(\sqrt2-1)^2+\frac23(\sqrt2-1)^3\\ &=\frac{13-8\sqrt2}{3}\end{align*}

    Since 2>54\sqrt{2}>\frac54, we see

    13823<138(5/4)3=13103=1\begin{align*}\frac{13-8\sqrt2}{3}&<\frac{13-8(5/4)}{3}=\frac{13-10}{3}=1\end{align*}

    So, our absolute min over the constraint is 13823\frac{13-8\sqrt2}{3}, and our absolute max over the constraint is 53\frac53.

Q8Stage 2

Find the point(s) on the parabola y=32x2y=\frac32-x^2 closest to the origin using the method of Lagrange multipliers.

Hint

We want to minimize x2+y2\sqrt{x^2+y^2}; it's easier to minimize f(x,y)=x2+y2f(x,y)=x^2+y^2. The minima will occur at the same point (x,y)(x,y).

Note the system has no maximum, since we can keep travelling along the parabola to end up arbitrarily far from the origin.

Answer

(±1,1/2)(\pm1,1/2)

Full solution

(It's possible to solve this without Lagrange, but we were asked to use Lagrange to practice the technique.)

We want to minimize x2+y2\sqrt{x^2+y^2}, the distance from the origin to a point (x,y)(x,y). Note the minimum of that function will occur at the same (x,y)(x,y)-values as the minimum of its square, x2+y2x^2+y^2. Since that's easier to minimize, we use it as our objective function: f(x,y)=x2+y2f(x,y)=x^2+y^2.

We only care about coordinates that are actually on the parabola, so our constraint function is g(x,y)=y+x2=32g(x,y)=y+x^2=\frac32.

Our constraint function is not a closed curve. We can keep travelling along the parabola to end up arbitrarily far from the origin. So there's no global maximum distance, but there is a global minimum distance. The global minimum will also be a local minimum, so it will be a solution to the Lagrange equations.

fx=λgx2x=λ2xfy=λgy2y=λg(x,y)=32y+x2=32\begin{align*} f_x&=\lambda g_x & 2x&=\lambda2x\tag{E1} \\ f_y&=\lambda g_y &2y&= \lambda\tag{E2}\\ g(x,y)&=\frac32 & y+x^2&=\frac32\tag{E3} \end{align*}
  • If gx0g_x \neq 0 and gy0g_y \neq 0, then λ=1\lambda= 1 from (E1) and λ=2y\lambda = 2y from (E2), so 1=2y1 = 2y, i.e. y=12y =\frac12. From (E3), then x=±1x=\pm1.

  • If gx=0g_x=0, then x=0x=0, so (E1) is true for any λ\lambda. Then we can make (E2) true by choosing the appropriate λ\lambda; from (E3), y=32y=\frac32. So another point solving the system is (0,32)\left(0,\frac32\right).

  • There are no points corresponding to gy=0g_y=0.

f(0,32)=94f\left(0,\frac32\right)=\frac94 and f(±1,12)=54f\left(\pm1,\frac12\right)=\frac{5}{4}. So, the closest points to the origin on the parabola are the points (1,1/2)(-1,1/2) and (1,1/2)(1,1/2).

Figure from prac_s2.5, line 26

Figure from prac_s2.5, line 26

Q9Stage 2

What are the largest and smallest values of the product xyxy, for points (x,y)(x,y) in the region

x22xy+5y21 ?x^2-2xy+5y^2\le 1~?
Hint

To find extrema over a region, we check critical points and the boundary.

Answer

Largest 51025\frac{\sqrt5}{10-2\sqrt5}, smallest 51025\frac{-\sqrt5}{10-2\sqrt5}

Full solution

To find extrema over a region, we check CPs and the boundary.
f(x,y)=xyf(x,y)=xy, so fx=yf_x=y and fy=xf_y=x. Then the only CP is (0,0)(0,0).

To check the boundary, we need to know the extreme values of f(x,y)=xyf(x,y)=xy over the ellipse x22xy+5y2=1x^2-2xy+5y^2=1. It seems tough to do this with plugging in, so we use Lagrange.

fx=λgxy=λ(2x2y)fy=λgyx=λ(2x+10y)g(x,y)=1x22xy+5y2=1\begin{align*} f_x&=\lambda g_x & y&=\lambda(2x-2y)\tag{E1}\\ f_y&=\lambda g_y & x&=\lambda(-2x+10y)\tag{E2}\\ g(x,y)&=1 & x^2-2xy+5y^2&=1\tag{E3} \end{align*}
  • If gx0g_x \neq 0 and gy0g_y \neq 0, then λ=y2(xy)\lambda = \frac{y}{2(x-y)} and λ=x2(5yx)\lambda=\frac{x}{2(5y-x)}:

    y2(xy)=x2(5yx)5y2xy=x2xyx=±5y\begin{align*}\frac{y}{2(x-y)}&=\frac{x}{2(5y-x)} \\ 5y^2-xy&=x^2-xy\\ x&=\pm\sqrt 5 y\end{align*}

    From (E3), if x=5yx=\sqrt 5 y:

    1=5y22(5y)y+5y2=(1025)y211025=y2y=±11025\begin{align*}1&=5y^2-2(\sqrt 5 y)y+5y^2\\ &=(10-2 \sqrt 5)y^2\\ \frac{1}{10-2\sqrt 5}&=y^2\\ y&=\pm\frac{1}{\sqrt{10-2\sqrt 5}}\end{align*}

    From (E3), if x=5yx=-\sqrt 5 y:

    1=(10+25)y2y=±110+25\begin{align*}1&=(10+ 2 \sqrt 5)y^2 \\ y&=\pm\frac{1}{\sqrt{10+2\sqrt 5}}\end{align*}

    This gives us four points to check: (51025,±11025)\left(\sqrt{\frac{5}{{10-2\sqrt 5}}},\pm\frac{1}{\sqrt{10-2\sqrt 5}}\right) and (510+25,±110+25)\left(\sqrt{\frac{5}{{10+2\sqrt 5}}},\pm\frac{1}{\sqrt{10+2\sqrt 5}}\right).

  • If gx=0g_x=0, then (E1) y=0y=0, so 0=gx=2x2y=2x0=g_x=2x-2y=2x, hence x=0x=0. But then (E3) fails.

  • If gy=0g_y=0, then (E2) x=0x=0, so 0=gy=2x+10y=10y0=g_y=-2x+10y=10y, hence y=0y=0. But then (E3) fails.

All together, we've identified 5 possible locations of extrema.

  • f(0,0)=0f(0,0)=0

  • f(51025,11025)=51025f\left(\sqrt{\frac{5}{{10-2\sqrt 5}}},\frac{1}{\sqrt{10-2\sqrt 5}}\right) = \frac{\sqrt 5}{10-2\sqrt 5}

  • f(51025,11025)=51025f\left(\sqrt{\frac{5}{{10-2\sqrt 5}}},-\frac{1}{\sqrt{10-2\sqrt 5}}\right)= -\frac{\sqrt 5}{10-2\sqrt 5}

  • f(510+25,110+25)=510+25f\left(\sqrt{\frac{5}{{10+2\sqrt 5}}},\frac{1}{\sqrt{10+2\sqrt 5}}\right)= \frac{\sqrt 5}{10+2\sqrt 5}

  • f(510+25,110+25)=510+25f\left(\sqrt{\frac{5}{{10+2\sqrt 5}}},-\frac{1}{\sqrt{10+2\sqrt 5}}\right)=- \frac{\sqrt 5}{10+2\sqrt 5}

The largest and smallest of these are 51025\frac{\sqrt5}{10-2\sqrt5} and 51025\frac{-\sqrt5}{10-2\sqrt5}, respectively.

Q10Stage 2Past exam · M200 2016D

The temperature in the plane is given by T(x,y)=ey(x2+y2)T(x,y) = e^y\big(x^2+y^2\big).

    1. Give the system of equations that must be solved in order to find the warmest and coolest point on the circle x2+y2=100x^2+y^2=100 by the method of Lagrange multipliers.

    2. Find the warmest and coolest points on the circle by solving that system.

    1. Give the system of equations that must be solved in order to find the critical points of T(x,y)T(x,y).

    2. Find the critical points by solving that system.

  1. Find the coolest point on the solid disc x2+y2100x^2+y^2\le 100.

Hint

You can check your answer from (a) by using a method other than Lagrange multipliers.

Answer

(a) (i)

2xey=λ(2x)ey(x2+y2+2y)=λ(2y)x2+y2=100\begin{align*} 2x\,e^y &=\la (2x) \\ e^y\big(x^2+y^2+2y\big) &=\la (2y) \\ x^2+y^2&=100 \end{align*}

(a) (ii) The warmest point is (0,10)(0,10) and the coolest point is (0,10)(0,-10).

(b) (i)

2xey=0ey(x2+y2+2y)=0\begin{align*} 2x\,e^y &=0 \\ e^y\big(x^2+y^2+2y\big) &=0 \end{align*}

(b) (ii) (0,0)(0,0) and (0,2)(0,-2)

(c) (0,0)(0,0)

Full solution

By way of preparation, we have

Tx(x,y)=2xeyTy(x,y)=ey(x2+y2+2y)\begin{align*} \pdiff{T}{x}(x,y) = 2x\,e^y\qquad \pdiff{T}{y}(x,y) = e^y\big(x^2+y^2+2y\big) \end{align*}

(a) (i) For this problem the objective function is T(x,y)=ey(x2+y2)T(x,y) = e^y\big(x^2+y^2\big) and the constraint function is g(x,y)=x2+y2100g(x,y)=x^2 + y^2 - 100. According to the method of Lagrange multipliers, Theorem 16.3.2 in the text, we need to find all solutions to

Tx=λgx2xey=λ(2x)Ty=λgyey(x2+y2+2y)=λ(2y)g(x,y)=100x2+y2=100\begin{align*} T_x &=\la g_x & 2x\,e^y &=\la (2x) \tag{E1}\\ T_y &= \la g_y & e^y\big(x^2+y^2+2y\big) &=\la (2y) \tag{E2}\\ g(x,y)&=100 & x^2+y^2&=100 \tag{E3} \end{align*}

(a) (ii)

  • If gx0g_x \neq 0 and gy0g_y \neq 0, then (E1) λ=ey\la = e^y and (E2) λ=ey(x2+y2+2y)2y\la = \frac{e^y(x^2+y^2+2y)}{2y}.

    ey=ey(x2+y2+2y)2y2y=x2+y2+2y0=x2+y2\begin{align*} e^y&= \frac{e^y(x^2+y^2+2y)}{2y}\\ 2y&=x^2+y^2+2y\\ 0&=x^2+y^2 \end{align*}

    but this conflicts with (E3). So gx0g_x \neq 0 and gy0g_y \neq 0 doesn't lead to any solutions.

  • If gx=0g_x=0, then x=0x=0 and (E1) is true; then we can choose the appropriate λ\la to make (E2) true. From (E3), y=±10y= \pm 10. So (0,±10)(0,\pm10) gives a solution.

  • If gy=0g_y=0, then y=0y=0. By (E2), x=0x=0, which conflicts with (E3).

So the only possible locations of the maximum and minimum of the function TT are (0,10)(0,10) and (0,10)(0,-10). To complete this part of the problem, we only have to compute TT at those points.

point(0,10)(0,10)(0,10)(0,-10)
value of TT100e10100 e^{10}100e10100 e^{-10}
maxmin

Hence the maximum value of T(x,y)=ey(x2+y2)T(x,y) = e^y\big(x^2+y^2\big) on x2+y2=100x^2 + y^2 = 100 is 100e10100 e^{10} at (0,10)(0,10) and the minimum value is 100e10100 e^{-10} at (0,10)(0,-10).

We remark that, on x2+y2=100x^2+y^2=100, the objective function T(x,y)=ey(x2+y2)=100eyT(x,y) = e^y\big(x^2+y^2\big) = 100 e^y. So of course the maximum value of TT is achieved when yy is a maximum, i.e. when y=10y=10, and the minimum value of TT is achieved when yy is a minimum, i.e. when y=10y=-10.

(b) (i) By definition, the point (x,y)(x,y) is a critical point of T(x,y)T(x,y) if and only if the first order partial derivatives at that point are both zero, or at least one does not exist. The first partial derivatives

Tx=2xeyTy=ey(x2+y2+2y)\begin{align*} T_x &= 2x\,e^y \\ T_y &= e^y\big(x^2+y^2+2y\big) \end{align*}

are well defined everywhere and so the critical points are exactly the point where

Tx=2xey=0Ty=ey(x2+y2+2y)=0\begin{align*} T_x = 2x\,e^y &=0 \tag{E1}\\ T_y = e^y\big(x^2+y^2+2y\big) &=0 \tag{E2} \end{align*}

(b) (ii) Equation (E1) forces x=0x=0. When x=0x=0, equation (E2) reduces to

ey(y2+2y)=0    y(y+2)=0    y=0 or y=2\begin{align*} e^y\big(y^2+2y\big) =0 \iff y(y+2)=0 \iff y=0\text{ or }y=-2 \end{align*}

So there are two critical points, namely (0,0)(0,0) and (0,2)(0,-2).

(c) Note that T(x,y)=ey(x2+y2)0T(x,y) = e^y\big(x^2+y^2\big)\ge 0 on all of R2\bbbr^2. As T(x,y)=0T(x,y)=0 only at (0,0)(0,0), it is obvious that (0,0)(0,0) is the coolest point.

In case you didn't notice that, here is a more conventional solution.

The coolest point on the solid disc x2+y2100x^2+y^2\le 100 must either be on the boundary, x2+y2=100x^2+y^2= 100, of the disc or be in the interior, x2+y2<100x^2+y^2 < 100, of the disc.

In part (a) (ii) we found that the coolest point on the boundary is (0,10)(0,-10), where T=100e10T=100 e^{-10}.

If the coolest point is in the interior, it must be a critical point and so must be either (0,0)(0,0), where T=0T=0, or (0,2)(0,-2), where T=4e2T= 4e^{-2}.

So the coolest point is (0,0)(0,0).

Q11Stage 2

Use the method of Lagrange Multipliers to find the maximum and minimum values of the utility function U=f(x,y)=9x13y23U=f(x,y)=9x^{\frac13}y^{\frac23}, subject to the constraint g(x,y)=3200x+200y=80,000g(x, y) = 3200x+200y=80,00 0, where x0x \ge 0 and y0y \ge 0.

Hint

Since x0x \ge 0 and y0y \ge 0, our constraint function has endpoints (x,y)=(0,400)(x,y)=\left(0,400\right) and (x,y)=(25,0)(x,y)=\left(25,0\right). Absolute extrema will occur at these endpoints or at points that solve the system of Lagrange equations.

Answer

Min 0; max 75210/375\cdot 2^{10/3}

Full solution

Since x0x \ge 0 and y0y \ge 0, our constraint function has endpoints (x,y)=(0,400)(x,y)=\left(0,400\right) and (x,y)=(25,0)(x,y)=\left(25,0\right). Absolute extrema will occur at these endpoints or at points that solve the system of Lagrange equations.

fx=λgx3x23y23=3200λfy=λgy6x13y13=200λg(x,y)=80,0003200x+200y=80,000\begin{align*} f_x&=\lambda g_x & 3x^{-\frac23}y^{\frac23}&=3200 \la\tag{E1}\\ f_y&=\lambda g_y & 6x^{\frac13}y^{-\frac13}&= 200\la \tag{E2}\\ g(x,y)&=80,000 & 3200x+200y&=80,00 0\tag{E3} \end{align*}

Since gxg_x and gyg_y are always nonzero, we only have one of our usual three cases.

3x23y2313200=6x13y131200x23y23=32x13y13y13y23=32x13x23y=32x3200x+200(32x)=80,000x=253y=25323=8003\begin{align*} 3x^{-\frac23}y^{\frac23}\cdot\frac{1}{3200}&=6x^{\frac13}y^{-\frac13}\cdot\frac1{200}\\ x^{-\frac23}y^{\frac23}&=32x^{\frac13}y^{-\frac13}\\ y^{\frac13}y^{\frac23}&=32x^{\frac13}x^{\frac23} \\y&=32x\\ 3200x+200(32x)&=80,000\\ x&=\frac{25}{3}\\ y&=\frac{25\cdot 32}{3}=\frac{800}{3} \end{align*}

Now we compare our three points of interest.

point(0,400)(0,400)(25,0)(25,0)(253,8003)\left(\frac{25}{3},\frac{800}{3}\right)
f(x,y)f(x,y)0075210/375\cdot 2^{10/3}
minminmax

Stage 3 · Application

Q12Stage 3Past exam · M200 2000A

Suppose that aa and bb are both greater than zero and let TT be the triangle bounded by the line ax+by=1ax+by=1 and the two axes. Use the method of Lagrange multipliers to find the smallest possible area of TT if the line ax+by=1ax + by = 1 is required to pass through the point (1,2)(1, 2).

Hint

The constraint tells you a+2b=1a+2b=1. So, your variables are aa and bb.

Answer

44

Full solution

The constraint tells us

g(a,b)=a+2b=1g(a,b)=a+2b=1

The triangle formed is a right triangle with area 12bh\frac12bh. Its base and height are the two intercepts of the line. That is, its base is 1a\frac1a, and its height is 1b\frac1b. So, the area (which we want to minimize) is

f(x,y)=121a1bf(x,y)=\frac12\cdot\frac1a\cdot\frac1b

Figure from prac_s2.5, line 2

Figure from prac_s2.5, line 2

By choosing lines with slopes close to 0, or large negative slopes, we can make triangles with arbitrarily large area. So the absolute minimum will occur somewhere in between at a local minimum value. So we can find the absolute minimum using the method of Lagrange multipliers.

fa=λga12a2b=λ(1)fb=λgb12ab2=λ(2)\begin{align*} f_a&=\lambda g_a & -\frac{1}{2a^2b}&=\lambda(1)\tag{E1}\\ f_b&=\lambda g_b & -\frac{1}{2ab^2}&=\lambda(2)\tag{E1} \end{align*}

Since gag_a and gbg_b can't be 0, we have only one of our usual three cases.

12a2b=1212ab21a=12ba=2b\begin{align*}-\frac{1}{2a^2b}&=-\frac12\cdot\frac{1}{2ab^2}\\ \frac{1}{a}&=\frac{1}{2b}\\ a&=2b\end{align*}

Using our constraint,

2b+2b=1b=14a=12\begin{align*}2b+2b&=1\\ b&=\frac14\\ a&=\frac12\end{align*}

So the minimum area is achieved by the line 12x+14y=1\frac12x+\frac14y=1. That area is 1242=4\frac12\cdot4\cdot2=4.

Q13Stage 3

Find aa and bb so that the area πab\pi ab of an ellipse x2a2+y2b2=1\frac{x^2}{a^2}+\frac{y^2}{b^2}=1 passing through the point (1,2)(1,2) is as small as possible.

(We assume a,ba,b are positive.)

Hint

The ellipse x2a2+y2b2=1\frac{x^2}{a^2}+\frac{y^2}{b^2}=1 passes through the point (1,2)(1,2) if and only if 1a2+4b2=1\frac{1}{a^2}+\frac{4}{b^2}=1.

Answer

a=b=5a=b=\sqrt{5}

Full solution

The ellipse x2a2+y2b2=1\frac{x^2}{a^2}+\frac{y^2}{b^2}=1 passes through the point (1,2)(1,2) if and only if 1a2+4b2=1\frac{1}{a^2}+\frac{4}{b^2}=1. We are to minimize

f(a,b)=πabf(a,b)=\pi ab

subject to the constraint that

g(a,b)=1a2+4b21=0.g(a,b) = \frac{1}{a^2}+\frac{4}{b^2} -1=0.

We can imagine ellipses centred at the origin passing through (1,2)(1,2) of arbitrarily large size.

Figure from prac_s2.5, line 2

Figure from prac_s2.5, line 2

For large values of aa (and corresponding values of bb approaching 2), we have a large area. Similarly, for large values of bb (and corresponding values of aa approaching 2), we have a large area. So there's no absolute maximum, but there is a “sweet spot" where aa and bb are both not too large and we have a global minimum. It will also be a local minimum.

According to the method of Lagrange multipliers, we need to find all solutions to the system:

fa=λgaπb=2λa3fb=λgbπa=8λb3g(a,b)=01a2+4b2=1\begin{alignat*}{7} f_a &=\la g_a & \pi b &= -\frac{2\la}{a^3} \tag{E1} \\ f_b &=\la g_b &\pi a &= - \frac{8\la}{b^3} \tag{E2} \\ g(a,b)&=0 & \frac{1}{a^2}+\frac{4}{b^2}&=1 \tag{E3} \end{alignat*}
  • If ga0g_a \neq 0 and gb0g_b \neq 0, then (E1) λ=πa3b2\la = -\frac{\pi a^3 b}{2} and (E2) λ=πab38\la = -\frac{\pi a b^3}{8}.

    πa3b2=πab384a3b=ab34a3bab3=0ab(4a2b2)=0\begin{align*}-\frac{\pi a^3 b}{2}&= -\frac{\pi a b^3}{8}\\ 4 a^3 b&= a b^3\\ 4 a^3 b-ab^3&= 0\\ ab(4a^2-b^2)&=0\end{align*}

    This last equation has solutions a=0a=0, b=0b=0, and 4a2=b24a^2 = b^2. The first two aren't in our model domain, since aa and bb are positive. In the third case:

    1=1a2+44a2=1a2+1a2=2a2\begin{align*}1&=\frac{1}{a^2}+\frac{4}{4a^2}\\ &=\frac{1}{a^2}+\frac{1}{a^2} = \frac{2}{a^2}\end{align*}

    Remember a>0a>0 and b>0b>0.

    a=2b2=4a2=42b=22\begin{align*}a&=\sqrt 2\\ b^2&=4a^2=4\cdot 2\\ b&=2\sqrt 2\end{align*}
  • If ga=0g_a = 0 or gb=0g_b=0, then the constraint fails.

So, the only possible location of a local extremum is a=2a=\sqrt 2, b=22b=2\sqrt 2. This is the location of our absolute minimum.

Q14Stage 3Past exam · M200 2006A

Use the method of Lagrange multipliers to find the radius of the base and the height of a right circular cylinder of maximum volume which can be fit inside the unit sphere x2+y2+z2=1x^2 + y^2 + z^2 = 1.

Hint

You may choose your coordinate system so the cylinder is oriented vertically along the zz-axis. Then you can write the volume of the cylinder as a function of two variables.

Answer

radius=23\text{radius}=\sqrt{\frac{2}{3}} and height=23\text{height}=\frac{2}{\sqrt{3}}.

Full solution

Let rr and hh denote the radius and height, respectively, of the cylinder. We can always choose our coordinate system so that the axis of the cylinder is parallel to the zz–axis.

  • If the axis of the cylinder does not lie exactly on the zz–axis, we can enlarge the cylinder sideways. (See the figure on the left below. It shows the y=0y=0 cross–section of the cylinder.) So we can assume that the axis of the cylinder lies on the zz–axis

  • If the top and/or the bottom of the cylinder does not touch the sphere x2+y2+z2=1x^2+y^2+z^2=1, we can enlarge the cylinder vertically. (See the central figure below.)

  • So we may assume that the cylinder is

    { (x,y,z)  x2+y2r2, h/2zh/2 }\begin{equation*} \Set{(x,y,z)}{x^2+y^2\le r^2,\ -h/2\le z\le h/2} \end{equation*}

    with r2+(h/2)2=1r^2+(h/2)^2=1. See the figure on the right below.

Figure from prac_s2.5, line 1166

Figure from prac_s2.5, line 1166

Figure from prac_s2.5, line 1166

Figure from prac_s2.5, line 1166

Figure from prac_s2.5, line 1166

Figure from prac_s2.5, line 1166

So we are to maximize the volume, f(r,h)=πr2hf(r,h) = \pi r^2 h, of the cylinder subject to the constraint g(r,h)=r2+h241=0g(r,h) = r^2+ \frac{h^2}{4} -1=0. According to the method of Lagrange multipliers, we need to find all solutions to

fr=gr2πrh=2λrfh=ghπr2=λh2g(r,h)=1r2+h24=1\begin{align*} f_r &=g_r & 2\pi r h &=2 \la r \tag{E1} \\ f_h &= g_h & \pi r^2 &= \la \frac{h}{2} \tag{E2} \\ g(r,h)&=1& r^2+ \frac{h^2}{4}&=1 \tag{E3} \end{align*}
  • If gr0g_r \neq 0 and gh0g_h \neq 0, then (E1) gives us λ=2πrh2r=πh\la = \frac{2\pi rh}{2r} = \pi h and (E2) gives us λ=πr2h/2=2πr2h\la = \frac{\pi r^2}{h/2} = \frac{2\pi r^2}{h}.

    πh=2πr2hh22=r2\begin{align*}\pi h &= \frac{2\pi r^2}{h}\\ \frac{h^2}{2}&= r^2\end{align*}

    Now from (E3):

    1=r2+h24=h22+h24=34h2h2=43\begin{align*}1&=r^2+\frac{h^2}{4} = \frac{h^2}{2}+\frac{h^2}{4}\\ &=\frac{3}{4}h^2\\ h^2&=\frac43\end{align*}

    Since hh and rr are nonnegative,

    h=23r=h22=h2=23\begin{align*}h&=\frac{2}{\sqrt 3}\\ r&=\sqrt{\frac{h^2}{2}} = \frac{h}{\sqrt 2} = \sqrt{\frac{2}{3}}\end{align*}

    So one point to check is r=23r = \sqrt{\frac{2}{3}}, h=23h=\frac{2}{\sqrt 3}.

  • If gr=0g_r=0, then r=0r=0. Then (E1) is true for any λ\lambda and any rr. From (E2), h=0h=0. But then (E3) fails.

  • If gh=0g_h=0, then h=0h=0. From (E2), r=0r=0. But then (E3) fails.

So the only solution to all three equations with r>0r>0 and h>0h>0 is r=23r = \sqrt{\frac{2}{3}}, h=23h=\frac{2}{\sqrt 3}. Since we restricted our domain to non-negative values of rr and hh, the points with r=0r=0 or with h=0h=0 are “endpoints" of the region we're considering. At these points, our volume is 0, so they give us the global minimum value over our model domain.

So, r=23r = \sqrt{\frac{2}{3}}, h=23h=\frac{2}{\sqrt 3} give the cylinder with maximum volume.

Q15Stage 3

A rectangular box needs the following properties:

  • 72 cubic centimetre volume,

  • width twice its length, and

  • minimum surface area.

What are the dimensions of the box?

Figure from prac_s2.5, line 1

Figure from prac_s2.5, line 1

Use Lagrange multipliers to solve.

Hint

The volume is your constraint function.

Answer

3×6×43 \times 6 \times 4

Full solution

The function we want to minimize is surface area, so this is our objective function:

f(x,y)=2(2xx)+2(2xy)+2(xy)=4x2+6xyf(x,y)=2(2x\cdot x)+2(2x\cdot y)+2(x\cdot y)=4x^2+6xy

Our constraint is that the volume must be 72 cubic centimetres.

g(x,y)=x2xy=2x2y=72g(x,y)=x\cdot2x\cdot y=2x^2y=72

This is not a closed curve. If we think of yy as a function of xx, then our constraint gives us y=36x2y=\frac{36}{x^2}, x>0x > 0, y>0y > 0. So this curve has domain 0<x0<x. Note that as xx approaches 00, then yy approaches infinity, and vice-versa. (That is: to have a very very short box with fixed volume, the box must be very wide.) Then our objective function goes to infinity as well. So this system has no global maximum, but it does have a global minimum. That global minimum will also be a local minimum, so it will be a solution to the system of Lagrange equations.

fx=λgx8x+6y=λ(4xy)fy=λgy6x=λ(2x2)g(x,y)=722x2y=72\begin{align*} f_x&=\lambda g_x & 8x+6y=\lambda(4xy)\tag{E1}\\ f_y&=\lambda g_y & 6x=\lambda(2x^2)\tag{E2}\\ g(x,y)&=72 & 2x^2y&=72 \tag{E3} \end{align*}
  • If gx0g_x \neq 0 and gy0g_y \neq 0, then (E1) λ=8x+6y4xy=4x+3y2xy\lambda = \frac{8x+6y}{4xy} = \frac{4x+3y}{2xy} and (E2) λ=6x2x2=3x\lambda = \frac{6x}{2x^2} = \frac{3}{x}:

    4x+3y2xy=3x    4x2+3xy=6xy    4x23xy=0    x(4x3y)=0    x=0 or (4x3y)=0\begin{align*} \frac{4x+3y}{2xy}&=\frac{3}{x}\\ \implies 4x^2+3xy&=6xy\\ \implies 4x^2-3xy&=0 &\\ \implies x(4x-3y)&=0 \\\implies x&=0 \text{ or }(4x-3y)=0 \end{align*}

    From (E3), we see x0x \neq 0, so the only point to consider is when 4x=3y4x=3y. Plugging this into our constraint function,

    72=2x2y=2x2(43x)=3x3    27=x3    3=x    y=433=4\begin{align*} 72&=2x^2y = 2x^2\left(\frac43x\right)=3x^3\\ \implies 27 &=x^3\\ \implies 3 &=x\\ \implies y&=\frac43\cdot 3 = 4 \end{align*}

    So the point to consider is (3,4)(3,4).

  • If gx=0g_x = 0, then x=0x=0 or y=0y=0, both of which make (E3) false.

  • If gy=0g_y = 0, then x=0x=0, which makes (E3) false.

So the only point to consider is (3,4)(3,4).

We aren't considering a region with a closed curve bounding it, so we'll need some thought to decide whether this is, in fact, a minimum. Note that our model domain is that xx and yy must both be positive numbers. We see that as xx or yy goes to 0, while the other one stays constant, our surface area function goes to infinity. Similarly as xx or yy goes to infinity, while the other one stays constant, our surface area function goes to infinity. So the function must have a minimum somewhere well away from its “boundaries" near and far from the xx and yy axes.

So, the dimensions of the box with smallest surface area are:
x=3x=3, 2x=62x=6, y=4y=4

Q16Stage 3

Let f(x,y)f(x,y) have continuous partial derivatives. Consider the problem of finding local minima and maxima of f(x,y)f(x,y) on the curve xy=1xy=1.

  • Define g(x,y)=xy1g(x,y) = xy -1. According to the method of Lagrange multipliers, if (x,y)(x,y) is a local minimum or maximum of f(x,y)f(x,y) on the curve xy=1xy=1, then there is a real number λ\la such that

    fx(x,y)=λgx(x,y),fy(x,y)=λgy(x,y),g(x,y)=0\begin{equation*} f_x(x,y) =\la g_x(x,y),\quad f_y(x,y) =\la g_y(x,y), \quad g(x,y)=0 \tag{E1}\end{equation*}
  • On the curve xy=1xy=1, we have y=1xy=\frac{1}{x} and f(x,y)=f(x,1x)f(x,y) =f\big(x,\frac{1}{x}\big). Define F(x)=f(x,1x)F(x)=f\big(x,\frac{1}{x}\big). If x0x\ne 0 is a local minimum or maximum of F(x)F(x), we have that

    F(x)=0\begin{equation*} F'(x)=0 \tag{E2}\end{equation*}

Show that (E1) is equivalent to (E2), in the sense that

there is a λ such that (x,y,λ) obeys (E1)if and only ifx0 obeys (E2) and y=1 ⁣/x.\begin{align*} &\text{there is a }\la\text{ such that }(x,y,\la)\text{ obeys (E1)}\\ &\hskip-0.5in\text{if and only if}\\ &x\ne 0\text{ obeys (E2) and }y=\nicefrac{1}{x}\text{.} \end{align*}
Answer

See the solution.

Full solution

Note that if (x,y)(x,y) obeys g(x,y)=xy1=0g(x,y)=xy-1=0, then xx is necessarily nonzero. So we may assume that x0x\ne 0. Then

There is a λ such that (x,y,λ) obeys (E1)    there is a λ such that fx(x,y)=λgx(x,y),fy(x,y)=λgy(x,y),g(x,y)=0    there is a λ such that fx(x,y)=λy,fy(x,y)=λx,xy=1    there is a λ such that 1yfx(x,y)=1xfy(x,y)=λ,xy=1    1yfx(x,y)=1xfy(x,y),xy=1    xfx( ⁣x,1x)=1xfy( ⁣x,1x),y=1x    F(x)=ddxf( ⁣x,1x)=fx( ⁣x,1x)1x2fy( ⁣x,1x)=0,y=1x\begin{align*} &\text{There is a }\la\text{ such that }(x,y,\la)\text{ obeys (E1)} \\ &\hskip0.2in \iff \text{there is a }\la\text{ such that } f_x(x,y)=\la g_x(x,y),\quad f_y(x,y)=\la g_y(x,y),\quad g(x,y)=0 \\ &\hskip0.2in \iff \text{there is a }\la\text{ such that } f_x(x,y)=\la y,\quad f_y(x,y)=\la x,\quad xy=1 \\ &\hskip0.2in \iff \text{there is a }\la\text{ such that } \frac{1}{y}f_x(x,y)= \frac{1}{x} f_y(x,y)=\la ,\quad xy=1 \\ &\hskip0.2in \iff \frac{1}{y}f_x(x,y)= \frac{1}{x} f_y(x,y) ,\quad xy=1 \\ &\hskip0.2in \iff xf_x\Big(\!x,\frac{1}{x}\Big)= \frac{1}{x} f_y\Big(\!x,\frac{1}{x}\Big) ,\quad y=\frac{1}{x} \\ &\hskip0.2in \iff F'(x) = \diff{}{x} f\Big(\!x,\frac{1}{x}\Big) = f_x\Big(\!x,\frac{1}{x}\Big) -\frac{1}{x^2}f_y\Big(\!x,\frac{1}{x}\Big) =0,\quad y=\frac{1}{x} \end{align*}
Q17Stage 3

Find all absolute extrema of the function

f(x,y)=4x4+y41f(x,y)=\sqrt{4x^4+y^4-1}

subject to the constraint

x3+y3=1x^3+y^3=1
Hint

The surface z=f(x,y)z=f(x,y) is similar to the quadric surface from Example 14.3.2.

Answer

Absolute minimum is 0, achieved at (0,1)(0,1). There is no absolute maximum.

Full solution

Solution 1
Since f(x,y)f(x,y) is the square root of something, its unconstrained absolute minimum is 0, achieved whenever 4x4+y4=14x^4+y^4=1. By choosing xx and/or yy to be large, we see f(x,y)f(x,y) will be large as well. That is, f(x,y)f(x,y) has no unconstrained maximum.

By inspection (“staring at it"), we note the point (0,1)(0,1) satisfies both our constraint and 4x4+y4=14x^4+y^4=1. So the constrained absolute minimum is 0, and this is achieved at (0,1)(0,1). Since xx and yy can have arbitrarily large absolute values and still satisfy x3+y3=1x^3+y^3=1, we see that f(x,y)f(x,y) has no constrained minimum.

Solution 2
First, let's consider temporarily replacing f(x,y)f(x,y) with

h(x,y)=4x4+y41h(x,y) = 4x^4+y^4-1

When h(x,y)h(x,y) is large, then f(x,y)f(x,y) is large; when h(x,y)h(x,y) is small and positive, then f(x,y)f(x,y) is small. So the extrema of f(x,y)f(x,y) should occur at extrema of h(x,y)h(x,y) or at points where h(x,y)=0h(x,y)=0.

The benefit of this replacement is that hh is much easier to differentiate. Let's use the method of Lagrange multipliers. First, we differentiate.

hx=16x3gx=3x2hy=4x3gy=3y2\begin{align*}h_x&=16x^3 & g_x&=3x^2\\ h_y&=4x^3 & g_y&=3y^2\end{align*}

So, we solve

16x3=λ3x2    x=0 or λ=163x4y3=λ3y2    y=0 or λ=43y\begin{align*}16x^3&=\la \cdot 3x^2 &\implies x&=0 &\text{ or }\quad \la&=\frac{16}{3}x\\ 4y^3&=\la\cdot 3y^2 &\implies y&=0 &\text{ or }\quad \la&=\frac{4}{3}y\end{align*}
  1. If x=0x=0, then from x3+y3=1x^3+y^3=1, we require y=1y=1. So the point (0,1)(0,1) is a point to check.

    h(0,1)=0h(0,1)=0
  2. If y=0y=0, then from x3+y3=1x^3+y^3=1, we require x=1x=1. So the point (1,0)(1,0) is a point to check.

    h(1,0)=3h(1,0)=3
  3. If neither x=0x=0 nor y=0y=0, then λ=163x=43y\la = \frac{16}{3}x=\frac{4}{3}y, so y=4xy=4x. Then from our constraint,

    x3+y3=1x3+(4x)3=165x3=1x=1653y=4x=4653\begin{align*} x^3+y^3&=1\\ x^3+(4x)^3&=1\\ 65x^3&=1\\ x&=\frac1{\sqrt[3]{65}}\\ y&=4x=\frac{4}{\sqrt[3]{65}} \end{align*}

    So, (1653,4653)\left(\frac{1}{\sqrt[3]{65}},\frac4{\sqrt[3]{65}} \right) is a point to check.

    h(1653,4653)=4(1653)4+(4653)41=4+44654/31=4(1+43)(1+43)4/31=4(1+43)1/31<4(43)1/31=0\begin{align*} h\left(\frac{1}{\sqrt[3]{65}},\frac4{\sqrt[3]{65}} \right)&=4\left(\frac{1}{\sqrt[3]{65}}\right)^4+\left(\frac{4}{\sqrt[3]{65}}\right)^4-1\\ &=\frac{4+4^4}{65^{4/3}}-1\\ &=\frac{4(1+4^3)}{(1+4^3)^{4/3}}-1\\ &=\frac{4}{(1+4^3)^{1/3}}-1\\ &<\frac{4}{\left(4^3\right)^{1/3}}-1=0 \end{align*}

    So the point (1653,4653)\left(\frac{1}{\sqrt[3]{65}},\frac4{\sqrt[3]{65}} \right) is not in the domain of f(x,y)f(x,y).

Since f(x,y)f(x,y) can never be less than 0, and f(0,1)=0f(0,1)=0, we see that this the absolute minimum subject to the constraint.

If g(x,y)=1g(x,y)=1 were a closed curve, such as an ellipse, then we would be guaranteed that a constrained absolute maximum existed, and then that constrained absolute maximum would occur at a point identified above: by process of elimination, (1,0)(1,0). However, g(x,y)=1g(x,y)=1 is not a closed curve. For any value of xx, g(x,y)=1g(x,y)=1 has a solution. That means our constraint contains arbitrarily large values of xx. Huge values of xx will lead to huge values of f(x,y)f(x,y), so there is no constrained absolute maximum.

Q18Stage 3

Find all absolute extrema of the function

f(x,y)=x+yf(x,y)=x+y

subject to the constraint

x2=1+y2x^2=1+y^2
Hint

No great amount of computation is needed

Answer

There are none.

Full solution

Both the objective and constraint functions are fairly straightforward to understand.

  • If xx and yy are both large and positive, then f(x,y)f(x,y) is large and positive; if xx and yy are both large and negative, then f(x,y)f(x,y) is large and negative.

  • If y|y| is large, then x=1+y2|x| = \sqrt{1+y^2} is large as well.

So if we take yy to be arbitrarily large and positive, and xx to be (positive) 1+y2\sqrt{1+y^2}, then f(x,y)=x+y>yf(x,y)=x+y > y is arbitrarily large.

Similarly, if we take yy to be arbitrarily large and negative, and xx to be 1+y2- \sqrt{1+y^2}, then f(x,y)=x+y<yf(x,y)=x+y <y is arbitrarily large and negative.

So, there are no absolute extrema of f(x,y)f(x,y) subject to the constraint x2=1+y2x^2=1+y^2.

Q19Stage 3
f(x,y)=x1+(xy)2f(x,y) = \frac{x}{1+(xy)^2}
  1. Find all absolute extrema of f(x,y)f(x,y).

  2. Does the line y=xy=x describe a closed curve?

  3. Find all absolute extrema of f(x,y)f(x,y) subject to the constraint y=xy=x.

Hint

Although f(x,y)f(x,y) is unbounded, and x=yx=y is not a closed curve, there are indeed absolute extrema of f(x,y)f(x,y) subject to x=yx=y. To find them, remember last semester's methods for finding extrema of functions of a single variable.

Answer
  1. There are none

  2. No

  3. The absolute maximum of f(x,y)f(x,y) constrained to x=yx=y is 33/44\frac{3^{3/4}}{4} and the absolute minimum is 33/44- \frac{3^{3/4}}{4}.

Full solution
  1. Note f(x,0)=xf(x,0) = x, which has no absolute extrema. So f(x,y)f(x,y) has no absolute extrema, either.

  2. The line y=xy=x does not describe a closed curve: it's a line that continues on forever without “looping back" on itself.

  3. The plugging-in method of earlier times fits our functions well, so we won't bother with Lagrange. If x=yx=y, then:

    f(x,x)=x1+x4\begin{align*}f(x,x)&=\frac{x}{1+x^4}\end{align*}

    So, let's consider a function of one variable, call it kk.

    k(x)=x1+x4\begin{align*}k(x)&=\frac{x}{1+x^4}\end{align*}

    To get a feel for k(x)k(x), first note its horizontal asymptotes:

    limkk(x)=limkk(x)=0\begin{align*}\lim_{k \to \infty}k(x) = \lim_{k \to -\infty}k(x) &=0\end{align*}

    (since kk is rational and the degree of its numerator is smaller than the degree of its denominator). So, far away from the origin, k(x)0k(x) \approx 0. Also, we note that k(x)k(x) is defined for all real numbers.

    Figure from prac_s2.5, line 2

    Figure from prac_s2.5, line 2

    Since k(x)k(x) is continuous, even without sketching the rest of its graph, we can already see k(x)k(x) has absolute extrema. These will occur at critical points. So, we differentiate. Using the quotient rule:

    k(x)=(1+x4)(1)x(4x3)(1+x4)2=13x4(1+x4)20=13x4(1+x4)20=13x4x=±134k(134)=1341+13=34134=33/44k(134)=33/44\begin{align*} k'(x)&=\frac{(1+x^4)(1)-x(4x^3)}{(1+x^4)^2}=\frac{1-3x^4}{(1+x^4)^2}\\ 0&=\frac{1-3x^4}{(1+x^4)^2}\\ 0&=1-3x^4\\ x&=\pm\frac1{\sqrt[4]3}\\ k\left(\frac1{\sqrt[4]3}\right)&=\frac{\frac1{\sqrt[4]3}}{1+\frac13} = \frac34\cdot\frac1{\sqrt[4]3} = \frac{3^{3/4}}{4}\\ k\left(-\frac1{\sqrt[4]3}\right)&=- \frac{3^{3/4}}{4} \end{align*}

    The absolute maximum of k(x)k(x) is 33/44\frac{3^{3/4}}{4} and the absolute minimum of k(x)k(x) is 33/44- \frac{3^{3/4}}{4}. That is:

    The absolute maximum of f(x,y)f(x,y) constrained to x=yx=y is 33/44\frac{3^{3/4}}{4} and the absolute minimum of f(x,y)f(x,y) constrained to x=yx=y is 33/44- \frac{3^{3/4}}{4}.

Remark: the purpose of this exercise is to point out that, even when a constraint is not a closed curve, it is still possible for a constrained function to have both an absolute max and an absolute min.

From the UBC Math 100 open textbook project, © Joel Feldman, Andrew Rechnitzer, Elyse Yeager and others. Licensed CC BY-NC-SA 4.0; this HTML adaptation is released under the same licence. Full attribution.