MATH 209

Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
MATH 209Calculus, III
Volker Runde
University of Alberta
Edmonton, Fall 2011
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Maxima and minima with constraints, I
Problem
Find the maximum or minimum of f (x, y) under the constraint
g(x, y) = C.
Geometric intuition
A maximum or minimum occurs if the tangent lines to the level
curves of g and f at (x
0
, y
0
) are parallel, i.e.,
f (x
0
, y
0
) = g(x
0
, y
0
)
for some .
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Maxima and minima with constraints, II
More formally. . .
Suppose that f (x, y, z) has a maximum or minimum value at
P(x
0
, y
0
, z
0
) on the surface S given by g(x, y, z) = C.
Let r(t) = x(t), y(t), z(t) be a curve passing through P, and
let t
0
be such that r(t
0
) = x
0
, y
0
, z
0
. Set
h(t) := f (x(t), y(t), z(t)); then h(t) has a maximum or
minimum at t
0
. Hence:
0 = h

(t
0
)
=
f
x
(x
0
, y
0
, z
0
)x

(t
0
) +
f
y
(x
0
, y
0
, z
0
)y

(t
0
)
+
f
z
(x
0
, y
0
, z
0
)z

(t
0
)
= f (x
0
, y
0
, z
0
) r

(t
0
).
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Maxima and minima with constraints, III
More formally. . . (continued)
This means
f (x
0
, y
0
, z
0
) r

(t
0
)
and thus
f (x
0
, y
0
, z
0
) tangent plane to S at P.
If g(x
0
, y
0
, z
0
) = 0, this means that
f (x
0
, y
0
, z
0
) = g(x
0
, y
0
, z
0
)
for some , a Lagrange multiplier.
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Examples, I
Example
Find the minimum and maximum of
f (x, y) = x
2
+ 2y
2
on the circle line
x
2
+ y
2
= 1.
Set g(x, y) = x
2
+ y
2
, so that
f = 2x, 4y and g = 2x, 2y.
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Examples, II
Example (continued)
Need to nd x, y, and , such that f (x, y) = g(x, y), i.e.,
2x = 2x (1)
4y = 2y (2)
and
x
2
+ y
2
= 1. (3)
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Examples, III
Example (continued)
Case 1: x = 0.
Then (1) implies = 1, so that 4y = 2y by (2), and thus
y = 0. Then (3) yields x = 1.
Thus check (1, 0).
Case 2: x = 0.
By (3), y = 1, and = 2 by (2).
Thus check (0, 1).
We have
f (1, 0) = 1 and f (0, 1) = 2,
i.e., the minimum is 1 attained at (1, 0), and the maximum is
2 attained at (0, 1).
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Examples, IV
Example (continued)
What about the maximum and minimum of f on the disc
x
2
+ y
2
1?
To check on x
2
+ y
2
< 1 nd the stationary points for f . As
f
x
= 2x and f
y
= 4y,
the only stationary point for f is (0, 0).
Thus f (0, 0) = 0 is the absolute minimum, and f (0, 1) = 2 is
the absolute maximum on the disc x
2
+ y
2
1.
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Examples, V
Example
Find the minimum and maximum distance of (0, 0, 1) from the
ellipsoid x
2
+ 2y
2
+ z
2
= 4.
Set
f (x, y, z) =
_
x
2
+ y
2
+ (z 1)
2
x
2
+ y
2
+ (z 1)
2
= (distance of (0, 0, 1) and (x, y, z))
2
and
g(x, y, z) = x
2
+ 2y
2
+ z
2
.
Need to nd x, y, z, and such that
f (x, y, z) = g(x, y, z) and g(x, y, z) = 4.
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Examples, VI
Example (continued)
As
f = 2x, 2y, 2z 2 and g = 2x, 4y, 2z,
this amounts to solving:
2x = 2x, (1)
2y = 4y, (2)
2z 2 = 2z, (3)
x
2
+ 2y
2
+ z
2
= 4. (4)
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Examples, VII
Example (continued)
Case 1: x = 0.
By (1), we have = 1, so that z 1 = z by (3), which is
impossible.
Case 2: x = 0.
Case 2.1: y = 0. By (2), we have =
1
2
. By (3), we have
2z 2 = z, i.e., z = 2. By (4),
0 + 2y
2
+ 4 = 4
and thus y = 0, which is a contradiction.
Case 2.2: y = 0. In this case, (4) yields z
2
= 4, i.e., z = 2.
Check at (0, 0, 2):
f (0, 0, 2) = 1 and f (0, 0, 2) = 9.
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Examples, VIII
Example
Find the maximum and minimum of
f (x, y) = x
2
2xy
under the constraint
g(x, y) :=
1
2
x
2
+
2
3
y
2
= 2.
We have
f = 2x 2y, 2x
and
g =
_
x,
4
3
y
_
.
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Examples, IX
Example (continued)
We need x, y, and satisfying
2x 2y = x, (1)
2x =
4
3
y, (2)
1
2
x
2
+
2
3
y
2
= 2. (3)
Case 1: = 0.
Then (2) yields x = 0, so that y = 0 by (1). This contradicts
(3).
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Examples, X
Example (continued)
Case 2: = 0.
Then (2) yields 2y =
3

. Plugging into (1) gives

_
2 +
3

_
x = x.
Case 2.1: x = 0. Then y = 0 by (1), which contradicts (3).
Case 2.2: x = 0. Then = 2 +
3

, i.e.,
0 =
2
2 3 = ( 1)
2
4.
This means
= 3 or = 1.
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Examples, XI
Example (continued)
Case 2.2.1: = 3. Then (2) yields 2x = 4y, i.e., x = 2y.
Plugging into (3) leads to 2y
2
+
2
3
y
2
= 2, i.e., y
2
=
3
4
, so that
y =

3
2
.
If y =

3
2
, then x =

3. If y =

3
2
, then x =

3.
Test
_

3,

3
2
_
and
_

3,

3
2
_
, and obtain
f
_

3,

3
2
_
= f
_

3,

3
2
_
= 6.
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Examples, XII
Example (continued)
Case 2.2.2: = 1. Then (2) yields 2x =
4
3
y, i.e., x =
2
3
y.
Plugging into (3) leads to
2
9
y
2
+
2
3
y
2
= 2, i.e., y
2
=
9
4
, so that
y =
3
2
.
If y =
3
2
, then x = 1. If y =
3
2
, then x = 1.
Test
_
1,
3
2
_
and
_
1,
3
2
_
, and obtain
f
_
1,
3
2
_
= f
_
1,
3
2
_
= 2.
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Examples, XIII
Example (continued)
What is the maximum and minimum of f on the ellipse
1
2
x
2
+
2
3
y
2
2?
We know it on
1
2
x
2
+
2
3
y
2
= 2.
For
1
2
x
2
+
2
3
y
2
< 2, we use the usual method.
First derivative test:
f
x
= 2x 2y and f
y
= 2x.
Hence, (0, 0) is the only stationary point for f .
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Examples, XIV
Example (continued)
Second derivative test:
f
xx
= 2, f
yy
= 0, and f
xy
= 2.
Then
D = 2 0 (2)
2
= 4,
i.e., f has a saddle at (0, 0).
Hence, all maxima and minima of f on
1
2
x
2
+
2
3
y
2
2 occur
on the boundary of the ellipse.
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Maxima and minima with two constraints
The case of two constraints
Suppose that f (x, y, z) has a maximum or minimum at
(x
0
, y
0
, z
0
) under the constraints g(x, y, z) = C
1
and
h(x, y, z) = C
2
.
If g(x
0
, y
0
, z
0
) and h(x
0
, y
0
, z
0
) are not zero and not
parallel, there are and with
f (x
0
, y
0
, z
0
) = g(x
0
, y
0
, z
0
) + h(x
0
, y
0
, z
0
).
Hence, nd x, y, z, , and with
f (x, y, z) = g(x, y, z) + h(x, y, z),
and check the values of f at (x, y, z).
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Examples, XV
Example
Find the maximum value of
f (x, y, z) = x + 2y + 3z
on the intersection of the plane x y + z = 1 and the cylinder
x
2
+ y
2
= 1.
Set
g(x, y, z) = x
2
+ y
2
and h(x, y, z) := x y + z,
so that
f := 1, 2, 3, g = 2x, 2y, 0,
and h = 1, 1, 1.
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Examples, XVI
Example (continued)
Find x, y, z, , and such that:
1 = 2x + , (1)
2 = 2y 3, (2)
3 = , (3)
x y + z = 1, (4)
x
2
+ y
2
= 1. (5)
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Examples, XVII
Example (continued)
By (3), = 3, and by (1) = 0 and x =
1

.
By (2), y =
5
2
.
Plugging into (5) yields
1

2
+
25
4
2
= 1, i.e.,
2
=
29
4
and thus
=

29
2
.
It follows that
x =
2

29
, y =
5

29
and
z = 1 x + y = 1
7

29
.
MATH 209
Calculus,
III
Volker Runde
Lagrange
multipliers
Two
constraints
Examples, XVIII
Example (continued)
Test f at
_

29
,
5

29
, 1 +
7

29
_
and
_
2

29
,
5

29
, 1
7

29
_
.
The corresponding values of f are

29
+ 2
_

29
_
+ 3
_
1
7

29
_
= 3

29.
The maximum is thus 3 +

29.