Brian Streit

Math 2451

Section 3.4 Selected Solutions

2. Let f (x; y) = x y and g(x; y) = x2 y 2 . We shall …nd the extrema of

f subject to L2 (g). We compute

rf (x; y) = (1; 1)

and
rg(x; y) = (2x; 2y):
Now, the Lagrange multiplier method tells us to consider

rf = rg:

This is equivalent to the system

1 = 2x
:
1= 2y

Adding these two equations gives us

0 = 2 (x y):

So = 0 or x = y. If = 0 then from the …rst equation in our system we get

1 = 0, which is nonsense, so 6= 0. If x = y then using L2 (g) we see that

x2 x2 = 0 = 2;

which is nonsense, so x 6= y. We conclude that there is no extrema of f subject

to x2 y 2 = 2:

4. Let f (x; y; z) = x + y + z, g1 (x; y; z) = x2 y 2 , and g2 (x; y; z) = 2x + z.

We shall …nd the extrema of f subject to L1 (g1 ) and L1 (g2 ). We compute

rf (x; y; z) = (1; 1; 1);

rg1 (x; y; z) = (2x; 2y; 0);

and
rg2 (x; y; z) = (2; 0; 1):
Now, the two constraint version of the Lagrange multiplier method tells us to
consider
rf = 1 rg1 + 2 rg2 :

1
This is equivalent to the system
8
< 1 = 1 2x + 2 2
1= 1 2y :
:
1= 2

Since 1 = 2 , we use this in the …rst equation to get 1 = 2 1 x. Adding this

to the second equation gives us 0 = 2 1 (x y). So 1 = 0 or x = y. If 1 = 0
then from the second equation we get 1 = 0 so 1 6= 0. If x = y then L1 (g1 )
gives us x2 x2 = 0 = 1 so x 6= y. We conclude that there is no extrema of f
subject to x2 y 2 = 1 and 2x + z = 1.

6. Let f (x; y) = x2 + y 2 and g(x; y) = y. We shall …nd the extrema of f

subject to L2 (g). We compute

rf (x; y) = (2x; 2y)

and
rg(x; y) = (0; 1):
Now, rf = rg is equivalent to the system

2x = 0
:
2y =

So x = 0 and y = 2 . Substituting these values into L2 (g) gives us 2 = 2 or

= 4. Therefore (0; 2) is our critical point. We see that this is a minimum
since f (0; 2) = 4 < f (x; 2) for any x 6= 0.

8. Given f (x; y) = x2 y 2 and S = f(x; cos x) : x 2 Rg we see that

f (x) = x2 cos2 x gives the values of f on S. We use the methods of single
variable calculus to …nd the extrema of f on S. We see that

f 0 (x) = 2x + 2 cos x sin x = 2x + sin 2x:

We see that f 0 (0) = 0 so x = 0 is a critical point. This is the only critical point
since 2x 6= sin 2x for any x 6= 0. We compute f 00 (x) = 2 + 2 cos 2x and see
that f 00 (0) = 4 > 0 so f (0) = 1 is a minimum for f on S.

14. We recall that equation 4 is

8
< g1 (x1 ;
> ; xn ) = c1
..
> .
:
gk (x1 ; ; xn ) = ck

or gi (x) = ci where x = (x1 ; ; xn ) and 1 i k. Equation 5 is

rf (x0 ) = 1 rg1 (x0 ) + + k rgk (x0 ) :

2
Let =( 1; ; k) and de…ne h : Rn+k ! R by
k
X
h (x1 ; ; xn ; 1; ; k ) = h (x; ) = f (x) i [gi (x) ci ] :
i=1

Observe that the critical points of h are the (x; ) such that rh (x; ) = 0. We
compute

@h @h @h @h
rh (x; ) = ; ; ; ; ;
@x1 @xn @ 1 @ k
k
X k
X
@f @gi @f @gi
= ( (x) i (x) ; : : : ; (x) i (x) ;
@x1 i=1
@x1 @xn i=1
@xn
g1 (x1 ; ; xn ) c1 ; ; gk (x1 ; ; xn ) ck )
= (rf (x) 1 rg1 (x) + + k rgk (x) ; g1 (x1 ; ; xn ) c1 ; ;
gk (x1 ; ; xn ) ck ):

Therefore, our critical points (x; ) are such that

rf (x) 1 rg1 (x) + + k rgk (x) = 0

and
gi (x) ci = 0 for 1 i k:
We conclude that (x; ) is a critical point if and only if x; satisfy equations 4
and 5.

23. (a) Since A is such that aij = aji then let

2 3
a11 a12 a13
A = 4 a12 a22 a23 5
a13 a23 a33

so that
2 32 3 2 3
a11 a12 a13 x a11 x + a12 y + a13 z
Ax = 4 a12 a22 a23 5 4 y 5 = 4 a12 x + a22 y + a23 z 5
a13 a23 a33 z a13 x + a23 y + a33 z

and

(Ax) x = (a11 x + a12 y + a13 z) x + (a12 x + a22 y + a23 z) y

+ (a13 x + a23 y + a33 z) z
= a11 x2 + a12 xy + a13 xz + a12 xy + a22 y 2 + a23 yz
+a13 xz + a23 yz + a33 z 2
= a11 x2 + a22 y 2 + a33 z 2 + 2a12 xy + 2a13 xz + 2a23 yz:

3
Thus
1 1
f (x) = (Ax) x = a11 x2 + a22 y 2 + a33 z 2 + a12 xy + a13 xz + a23 yz:
2 2
We compute

rf (x) = (a11 x + a12 y + a13 z; a12 x + a22 y + a23 z; a13 x + a23 y + a33 z) = Ax.

(b) Let S be de…ned by the constraint function g (x) = x2 + y 2 + z 2 1.

Since g (x0 ) = 2x0 6= 0 for x0 2 S, theorem 9 applies and we conclude that

rf (x0 ) = rg (x0 )

for some 6= 0 and x0 2 S. But rg (x) = 2x and rf (x) = Ax. So

Ax0 = x0

where = 2 6= 0 and x0 2 S. That is, x0 is an eigenvector of A with associated

eigenvalue .
(c) Let
B = (x; y; z) 2 R3 : x2 + y 2 + z 2 1 R3
and observe f : B ! R since is it is a composition of continuous functions. Now,
B is closed and bounded so, by theorem 7 in section 3.3, f assumes its absolute
maximum and minimum values at some points in B. Let B = U [ @B where

U = (x; y; z) 2 R3 : x2 + y 2 + z 2 < 1 :

Since rf (x) = Ax, we see the critical points of f on U are such that Ax = 0
and that f = 0 on these critical points. Now, from part (b) We see that the
critical points of f on @B are eigenvectors of A. So, if x is a critical point on
@B then
1 2
f (x) = (Ax) x = x x = kxk =
2 2 2 2
since x 2 @B implies kxk = 1. Let M denote the largest eigenvalue and m
the smallest. Since the maximum and minimum of f must occur at critical
points, we conclude that the minimum of f on B is 2m and the maximum is
2 .
M

24. 2 3
a11 a12 a13
A = 4 a21 a22 a23 5
a31 a32 a33
so that
2 32 3 2 3
a11 a12 a13 x xa11 + ya12 + za13
Ax = 4 a21 a22 a23 5 4 y 5 = 4 xa21 + ya22 + za23 5
a31 a32 a33 z xa31 + ya32 + za33

4
and
1 1
(Ax) x = [(xa11 + ya12 + za13 ) x + (xa21 + ya22 + za23 ) y
2 2
+ (xa31 + ya32 + za33 ) z]
1 2
= [x a11 + y 2 a22 + z 2 a33 + xya12 + xya21 + xza13
2
+xza31 + yza23 + yza32 ]:

Then
1
rf (x) = (2xa11 + ya12 + za13 ; 2ya22 + xa12 + za23 ; 2a33 + xa13 + ya23 ) :
2
(b) Since rf (x) 6= Ax we cannot conclude existence of eigenvalues and eigen-
vectors as in problem 23.