|.' LagrangeMultipliers
i'
As we saw in section 12.8, we sometimesneed to find the extreme values
of
a function whose domain is constrained to lie within some particular subset of
the plane-a disk, for example, or a closed triangular region. But, as Fig. 12.5g
suggests,a function may be subjectto other kinds of constraintsas well.
Free maximum
In this section, we explore a powerful method for finding extreme values of
z=4 9-* 2 -y2 Constrained constrained functions: the method of ktgrange multipliers. Lagrange developed
maximum
the method in 1755 to solve max-min problems in geometry. Today the method is
x + 3 y -1 0 = important in economics, in engineering (where it is used in designing multistage
constraint on rockets, for example), and in mathematics.
x andy
Constrained
Maximaand Minima
EXAMPLE 1 Find the point p (x, y, z) closest to the origin on rhe plane 2x a
y-z-5:0.
solution The problem asks us to find the minimum value of the function
lo F l:W
x : J x 2 + v 2 + it
subject to the constraint that
12.58 The function f (x, y) : 49 - x2 - y2,
subject to the constraint g(x,y) : 2x* j -z-5:0.
x+3y-10 :0.
Since lOFl has a minimum value wherever the tunction
z:2x* y-5,
our problem reducesto one of finding the points (x, y) at which the function
l Ox * 4y:20, 4x * 4y: l Q,
and the solution
5
-t-
J 6
we may apply a geometric argurnent together with the second derivative test to
show that these values minimize h. The z-coordinate of the corresponding point on
12.9 LagrangeMult iplier s 981
th e pl anez:2x * y-5i s
/5\ s 5
z:2lll+
- ;- 5- - -
\31 6 6
Therefore, the point we seek is
. s\
Clo s eps o
t in t : r^ (r,
/ss
a . -O /
The distancefrom P to the origin is 5lJ6 x 2'04. D
EXAMPLE 2 Find the points closest to the origin on the hyperbolic cylinder
x 2 -22-1:0.
Solution 1 The cylinder is shown inFig. 12.59.We seekthe points on the cylinder
12.59 The hyperboliccylinder closest to the origin. These are the points whose coordinatesminimize the value of
x2- 22- 1: 0inE x a m p l e 2 . the function
of thedistance
Square
f(x, y, z) : xz + yz + z2
subject to the constraintthat x2 - zz - 1 : 0. If we regard x and y as independent
variables in the constraint equation, then
z2:x2-l
To find the points on the cylinder whose coordinates minimize /, we look for the
points in the xy-plane whose coordinatesminimize h.The only extremevalue of
ft occurs where
h, :4x - 0 and hy:2Y - 0,
The hJperbolic cylinderx2 - z2 = |
that is, at the point (0, 0). But now we're in trouble-there are no points on the
cylinder where both x and y are zero. What went wrong?
What happenedwas that the first derivative test found (as it should have) the
point ln the domain of h whete ft has a minimum value. we, on the other hand, want
ihe points on the cylinder where h has a minimum value. While the domain of /r is
the entire xy-plane, the domain from which we can select the first two coordinates
o f t hepoi nts(x,y,z) onthecyl i nderi srestri ctedtothe" shadow"oft hecylinder
on the ry-plane; it doesnot include the band betweenthe lines x : -l and x : I
(Fig. 12.60).
We can avoid this problem if we treat y and z as independentvariables (instead
of x and y) and express.x in terms of y and z as
x2:22* 1.
12.60 The regionin the xy-planefrom With this substitution,f (x, y, z) : x2 + y' + z2 becomes
which the first two coordinates of the
points(x,y,z) on the hyperboliccylinder k(y, z) : 722* I) * yz * zz : | + y2 + 2zz
x2 - z2: 1 are selectedexcludes the band
-1 < x < l int hex y -p l a n e . and we look for the points where ft takes on its smallest value. The domain of
982 Chapt er12: M u l ti v a ri a b l eF u n c ti o n sa n d Parti alD eri vati ves
k in the yz-plane now matches the domain from which we select the y- and
z-coordinatesof the points (x, y, z) on the cylinder.Hence,the points that minimize
ft in the plane will have correspondingpoints on the cylinder. The smallestvalues
of k occur where
x 2 : 2 2 *l : 1 , - - - Lt
The conesponding points on the cylinder are (* 1,0,0). We can see from the
inequality
that the points (* 1,0,0) give a minimum value for k. we can also see that the
minimum distance from the origin to a point on the cylinder is 1 unit.
solution 2 Another way to find the points on the cylinder closest to the origin is
" 2_ 2 2 _ l : 0
to imagine a small spherecenteredat the origin expanding like a soap bubble until
x 2+ y 2+ a2- o2=
it just touches the cylinder (Fig. 12.61). At each point of contact, the cylinder and
sphere have the same tangent plane and normal line. Therefore, if the sphere and
cylinder are representedas the level surfacesobtained by setting
V /: l V g'
or
2:2)' , or ,1": 1.
For )" : l, the equation 27 : -2)"2 becomes2z : -Zz. If this equation is to be
satisfiedas well, z must be zero. Since y : 0 also (from the equation2y :0), we
conclude that the points we seek all have coordinates of the form
(-r,0, 0).
What points on the surface x2 - zz : I have coordinates of this form? The points
(x, 0, 0) for which
x2 - :1,
1072 x2 :1, or x : * 1.
The points on the cylinder closestto the origin are the points (* 1,0,0). D
12.9 LagrangeM ult iplier s 983
Multipliers
The Methodof Lagrange
In Solution 2 of Example 2, we solved the problem by the method of Lagrange
multipliers. In generalterms,the methodsaysthat the extremevaluesof a function
: 0 are to be found
f (*, y, z) whosevariablesare subjectto a constraint,g(-r,y, z)
:
on the surf'ace8 0 at the points where
Y1 : )"Vg
Theorem9
Theorem
Gradient
TheOrthogonal
Supposethat /(x, ), z) is differentiablein a region whose interior contains
a smooth curve
C: r : s (t )i+ h (t )i+ f t (/ )k .
If Ps is a point on C where / has a local. maximum or minimuin relative
to its values on C, then V/ is orthogonal to C at Ps.
Proof We show that V.f is orthogonal to the curve's velocity vector at Ps. The
valuesof f on C are given by the composite/(S(t), h(t),k(t)), whosederivative
with respectto t is
d f : a f lg * { 4 ! " { 4 ! :vr.r.
dt 0x dt 3y dt 3z dt
At any point P6 where / has a local maximum or minimum relative to its values
o n the curve,df l dt:0, SO
V ./.v:0. D
By droppingthe z-termsin Theorem9, we obtain a similar result for functions
of two variables.
Corollaryof Theorem 9
At the pointson a smoothcurve r: g(/) i+h(t)i where a differentiable
function f (x, y) takeson its local maxima and minima relative to its values
on the curve,V / . v:0.
f(x' Y) : xY
takeson the ellipse(Fig. 12.62)
.,2
^-2 ,/
T- t:t'
Y i-f x i: 1 * i* ry i,
4
and v- * l
just graze the ellipse, the ones that are tangentto it. At these points, any vector
normal to the hyperbola is normal to the ellipse, so Y f :yi * xj is a m ult iple
(l : + 2) of Yg : (x 14)i + t' j. At the point (2, 1), for example,
EXAMPLE4 f(x, y) :
Findthemaximumandminimumvaluesofthefunction
3x -l 4y on the circle x2 + y2 : 1.
and look for the valuesof x, y, and I that satisfy the equations
V /:),V g : 3i + 4j :2x),i * 2y),j ,
These equationstell us, among other things, that r and y have the same sign. With
thesevaluesfor x and y, the equationg(x, )) :0 gives
z l r2 /.t\2
.(;) -,:0
(;,)
94 g + 16 - 4),2,
so + I' 4),2 : 25, and ), : + :.
aiz u: 2
Thus.
JJ 24
- -l-_ ., - _ - -{--
vf.:3i + 4i: zv8 11 {
'i"
)
3x + 4y : J
The Geometry of the Solution (FiS. 12.6q The level curvesof f (x,y):
3x * 4y are the lines 3r * 4y : c. The farther the lines lie from the origin, the
3x + 4y = - 5
larger the absolutevalue of /. We want to find the extreme values of /(x, y) given
that the point (r,y) also lies on the circle x2 +y2: l. Which lines intersecting
12.64 The functionf(x,y) :3x + 4y takes
on its largestvalueon the unit circle the circle lie farthest from the origin? The lines tangent to the circle. At the points
S(x,y) : x'+ y' - 1 : 0 at the point of tangency, any vector normal to the line is normal to the circle, so the gradient
(315,415)and its smallestvalueat the Y f :3i f 4j i s a mul ti pl e(),: * 512) of the gradi entY g:2"i+2y: . At t he
point (-3l5, -4l5) (Example4). At each of point (3/5 , 4 I 5) , for example,
thesepoints,Vf is a scalarmultipleof
Vg. The figure showsthe gradientsat the vf:3i+ 4i, vs::t+;j, and vf:ttv s
first point but not the second. E
986 Chapt e r1 2 : Mu l ti v a ri a b l eF u n c ti o n sa n d parti alD eri vati ves
f(x,y,z):x2+ y2+ 22
(the square of the distance from (x, y, z) to the origin) subject to the constraints
x- l!*7 :l
z : | -2x
6
^--2
,\L
z: l+J2 .
12.9
Exercises
Two Independent Variableswith One Constraint 11. Use the method of Lagrange multipliers to find the dimensions of
1. Find the pointson the ellipsex2 +2y2: 1 where f (x,y): ay the rectangle of greatestarea that can be inscribed in the ellipse
has its extreme values. x2 116+ y219 :1 with sidesparallel to the coordinateaxes'
2' Find the extreme values of f (r ' y) : ;ry subject to the constraint 12. Find the dimensions of the rectangle of largest perimeter that can
be inscribedin the ellipse x21a2 + y2lb2 :1 with sidesparallel
s(x,y):x2 * Y2- lo: 0.
to the coordinate axes. What is the largest perimeter?
3. Find the maximum value of f (x, y) : 49 - x2 - yz on the line
x * 3 y :10 ( Fie. 12. 58) . 13. Find the maximum and minimum valuesof x2 + y2 subjectto
the constraintx2 - 2x I y2 - 4y :0.
4. Find the local extreme values of f(x,y):r'y on the line
x+Y:3. 14. Find the maximum and minimum values of 3x - y * 6 subject
to the constraintx2 * Y2 :4.
5. Find the points on the curve x!2 : 54 nearestthe origin.
15. The temperatureat a point (x,)) on a metal plate is T(x'y):
6. pind the points on the curve ,ty:2 nearestthe origin. 4x2 - 4xy + y2. An ant on the plate walks around the circle of
7. Use the method of Lagrange multipliers to find radius 5 centered at the origin. What are the highest and lowest
the minimum value of x * y, subject to the constraints temperaturesencounteredby the ant?
a)
xJ:16 ,'r > 0, Y> 0; 16. Your firm has been asked to design a storage tank for liquid
b) the maximum value of ;ry, subject to the constraint petroleum gas. The customer's specificationscall for a cylindrical
x+Y:16 ' iank with hemispherical ends, and the tank is to hold 8000 m3
Comment on the geometry of each solution. of gas. The customer also wants to use the smallest amount of
material possible in building the tank. What radius and height do
8. Find the points on the curve x2 + xy -f y2 :1 in the .ry-plane you recofirmend for the cylindrical portion of the tank?
that are nearest to and farthest from the origin.
with OneConstraint
Variables
ThreeIndependent
9. Find the dimensions of the closed right circular cylindrical can
of smallestsurfacearea whose volume is 16rr cm3- 17. Find the point on the planex * 2y * 3z : 13 closestto the point
(1,1,1).
10. Find the radius and height of the open right circular cylinder of
largest surface area that can be inscribed in a sphereof radius a. 18. Find the point on the spherex2 + y2 * z2 :4 which is farthest
What is the largest surface area? from the point (1, -1, l).