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Maximizing Functions with Lagrange Multipliers

The document contains solutions to four mathematical problems involving optimization using Lagrange multipliers. It covers maximizing the sum of cosines of angles in a triangle, proving an inequality for positive numbers, minimizing the volume of a pyramid formed by a plane in the first octant, and finding the closest point on the intersection of two surfaces to the origin. Each solution includes detailed steps and calculations to arrive at the final results.

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Fyn Taylor
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0% found this document useful (0 votes)
8 views3 pages

Maximizing Functions with Lagrange Multipliers

The document contains solutions to four mathematical problems involving optimization using Lagrange multipliers. It covers maximizing the sum of cosines of angles in a triangle, proving an inequality for positive numbers, minimizing the volume of a pyramid formed by a plane in the first octant, and finding the closest point on the intersection of two surfaces to the origin. Each solution includes detailed steps and calculations to arrive at the final results.

Uploaded by

Fyn Taylor
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Math-200 Tutorial Worksheet 9 Solutions

Q1. The three angles of a triangle are all strictly positive and satisfy the equation x + y + z = π.
Using the method of Lagrange multipliers, maximize the function

f (x, y, z) = cos x + cos y + cos z

subject to the given constraint.

⃗ = λ∇g,
Using ∇f ⃗ with g(x, y, z) = x + y + z − π, gives

⟨− sin x, sin y, sin z⟩ = λ ⟨1, 1, 1⟩

which implies
x = y = z = sin−1 (−λ)
Using the contraint, we can finally have
π
x=y=z=
3
π π π 3
The maximum value of the function is f ( , , ) = .
3 3 3 2

Q2. In this question, by using Lagrange multipliers, we want to show that

3(αβγ)1/3 ≤ α + β + γ (1)

for three positive numbers α, β and γ. The following steps are what you need to do:

(a) Show that for three positive numbers x, y and z such that xyz = 1, the minimum value
of the function f (x, y, z) = x + y + z is 3.
(b) Substituting
α β γ
x= , y= , z= (2)
(αβγ)1/3 (αβγ)1/3 (αβγ)1/3
and using part(a), deduce the result in equation (1).

(a) We have f (x, y, z) = x + y + z and g(x, y, z) = xyz − 1. Now with


⃗ = ⟨1, 1, 1⟩,
∇f ⃗ = ⟨yz, xz, xy⟩
∇g
⃗ = λ∇g
using ∇f ⃗ gives
(i) 1 = λ(yz)
(ii) 1 = λ(xz)
(iii) 1 = λxy, and the constraint

1
(iv) xyz − 1 = 0
Using the value of λ from (i) in (ii), we get x = y. Similarly, we can show that x = z.
Using the contraint in (iv), we get x = 1, implying that y = z = 1. This results in the
point (1, 1, 1). As f (1, 1, 1) = 3, we deduce the required result.
(b) Since we have shown in part(a) that, under the given constraint

f (x, y, z) = x + y + z ≥ 3

Required result then follows by using the substitution as suggested in equation (2).

Q3. Suppose that a plane P given by the equation


x y z
+ + = 1, a, b, and c are non-zero
a b c
passes through the point (2, 1, 2). Find the values of a, b and c for which this plane P cuts
off the smallest volume from the first Octant.

The volume of the pyramid in the first octant formed by the plane can be written as:
1
V (a, b, c) = abc
6
Since the plane passes through (2, 1, 2), we can write
2 1 2
+ + =1
a b c
So, in summary, we want to minimize
1
V (a, b, c) = abc subject to the constraint 2bc + ac + 2ab = abc
6
Using the equation ∇V = λ∇g, we get
bc
= λ(c + 2b − bc)
6
ac
= λ(2c + 2a − ac)
6
ab
= λ(2b + a − ab)
6
These further gives:
abc
= λ(ac + 2ab − abc)
6
abc
= λ(2bc + 2ab − abc)
6
abc
= λ(2bc + ac − abc)
6
Comparing the first two, and, the first and the last, respectively, give

λac = 2λbc and 2λab = 2λbc

2
These result in the equations

ac = 2bc and ab = bc

Implying that a = 2b = c. Using the constraint equation, we then get


2 2 2
+ + =1 ⇒ a=6
a a a
giving b = 3 and c = 6. Equation of the required plane then is:
x y z
+ + =1 or x + 2y + z = 6
6 3 6

Q4. Find the point on the curve of intersection of the surfaces x + y + z = 1 and z 2 = 2x2 + 2y 2
that is closest to the origin.

Let f (x, y, z) = x2 + y 2 + z 2 be the square of the distance from the origin. Then using
the equation
∇f = λ∇g + µ∇h
we can write
2x = λ + 4xµ, 2y = λ + 4yµ, and 2z = λ − 2zµ
These give
λ = 2x(1 − 2µ), λ = 2y(1 − 2µ), λ = 2z(1 + 2µ)
From this we can write
1
x=y or µ=
2
2 2
CASE-1: x = y ⇒ z = 4x ⇒ z = ±2x. From x + y + z = 1 we then get x + x + 2x = 1
1 1 1
or x + x − 2x = 1 (impossible). Therefore, x = ⇒ y = and z = resulting in the point
4 4 2
1 1 1
( , , ).
4 4 2
1
CASE-2: µ = ⇒ λ = 0 ⇒ 0 = 2z(1 + 1) ⇒ z = 0. Then 2x2 + 2y 2 =
2
0 ⇒ x = y = 0. But the origin (0, 0, 0) fails to satisfy the first constraint x + y + z = 1.
1 1 1
Therefore, the point ( , , ) on the curve of intersection is closest to the origin.
4 4 2

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