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Tutorial 9 Worksheet

This document provides a tutorial on optimizing functions of three variables using Lagrange multipliers, detailing methods for one and two constraints. It includes practice problems with solutions that illustrate how to find maximum and minimum values under given constraints. Additionally, it presents sample quiz problems that require setting up systems of equations for optimization without solving them.

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0% found this document useful (0 votes)
16 views3 pages

Tutorial 9 Worksheet

This document provides a tutorial on optimizing functions of three variables using Lagrange multipliers, detailing methods for one and two constraints. It includes practice problems with solutions that illustrate how to find maximum and minimum values under given constraints. Additionally, it presents sample quiz problems that require setting up systems of equations for optimization without solving them.

Uploaded by

williamwu1122
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

MAT235 Tutorial 9 (Jan.

16 – 19)
1. Mini-lesson
To optimize a function f (x, y, z) subject to one constraint g(x, y, z) = c, we solve the system ∇f = λ∇g and
the constraint:
fx = λgx ,
fy = λgy ,
fz = λgz ,
g(x, y, z) = c.
For a function of three variables f (x, y, z), we can also optimize subject to two constraints g(x, y, z) = c and
h(x, y, z) = k by solving the system determined by the constraints, plus the equation ∇f = λ∇g + µ∇h:
fx = λgx + µhx ,
fy = λgy + µhy ,
fz = λgz + µhz ,
g(x, y, z) = c,
h(x, y, z) = k.
In both cases, we are typically only concerned with finding x, y and z, and we don’t necessarily need to find
the value of the Lagrange multipliers λ and µ (although this may be helpful as an intermediate step).

2. Practice problems
(1) Let f (x, y, z) = x + y.
(a) Use Lagrange multipliers to find the maximum of f subject to the constraint g(x, y, z) = 1 where
g(x, y, z) = x2 + y 2 + z 2 .
(b) Suppose we add a second constraint, x = 0. Use Lagrange multipliers with two constraints to find
the maximum of f subject to both constraints x = 0 and g(x, y, z) = 1.
(c) What happens to the maximum value? Does this make sense?
Answer: (a) Using ∇f = λ∇g together with the constraint, we get the system of equation
1 = λ2x,
1 = λ2y,
0 = λ2z,
x2 + y 2 + z 2 = 1.
Observe that λ ̸= 0 (since otherwise the first equation implies 1 = 0), and so by the third equation
we must have z = 0. Now, the first and second equations yield
1 1
x= , y= .
2λ 2λ
Plugging these into the fourth equation and simplifying gives 2λ1 2 = 1, and so λ2 = 12 and hence
λ = ± √12 . Since we want to maximize the function x + y, we plug the positive choice for λ into
√ √
the
√ equations
√ for x and y to get x = 2/2, y = 2/2. Thus, √ the maximum occurs at the point
( 2/2, 2/2, 0), and the value of the function at this point is 2.

(b) If we add in the additional constraint h(x, y, z) = 0 where h(x, y, z) = x, then the method of
Lagrange multipliers with two constraints produces the system of equations
1 = λ2x + µ,
1 = λ2y,
0 = λ2z,
x + y 2 + z 2 = 1,
2

x = 0.
1
2

As before, we must have z = 0 since λ ̸= 0. Furthermore, since x = 0, the constraint g(x, y, z) = 1


implies y 2 = 1, and so y = ±1. The choice of y which corresponds to the maximum is the positive
choice, and so the maximum of f subject to both constraints occurs at (0, 1, 0), and the maximum
value is 1.

(c) The maximum value of f decreases when we add an extra constraint. This makes sense, since
adding another constraint reduces the possible candidates for where the maximum can occur.

(2) Consider the functions f (x, y) = x2 + xy + 2y 2 and g(x, y) = x2 + 2y 2 . Find the maximum and
minimum values of f subject to the constraint g(x, y) = 1.
Answer: We use the method of Lagrange multipliers. Since our optimization function appears in
f , we can replace x2 + 2y 2 with 1. Thus, we optimize f (x, y) = 1 + xy subject to the constraint
g(x, y) = x2 + 2y 2 = 1. (Note that even though we used the constraint function to simplify f , we
cannot “forget” the constraint function when optimizing.) From the equation ∇f = λ∇g, we get
the following system:
y = λ2x,
x = λ4y,
x2 + 2y 2 = 1.
Now multiply the first equation by x and multiply the second equation by y. This yields
λ2x2 = λ4y 2 .
Note λ = 0 gives x = 0 and y = 0, which contradicts the constraint condition. So λ ̸= 0 and we can
divide through to simplify:
x2 = 2y 2 .
From here, we can plug in x2 = 2y 2 into the constraint g(x, y) = 1 to get
4y 2 = 1
and so y = ± 21 . Then x = ± √12 (note that x and y can have different signs). Therefore, we get four
candidate points for the maximum and minimum:
1 1 1 1 1 1 1 1
( √ , ), (− √ , ), ( √ , − ), (− √ , − ).
2 2 2 2 2 2 2 2
Plugging each of these values into f , we see that the maximum occurs at either ( √12 , 12 ) or (− √12 , − 12 )
1 1
with value 1 + 2√ 2
, while the minimum occurs at the remaining two points with value 1 − 2√ 2
.

3. Sample quiz problems


(1) The plane x + 3y − z = 2 intersects the paraboloid z = x2 + y 2 in an ellipse, C. Let f (x, y, z) = y + z.
Set up (but do not solve) a system of equations to find the maximum of f on C, assuming it exists.
Answer: Let g(x, y, z) = x + 3y − z and h(x, y, z) = x2 + y 2 − z. Using the equation ∇f = λ∇g + µ∇h
plus the two given constraints, we get the system of five equations
0 = λ + µ2x,

1 = λ3 + µ2y,
1 = −λ − µ,
x + 3y − z = 2,
x2 + y 2 − z = 0.
3

(2) The plane 2x + y + 5z = 1 intersects the cone z 2 = x2 + y 2 in an ellipse, C. Let f (x, y, z) = x + z.


Set up (but do not solve) a system of equations to find the maximum of f on C, assuming it exists.
Answer: Let g(x, y, z) = 2x+y+5z and h(x, y, z) = x2 +y 2 −z 2 . Using the equation ∇f = λ∇g+µ∇h
plus the two given constraints, we get the system of five equations
1 = λ2 + µ2x,
0 = λ + µ2y,
1 = λ5 − µ2z,
2x + y + 5z = 1,
x2 + y 2 − z 2 = 0.

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