SteEC 11 08

11
PARTIAL DERIVATIVES
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11.8
Lagrange Multipliers
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In this section we present Lagranges method for
maximizing or minimizing a general function f (x, y, z)
subject to a constraint (or side condition) of the form
g(x, y, z) = k.
Suppose that a function f has an extreme value at a point
P(x0, y0, z0) on the surface S and let C be a curve with
vector equation
that lies on S and
passes through P.
If t0 is the parameter value corresponding to the point P,
then
3
The composite function h(t) = f (x(t), y(t), z(t)) represents
the values that f takes on the curve C.
Since f has an extreme value at (x0, y0, z0), it follows that h
has an extreme value at t0, so h(t0) = 0.
But if f is differentiable, we can use the Chain Rule to write
This shows that the gradient vector
orthogonal to the tangent vector
curve C.
is
to every such
But we already know that the gradient vector of g,

is also orthogonal to
This means that the gradient
vectors
and
must be parallel.
There fore if
there is a number such that
The number in Equation 1 is called a Lagrange
multiplier. The procedure based on Equation 1 is
as follows.
If we write the vector equation
in terms of its
components, then the equations in step (a) become
This is a system of four equations in the four unknowns

x, y, z, and , but it is not necessary to find explicit values
for .
For functions of two variables the method of Lagrange
multipliers is similar to the method just described.
To find the extreme values of f (x, y) subject to the
constraint g(x, y) = k, we look for values of x, y, and
such that
This amounts to solving three equations in three unknowns:
Example 1
A rectangular box without a lid is to be made from 12 m 2 of
cardboard. Find the maximum volume of such a box.
Solution:
Let x, y, and z be the length, width, and height,
respectively, of the box, in meters.
Then we wish to maximize
subject to the constraint

9
Example 1 Solution
contd
Using the method of Lagrange multipliers, we look for

values of x, y, z, and such that
and
This gives the equations
which become
10
Example 1 Solution
contd
There are no general rules for solving systems of

equations. Sometimes some ingenuity is required.
In the present example you might notice that if we multiply
by x,
by y, and
by z, then the left sides of these
equations will be identical.
Doing this, we have
11
Example 1 Solution
contd
We observe that 0 because = 0 would imply

yz = xz = xy = 0 from , , and
and this would
contradict
Therefore from
and
we have
which gives xz = yz.

But z 0 (since z = 0 would give V = 0), so x = y. From
and
we have
which gives 2xz = xy and so (since x 0) y = 2z.
12
Example 1 Solution
If we now put x = y = 2z in
contd
, we get
Since x, y, and z are all positive, we therefore have z = 1,

x = 2, and y = 2 as before.
13
Example 4
Find the points on the sphere x2 + y2 + z2 = 4 that are
closest to and farthest from the point (3, 1, 1).
Solution:
The distance from a point (x, y, z) to the point (3, 1, 1) is
but the algebra is simpler if we instead maximize and

minimize the square of the distance:
14
Example 4 Solution
contd
The constraint is that the point (x, y, z) lies on the sphere,

that is,
According to the method of Lagrange multipliers, we solve

This gives
15
Example 4 Solution
contd
The simplest way to solve these equations is to solve for x,

y, and z in terms of from
and
and then
substitute these values into
From
we have
[Note that 1 0 because = 1 is impossible from

Similarly,
and
.]
give
16
Example 4 Solution
Therefore from
which gives
contd
we have
so
17
Example 4 Solution
contd
These values of then give the corresponding points

(x, y, z):
Its easy to see that f has a smaller value at the first of

these points, so the closest point is
and the farthest is
18
Two Constraints
19
Two Constraints
Suppose now that we want to find the maximum and
minimum values of a function f (x, y, z) subject to two
constraints (side conditions) of the form g(x, y, z) = k and
h(x, y, z) = c.
Geometrically, this means that we are looking for the
extreme values of f when (x, y, z) is restricted to lie on the
curve of intersection C of the level surfaces g(x, y, z) = k
and h(x, y, z) = c.
(See Figure 5.)
Figure 5
20
Two Constraints
Suppose f has such an extreme value at a point
We know that
is orthogonal to C there.
But we also know that
is orthogonal to g(x, y, z) = k and
is orthogonal to h(x, y, z) = c, so
orthogonal to C.
This means that the gradient vector
plane determined by
and
and
are both
is in the
21
Two Constraints
So there are numbers and (called Lagrange multipliers)
such that.
In this case Lagranges method is to look for extreme

values by solving five equations in the five unknowns
y, z, , and .
x,
22
Two Constraints
These equations are obtained by writing Equation 16 in
terms of its components and using the constraint
equations:
23
Example 5
Find the maximum value of the function
f (x, y, z) = x + 2y + 3z on the curve of intersection of the
plane x y + z = 1 and the cylinder x2 + y2 = 1.
Solution:
We maximize the function
the constraints
The Lagrange condition is
the equations
subject to
and
so we solve
24
Example 5 Solution
Putting
Similarly,
[from
] in
contd
we get
gives
25
Example 5 Solution
Substitution in
and so
and, from
contd
then gives
Then
The corresponding values of f are
Therefore the maximum value of f on the given curve is
26

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11

Copyright Cengage Learning. All rights reserved.

Copyright Cengage Learning. All rights reserved.

But we already know that the gradient vector of g,

there is a number such that

This is a system of four equations in the four unknowns

This amounts to solving three equations in three unknowns:

subject to the constraint

Using the method of Lagrange multipliers, we look for

There are no general rules for solving systems of

We observe that 0 because = 0 would imply

which gives xz = yz.

which gives 2xz = xy and so (since x 0) y = 2z.

Since x, y, and z are all positive, we therefore have z = 1,

but the algebra is simpler if we instead maximize and

The constraint is that the point (x, y, z) lies on the sphere,

According to the method of Lagrange multipliers, we solve

The simplest way to solve these equations is to solve for x,

[Note that 1 0 because = 1 is impossible from

These values of then give the corresponding points

Its easy to see that f has a smaller value at the first of

is orthogonal to g(x, y, z) = k and

In this case Lagranges method is to look for extreme

The corresponding values of f are

Therefore the maximum value of f on the given curve is

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