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    Method of Lagrange Multipliers: One Constraint: Called A Lagrange Multiplier, For Which

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    Omar Ayman
    This document discusses using the method of Lagrange multipliers to solve optimization problems with constraints. It provides a 4-step process for using Lagrange multipliers: 1) determine the objective and constraint functions, 2) set up a system of equations relating their gradients and the constraint, 3) solve the system of equations for the variables, 4) determine the extremum values of the objective function subject to the constraint. An example maximizes a function subject to a circular constraint and walks through applying the 4 steps.

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    Method of Lagrange Multipliers: One Constraint: Called A Lagrange Multiplier, For Which

    Uploaded by

    Omar Ayman
    21 views2 pages
    This document discusses using the method of Lagrange multipliers to solve optimization problems with constraints. It provides a 4-step process for using Lagrange multipliers: 1) determine the objective and constraint functions, 2) set up a system of equations relating their gradients and the constraint, 3) solve the system of equations for the variables, 4) determine the extremum values of the objective function subject to the constraint. An example maximizes a function subject to a circular constraint and walks through applying the 4 steps.

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    Lagrange Multiplier

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    This document discusses using the method of Lagrange multipliers to solve optimization problems with constraints. It provides a 4-step process for using Lagrange multipliers: 1) determine the objective and constraint functions, 2) set up a system of equations relating their gradients and the constraint, 3) solve the system of equations for the variables, 4) determine the extremum values of the objective function subject to the constraint. An example maximizes a function subject to a circular constraint and walks through applying the 4 steps.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    21 views2 pages

    Method of Lagrange Multipliers: One Constraint: Called A Lagrange Multiplier, For Which

    Uploaded by

    Omar Ayman
    This document discusses using the method of Lagrange multipliers to solve optimization problems with constraints. It provides a 4-step process for using Lagrange multipliers: 1) determine the objective and constraint functions, 2) set up a system of equations relating their gradients and the constraint, 3) solve the system of equations for the variables, 4) determine the extremum values of the objective function subject to the constraint. An example maximizes a function subject to a circular constraint and walks through applying the 4 steps.

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    We use the method of Lagrange multipliers to solve optimization problems for functions

    of two or more variables. This method allows us to solve more varied optimization
    problems that deal with additional conditions and constraints. Here, we’ll discuss how
    we can use this method and the four key steps in it.
    Method of Lagrange Multipliers: One Constraint
    Let f and g be functions of two variables with continuous partial derivatives at every
    point of some open set containing the smooth curve g ( x , y )=k . Suppose that f , when
    restricted to points on the curve g( x , y)=k , has a local extremum at the point ( x 0 , y 0 ¿ and
    that ∇ g ( x 0 , y 0 ) ≠ 0. Then, there is a number λ called a Lagrange multiplier, for which:
    ∇ f ( x 0 , y 0)= λ ∇ g(x 0 , y 0)

    Problem-Solving Strategy: Steps for Using Lagrange Multipliers:


    To find the maximum and minimum values of f (x , y ) subject to the constraint g( x , y)=k
    (assuming that these extreme values exist and ∇ g ( x 0 , y 0 ) ≠ 0 on the surface g( x , y)=k ):
    1- Determine the objective function  f (x , y ) and the constraint function  g( x , y). Does the
    optimization problem involve maximizing or minimizing the objective function?
    2- Set up a system of equations as follows:
    ∇ f ( x 0 , y 0)= λ ∇ g(x 0 , y 0)
    and g ( x , y )=k
    3- Solve for x 0and y 0 .
    4- Determine the largest values of f to maximize f , or the smallest values of f to
    minimize it.
    Example: Find the maximum of f (x , y ) = 5 x−3 y subject to the constraint x 2+ y 2=136
    Solution
    1- The objective function is f ( x , y )=5 x−3 y  and the constraint function is   x 2+ y 2=136.
    We want to find the maximum of f (x , y ). 
    2-
    ∇ f ( x 0 , y 0 ) =λ ∇ g ( x 0 , y 0 )

    ⇒ f x ( x , y )=¿ 5, g x ( x , y ) =¿ 2 x and f y ( x , y )=¿ -3, g y ( x , y )=2 y

    ⇒ 5 = 2 λ x (1)
    -3 = 2 λ y (2)
    x 2+ y 2=136
    5 −3
    From (1) and (2): x= 2 λ and y= 2 λ

    Plugging these values in the constraint gives:


    25 9 17
    2
    + 2 = 2 =136
    4λ 4 λ 2λ
    2 1
    ⇒ λ = 16 ⇒ λ=±14

    −1
    If λ= 4 ⇒ x=−10 and y=6

    1
    If λ= 4 ⇒ x=10 and y=−6

    ⇒ f (−10 , 6)=−68 and f (10 ,−6)=68


    Then, the maximum value of f ( x , y ) is 68 at the point (10 ,−6)

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