Navigation

Optimization of multivariable functions

16.3 Lagrange multipliers

19 problems · hints, answers and solutions shown beside each one

1Stage 1Conceptual

Do you understand the idea? Usually little or no calculation.

Q1Stage 1Past exam · M200 2010A
  1. Does the function f(x,y)=x2+y2f(x, y) = x^2 +y^2 have a maximum or a minimum on the curve xy=1xy = 1? Explain.

  2. Find all maxima and minima of f(x,y)f(x, y) on the curve xy=1xy = 1.

Hint

Interpret f(x,y)f(x,y) as a distance squared, and sketch xy=1xy=1 in the xyxy-plane. You might also want to review section 16.3.3 in the text.

Answer

(a) ff does not have a maximum. It does have a minimum.

(b) The minima are at ±(1,1)\pm (1,1), where ff takes the value 22.

Full solution
Q2Stage 1

Give an example of a continuous surface f(x,y)f(x,y) and a constraint function g(x,y)=0g(x,y)=0 such that f(x,y)f(x,y) has both a local max and a local min subject to the constraint, but no global max or min.

Hint

The easiest way out is to find a function z=k(x)z=k(x) with local but not absolute extrema, then affix that to the plane y=0y=0.

Answer

One possible answer: g(x,y)=yg(x,y)=y, f(x,y)=x3−xf(x,y)=x^3-x.

Full solution
Q3Stage 1

Find all absolute extrema of the function f(x,y)=xsin⁡yf(x,y)=x\sin y subject to the constraint y=xy=x.

Hint

Not much calculation is necessary.

Answer

There are none

Full solution

2Stage 2Procedural

Practising the skill itself, until applying it is automatic.

Q4Stage 2Past exam · M200 2005D

Use the method of Lagrange multipliers to find the minimum value of z=x2+y2z = x^2 + y^2 subject to x2y=1x^2 y = 1. At which point or points does the minimum occur?

Hint

Find all solutions to

fx=λgxfy=λgyx2y=1\begin{align*} f_x &= \la g_x \\ f_y & = \la g_y \\ x^2y&=1 \tag{E3} \end{align*}
Answer

The minimum value is 213+2−23=3223=3432^{\frac{1}{3}} + 2^{-\frac{2}{3}} =\frac{3}{2}\sqrt[3]{2} =\frac{3}{\sqrt[3]{4}} at (±216 , 2−13)\big(\pm 2^{\frac{1}{6}}\,,\, 2^{-\frac{1}{3}}\big).

Full solution
Q5Stage 2Past exam · M200 2006D

Use the method of Lagrange multipliers to find the maximum and minimum values of

f(x,y)=xy\begin{equation*} f(x, y) = xy \end{equation*}

subject to the constraint

x2+2y2=1.\begin{equation*} x^2 + 2y^2 = 1. \end{equation*}
Hint

This is a straightforward application of the method of Lagrange multipliers, Theorem 16.3.2 in the text.

Answer

The maximum and minimum values of ff are 122\frac{1}{2\sqrt{2}} and −122-\frac{1}{2\sqrt{2}}, respectively.

Full solution
Q6Stage 2Past exam · M200 2008A

Find the maximum and minimum values of f(x,y)=x2+y2f(x,y) = x^2 + y^2 subject to the constraint x4+y4=1x^4 + y^4 = 1.

Hint

This is a straightforward application of the method of Lagrange multipliers, Theorem 16.3.2 in the text.

Answer

min=1=1, max=2=\sqrt{2}.

Full solution
Q7Stage 2

Find the absolute extrema of the function f(x,y)=x4+y4+23y6f(x,y)=x^4+y^4+\frac23 y^6 given the constraint g(x,y)=x2+y2=1g(x,y)=x^2+y^2=1 using the method of Lagrange multipliers.

Hint

When you set your two equations for λ\lambda equal to one another, you should get something that you can easily plug into the constraint function.

Answer

absolute min 13−823\frac{13-8\sqrt2}{3}, absolute max 53\frac53

Full solution
Q8Stage 2

Find the point(s) on the parabola y=32−x2y=\frac32-x^2 closest to the origin using the method of Lagrange multipliers.

Hint

We want to minimize x2+y2\sqrt{x^2+y^2}; it's easier to minimize f(x,y)=x2+y2f(x,y)=x^2+y^2. The minima will occur at the same point (x,y)(x,y).

Note the system has no maximum, since we can keep travelling along the parabola to end up arbitrarily far from the origin.

Answer

(±1,1/2)(\pm1,1/2)

Full solution
Q9Stage 2

What are the largest and smallest values of the product xyxy, for points (x,y)(x,y) in the region

x2−2xy+5y2≤1 ?x^2-2xy+5y^2\le 1~?
Hint

To find extrema over a region, we check critical points and the boundary.

Answer

Largest 510−25\frac{\sqrt5}{10-2\sqrt5}, smallest −510−25\frac{-\sqrt5}{10-2\sqrt5}

Full solution
Q10Stage 2Past exam · M200 2016D

The temperature in the plane is given by T(x,y)=ey(x2+y2)T(x,y) = e^y\big(x^2+y^2\big).

    1. Give the system of equations that must be solved in order to find the warmest and coolest point on the circle x2+y2=100x^2+y^2=100 by the method of Lagrange multipliers.

    2. Find the warmest and coolest points on the circle by solving that system.

    1. Give the system of equations that must be solved in order to find the critical points of T(x,y)T(x,y).

    2. Find the critical points by solving that system.

  1. Find the coolest point on the solid disc x2+y2≤100x^2+y^2\le 100.

Hint

You can check your answer from (a) by using a method other than Lagrange multipliers.

Answer

(a) (i)

2x ey=λ(2x)ey(x2+y2+2y)=λ(2y)x2+y2=100\begin{align*} 2x\,e^y &=\la (2x) \\ e^y\big(x^2+y^2+2y\big) &=\la (2y) \\ x^2+y^2&=100 \end{align*}

(a) (ii) The warmest point is (0,10)(0,10) and the coolest point is (0,−10)(0,-10).

(b) (i)

2x ey=0ey(x2+y2+2y)=0\begin{align*} 2x\,e^y &=0 \\ e^y\big(x^2+y^2+2y\big) &=0 \end{align*}

(b) (ii) (0,0)(0,0) and (0,−2)(0,-2)

(c) (0,0)(0,0)

Full solution
Q11Stage 2

Use the method of Lagrange Multipliers to find the maximum and minimum values of the utility function U=f(x,y)=9x13y23U=f(x,y)=9x^{\frac13}y^{\frac23}, subject to the constraint g(x,y)=3200x+200y=80,000g(x, y) = 3200x+200y=80,00 0, where x≥0x \ge 0 and y≥0y \ge 0.

Hint

Since x≥0x \ge 0 and y≥0y \ge 0, our constraint function has endpoints (x,y)=(0,400)(x,y)=\left(0,400\right) and (x,y)=(25,0)(x,y)=\left(25,0\right). Absolute extrema will occur at these endpoints or at points that solve the system of Lagrange equations.

Answer

Min 0; max 75⋅210/375\cdot 2^{10/3}

Full solution

3Stage 3Application

Further than practice: several ideas at once, or an unfamiliar situation.

Q12Stage 3Past exam · M200 2000A

Suppose that aa and bb are both greater than zero and let TT be the triangle bounded by the line ax+by=1ax+by=1 and the two axes. Use the method of Lagrange multipliers to find the smallest possible area of TT if the line ax+by=1ax + by = 1 is required to pass through the point (1,2)(1, 2).

Hint

The constraint tells you a+2b=1a+2b=1. So, your variables are aa and bb.

Answer

44

Full solution
Q13Stage 3

Find aa and bb so that the area πab\pi ab of an ellipse x2a2+y2b2=1\frac{x^2}{a^2}+\frac{y^2}{b^2}=1 passing through the point (1,2)(1,2) is as small as possible.

(We assume a,ba,b are positive.)

Hint

The ellipse x2a2+y2b2=1\frac{x^2}{a^2}+\frac{y^2}{b^2}=1 passes through the point (1,2)(1,2) if and only if 1a2+4b2=1\frac{1}{a^2}+\frac{4}{b^2}=1.

Answer

a=b=5a=b=\sqrt{5}

Full solution
Q14Stage 3Past exam · M200 2006A

Use the method of Lagrange multipliers to find the radius of the base and the height of a right circular cylinder of maximum volume which can be fit inside the unit sphere x2+y2+z2=1x^2 + y^2 + z^2 = 1.

Hint

You may choose your coordinate system so the cylinder is oriented vertically along the zz-axis. Then you can write the volume of the cylinder as a function of two variables.

Answer

radius=23\text{radius}=\sqrt{\frac{2}{3}} and height=23\text{height}=\frac{2}{\sqrt{3}}.

Full solution
Q15Stage 3

A rectangular box needs the following properties:

  • 72 cubic centimetre volume,

  • width twice its length, and

  • minimum surface area.

What are the dimensions of the box?

Figure from prac_s2.5, line 1

Figure from prac_s2.5, line 1

Use Lagrange multipliers to solve.

Hint

The volume is your constraint function.

Answer

3×6×43 \times 6 \times 4

Full solution
Q16Stage 3

Let f(x,y)f(x,y) have continuous partial derivatives. Consider the problem of finding local minima and maxima of f(x,y)f(x,y) on the curve xy=1xy=1.

  • Define g(x,y)=xy−1g(x,y) = xy -1. According to the method of Lagrange multipliers, if (x,y)(x,y) is a local minimum or maximum of f(x,y)f(x,y) on the curve xy=1xy=1, then there is a real number λ\la such that

    fx(x,y)=λgx(x,y),fy(x,y)=λgy(x,y),g(x,y)=0\begin{equation*} f_x(x,y) =\la g_x(x,y),\quad f_y(x,y) =\la g_y(x,y), \quad g(x,y)=0 \tag{E1}\end{equation*}
  • On the curve xy=1xy=1, we have y=1xy=\frac{1}{x} and f(x,y)=f(x,1x)f(x,y) =f\big(x,\frac{1}{x}\big). Define F(x)=f(x,1x)F(x)=f\big(x,\frac{1}{x}\big). If x≠0x\ne 0 is a local minimum or maximum of F(x)F(x), we have that

    F′(x)=0\begin{equation*} F'(x)=0 \tag{E2}\end{equation*}

Show that (E1) is equivalent to (E2), in the sense that

there is a λ such that (x,y,λ) obeys (E1)if and only ifx≠0 obeys (E2) and y=1 ⁣/x.\begin{align*} &\text{there is a }\la\text{ such that }(x,y,\la)\text{ obeys (E1)}\\ &\hskip-0.5in\text{if and only if}\\ &x\ne 0\text{ obeys (E2) and }y=\nicefrac{1}{x}\text{.} \end{align*}
Answer

See the solution.

Full solution
Q17Stage 3

Find all absolute extrema of the function

f(x,y)=4x4+y4−1f(x,y)=\sqrt{4x^4+y^4-1}

subject to the constraint

x3+y3=1x^3+y^3=1
Hint

The surface z=f(x,y)z=f(x,y) is similar to the quadric surface from Example 14.3.2.

Answer

Absolute minimum is 0, achieved at (0,1)(0,1). There is no absolute maximum.

Full solution
Q18Stage 3

Find all absolute extrema of the function

f(x,y)=x+yf(x,y)=x+y

subject to the constraint

x2=1+y2x^2=1+y^2
Hint

No great amount of computation is needed

Answer

There are none.

Full solution
Q19Stage 3
f(x,y)=x1+(xy)2f(x,y) = \frac{x}{1+(xy)^2}
  1. Find all absolute extrema of f(x,y)f(x,y).

  2. Does the line y=xy=x describe a closed curve?

  3. Find all absolute extrema of f(x,y)f(x,y) subject to the constraint y=xy=x.

Hint

Although f(x,y)f(x,y) is unbounded, and x=yx=y is not a closed curve, there are indeed absolute extrema of f(x,y)f(x,y) subject to x=yx=y. To find them, remember last semester's methods for finding extrema of functions of a single variable.

Answer
  1. There are none

  2. No

  3. The absolute maximum of f(x,y)f(x,y) constrained to x=yx=y is 33/44\frac{3^{3/4}}{4} and the absolute minimum is −33/44- \frac{3^{3/4}}{4}.

Full solution

My list

nothing marked yet

Loading…

Open the whole list →

Your tutor can open this list with you. It follows your account, so it is there on whichever device you study on.

From the UBC Math 100 open textbook project, © Joel Feldman, Andrew Rechnitzer, Elyse Yeager and others. Licensed CC BY-NC-SA 4.0; this HTML adaptation is released under the same licence. Full attribution.