Lagrange Multipliers With Two Parameters
The method of Lagrange multipliers can also be applied in situations with more than one constraint equation. Suppose we wish to locate an extremum of a function defined by
subject to constraints
and
where
and
are also differentiable and
and
are not parallel. By generalizing Lagrange's theorem, it can be shown that if
is the desired extremum, then there are numbers
and
such that
and
As in the case of one constraint, we proceed by first solving this system of equations simultaneously to find
and then evaluating
at each solution and comparing to find the assumed extremum.
Example (Lagrange Multipliers With Two Parameters) Use the method of Lagrange multipliers to find the required extrema for the two given constraints.
(a) Find the maximum value of the function
on the curve of intersection of the plane
and the cylinder
Solution. We maximize the function
subject to the constraints
![lagrange multipliers with two parameters _gr_19.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_19.gif)
The Lagrange condition is
so we solve the equations
Putting
we get
so
Similarly, we have
Substitution yields
and so
Then
and so we have
The corresponding values of
are
Therefore the maximum of
on the given curve is
![lagrange multipliers with two parameters _gr_36.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_36.gif)
(b) Find the maximum of
subject to
and
Solution. We need to solve the system
where
and
Therefore, we need to solve the system
![lagrange multipliers with two parameters _gr_43.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_43.gif)
![lagrange multipliers with two parameters _gr_44.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_44.gif)
![lagrange multipliers with two parameters _gr_45.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_45.gif)
![lagrange multipliers with two parameters _gr_46.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_46.gif)
which is
![lagrange multipliers with two parameters _gr_48.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_48.gif)
![lagrange multipliers with two parameters _gr_49.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_49.gif)
![lagrange multipliers with two parameters _gr_50.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_50.gif)
![lagrange multipliers with two parameters _gr_51.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_51.gif)
![lagrange multipliers with two parameters _gr_52.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_52.gif)
The solutions are
The maximum is
![lagrange multipliers with two parameters _gr_54.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_54.gif)
(c) Find the minimum of
subject to
and
Solution. We want to minimize
subject to the side conditions
![lagrange multipliers with two parameters _gr_59.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_59.gif)
We form
![lagrange multipliers with two parameters _gr_60.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_60.gif) The conditions are
![lagrange multipliers with two parameters _gr_61.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_61.gif)
![lagrange multipliers with two parameters _gr_62.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_62.gif)
![lagrange multipliers with two parameters _gr_63.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_63.gif)
![lagrange multipliers with two parameters _gr_64.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_64.gif)
The first and third conditions give
so the second condition becomes
We then have
![lagrange multipliers with two parameters _gr_68.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_68.gif) The solution to this system is
Therefore, the minimum is
![lagrange multipliers with two parameters _gr_70.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_70.gif)
(d) Use Lagrange multipliers to find the point on the line of intersection of the planes
and
that is closest to the origin.
Solution. We want to minimize
subject to the side conditions
![lagrange multipliers with two parameters _gr_74.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_74.gif)
We form
![lagrange multipliers with two parameters _gr_75.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_75.gif) The conditions are
![lagrange multipliers with two parameters _gr_76.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_76.gif)
![lagrange multipliers with two parameters _gr_77.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_77.gif)
![lagrange multipliers with two parameters _gr_78.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_78.gif)
![lagrange multipliers with two parameters _gr_79.gif]](pages/lagrange-multipliers-with-two-parameters/Images/lagrange-multipliers-with-two-parameters_gr_79.gif)
The second and third conditions give
so the first condition becomes
We then have
The last two equations may be written as
and
Substitution of these values into the first equation gives
Consequently,
and
The desired point is therefore,
Cite this as: Lagrange Multipliers With Two Parameters Published by Library of Math -- Online math organized by subject into topics.
Written by Smith, David A.
http://www.libraryofmath.com/lagrange-multipliers-with-two-parameters.html
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