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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 lagrange multipliers with two parameters _gr_1.gif] subject to constraints lagrange multipliers with two parameters _gr_2.gif] and lagrange multipliers with two parameters _gr_3.gif] where lagrange multipliers with two parameters _gr_4.gif] and lagrange multipliers with two parameters _gr_5.gif] are also differentiable and lagrange multipliers with two parameters _gr_6.gif] and lagrange multipliers with two parameters _gr_7.gif] are not parallel. By generalizing Lagrange's theorem, it can be shown that if lagrange multipliers with two parameters _gr_8.gif] is the desired extremum, then there are numbers lagrange multipliers with two parameters _gr_9.gif] and lagrange multipliers with two parameters _gr_10.gif] such that  

lagrange multipliers with two parameters _gr_11.gif]

and  
lagrange multipliers with two parameters _gr_12.gif]

As in the case of one constraint, we proceed by first solving this system of equations simultaneously to find lagrange multipliers with two parameters _gr_13.gif] and then evaluating lagrange multipliers with two parameters _gr_14.gif] 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

lagrange multipliers with two parameters _gr_15.gif]

on the curve of intersection of the plane lagrange multipliers with two parameters _gr_16.gif] and the cylinder lagrange multipliers with two parameters _gr_17.gif]

    Solution. We maximize the function

lagrange multipliers with two parameters _gr_18.gif]

subject to the constraints

lagrange multipliers with two parameters _gr_19.gif]

The Lagrange condition is lagrange multipliers with two parameters _gr_20.gif] so we solve the equations

lagrange multipliers with two parameters _gr_21.gif]

Putting lagrange multipliers with two parameters _gr_22.gif] we get lagrange multipliers with two parameters _gr_23.gif] so lagrange multipliers with two parameters _gr_24.gif] Similarly, we have lagrange multipliers with two parameters _gr_25.gif] Substitution yields lagrange multipliers with two parameters _gr_26.gif] and so lagrange multipliers with two parameters _gr_27.gif] lagrange multipliers with two parameters _gr_28.gif] Then lagrange multipliers with two parameters _gr_29.gif] lagrange multipliers with two parameters _gr_30.gif] and so we have lagrange multipliers with two parameters _gr_31.gif] lagrange multipliers with two parameters _gr_32.gif] The corresponding values of lagrange multipliers with two parameters _gr_33.gif] are

lagrange multipliers with two parameters _gr_34.gif]

Therefore the maximum of lagrange multipliers with two parameters _gr_35.gif] on the given curve is lagrange multipliers with two parameters _gr_36.gif]

(b) Find the maximum of lagrange multipliers with two parameters _gr_37.gif] subject to lagrange multipliers with two parameters _gr_38.gif] and lagrange multipliers with two parameters _gr_39.gif]

    Solution. We need to solve the system lagrange multipliers with two parameters _gr_40.gif] where lagrange multipliers with two parameters _gr_41.gif] and lagrange multipliers with two parameters _gr_42.gif] Therefore, we need to solve the system

lagrange multipliers with two parameters _gr_43.gif]

lagrange multipliers with two parameters _gr_44.gif]
            
lagrange multipliers with two parameters _gr_45.gif]

lagrange multipliers with two parameters _gr_46.gif]

lagrange multipliers with two parameters _gr_47.gif]

which is
lagrange multipliers with two parameters _gr_48.gif]

lagrange multipliers with two parameters _gr_49.gif]

lagrange multipliers with two parameters _gr_50.gif]

lagrange multipliers with two parameters _gr_51.gif]

lagrange multipliers with two parameters _gr_52.gif]

The solutions are

lagrange multipliers with two parameters _gr_53.gif]

The maximum is

lagrange multipliers with two parameters _gr_54.gif]


(c)  Find the minimum of lagrange multipliers with two parameters _gr_55.gif] subject to lagrange multipliers with two parameters _gr_56.gif] and lagrange multipliers with two parameters _gr_57.gif]

    Solution. We want to minimize lagrange multipliers with two parameters _gr_58.gif] subject to the side conditions

lagrange multipliers with two parameters _gr_59.gif]

We form  
lagrange multipliers with two parameters _gr_60.gif]

The conditions are

   lagrange multipliers with two parameters _gr_61.gif]
  
   lagrange multipliers with two parameters _gr_62.gif]
  
   lagrange multipliers with two parameters _gr_63.gif]
  
   lagrange multipliers with two parameters _gr_64.gif]
  
   lagrange multipliers with two parameters _gr_65.gif]
  
  
The first and third conditions give

lagrange multipliers with two parameters _gr_66.gif]

so the second condition becomes lagrange multipliers with two parameters _gr_67.gif] We then have

lagrange multipliers with two parameters _gr_68.gif]

The solution to this system is lagrange multipliers with two parameters _gr_69.gif] Therefore, the minimum is   lagrange multipliers with two parameters _gr_70.gif]


(d) Use Lagrange multipliers to find the point on the line of intersection of the planes lagrange multipliers with two parameters _gr_71.gif] and lagrange multipliers with two parameters _gr_72.gif] that is closest to the origin.

    Solution. We want to minimize lagrange multipliers with two parameters _gr_73.gif] subject to the side conditions

lagrange multipliers with two parameters _gr_74.gif]

We form  
lagrange multipliers with two parameters _gr_75.gif]

The conditions are

   lagrange multipliers with two parameters _gr_76.gif]
  
   lagrange multipliers with two parameters _gr_77.gif]
  
   lagrange multipliers with two parameters _gr_78.gif]
  
   lagrange multipliers with two parameters _gr_79.gif]
  
   lagrange multipliers with two parameters _gr_80.gif]
  
  
The second and third conditions give

lagrange multipliers with two parameters _gr_81.gif]

so the first condition becomes lagrange multipliers with two parameters _gr_82.gif] We then have

lagrange multipliers with two parameters _gr_83.gif]

The last two equations may be written as lagrange multipliers with two parameters _gr_84.gif] and lagrange multipliers with two parameters _gr_85.gif] Substitution of these values into the first equation gives lagrange multipliers with two parameters _gr_86.gif] Consequently, lagrange multipliers with two parameters _gr_87.gif] and lagrange multipliers with two parameters _gr_88.gif] The desired point is therefore, lagrange multipliers with two parameters _gr_89.gif] lagrange multipliers with two parameters _gr_90.gif]

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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