MA 22S1 Assignment 7 Due 7-9 December 2015 Id: 22S1-f2015-7.m4,v 1.2 2016/01/09 19:32:26 john Exp john 1. Find the tangent plane to the surface x2 + 2xy + 3xz + 4y 2 + 5yz + 6z 2 + 7x + 8y + 9z = 164 at (1, 2, 3). Solution: ∇f (x, y, z) = (2x + 2y + 3z + 7, 2x + 8y + 5z + 8, 3x + 5y + 12z + 9) and ∇f (1, 2, 3) = (22, 41, 58), so the tangent plane is (22, 41, 58) · (x − 1, y − 2, z − 3) = 0 or 22x + 41y + 58z = 278. 2. (a) Minimise x2 + 2xy + 3xz + 4y 2 + 5yz + 6z 2 + 7x + 8y + 9z subject to x + 2y + 3z ≤ c. Note: You can assume the existence of such a minimum to be given. Solution: With f (x, y, z) = x2 + 2xy + 3xz + 4y 2 + 5yz + 6z 2 + 7x + 8y + 9z and g(x, y, z) = x + 2y + 3z 1 Id: 22S1-f2015-7.m4,v 1.2 2016/01/09 19:32:26 john Exp john 2 we have ∇f (x, y, z) = (2x + 2y + 3z + 7, 2x + 8y + 5z + 8, 3x + 5y + 12z + 9), ∇g(x, y, z) = (1, 2, 3). Then ∇f = λ∇g is equivalent to the system 2x+2y+3z+7 = λ, 2x+8y+5z+8 = 2λ, 3x+5y+12z+9 = 3λ. The solution to this system is 11λ − 299 , 82 x= y= 9λ − 21 , 82 z= 14λ + 22 . 82 Substituting, 71λ − 275 71λ2 − 2063 , g(x, y, z) = . 164 82 There are two possibilities. Either λ = 0 and g(x, y, z) ≤ c or λ ≤ 0 and g(x, y, z) ≤ c. In the first case the minimum is at f (x, y, z) = x=− 299 , 82 y=− 21 , 82 z= 22 , 82 λ = 0, 2063 275 , g(x, y, z) = − . 164 82 ≤ c. In the second case the minimum f (x, y, z) = − This only works if − 275 82 occurs where so 71λ − 275 =c 82 82c + 275 71 The choice of the sign is dictated by the condition λ ≤ 0. Then λ= 11c − 222 11λ − 299 = , 82 71 9λ − 21 9c + 12 y= = , 82 71 14c + 66 14λ + 22 = , z= 82 71 82c + 275 λ= , 71 41c2 + 275c − 432 71λ2 − 2063 = , f (x, y, z) = 164 71 g(x, y, z) = c. x= This only works if c ≤ − 275 . 82 Id: 22S1-f2015-7.m4,v 1.2 2016/01/09 19:32:26 john Exp john 3 (b) Check that the derivative of the minimum value is equal to the Lagrange multiplier, as claimed in lecture. Solution: The minimum value is, as shown in the previous part, min f (x, y, z) = g(x,y,z)≤c ( − 2063 162 3362c2 +22550c−35424 5751 if − 275 ≤ c, 82 if c ≤ − 275 . 82 Differentiating gives d min f (x, y, z) = dc g(x,y,z)≤c This is just λ, as expected. ( 0 82c+275 71 ≤ c, if − 275 82 if c ≤ − 275 . 82