Lagrange multipliers example March 11, 2011 Problem: Maximize f (x, y) = 2x + 3y on the set S = {(x, y) | x2 + 2y 2 = 34}. Answer: Define g(x, y) = x2 + 2y 2 , and note that S = g −1 (34). Hence by Theorem 25, we can find the extrema of f on S by setting ∇f (x, y) = λ∇g(x, y). 2 2x Since ∇f (x, y) = and ∇g(x, y) = , we get the following system of three equations: 3 4y 2 = λ2x 3 = λ4y 2 x + y 2 = 34 We include the third equation because we are only searching for the extrema of f on set S. Note that x 6= 0, for otherwise the first equation would be false. Hence we can divide by 2x in the first equation to get x1 = λ. Similarly, y 6= 0, for otherwise the second equation would be false. Hence we can 3 divide by 4y in the second equation to get 4y = λ. 3 4 1 We have x = λ = 4y , so x = 3 y. Plugging this into the third equation, we get 4 2 34 2 y + 2y 2 = 34 =⇒ y = 34 =⇒ y 2 = 9 =⇒ y = 3 or − 3. 3 9 From the equation x = 34 y, we see that if y = 3 then x = 4, and if y = −3 then x = −4. So our two possible extrema are (x, y) = (4, 3) and (x, y) = (−4, −3). Since set S is closed and bounded and function f is continuous, Theorem 24 tells us that f attains a global maximum on S. A global maximum is also a local maximum, so the global maximum must be either at (4, 3) or (−4, −3). We compare the values f (4, 3) = 17 and f (−4, −3) = −17 to see that the global maximum of f on S occurs at (4, 3) and has value 17. Boom! 1