Lagrange Multipliers to find max/min values

In summary, to find the maximum and minimum values of a function subject to given constraints using Lagrange multipliers, you must first find the gradient of the function and the constraint. Then, equate the gradients and solve for the variables using substitution. Finally, check for any additional constraints and consider the signs of the variables to find the maximum and minimum values. In this particular problem, there are eight possible solutions for x, y, and z, all equal to 1/sqrt(3).
  • #1
arl146
343
1

Homework Statement


Use Lagrange multipliers to find the max and min values of the function subject to the given constraints:

f(x,y,z)= x2y2z2
constraint: x2 + y2 + z2 = 1


Homework Equations


∇f = ∇g * λ
fx = gx * λ
fy = gy * λ
fz = gz * λ

The Attempt at a Solution


i can't solve for x, y, and lambda

i got:
for this one, fx = gx * λ ---> 2x*y2*z2=(2x)λ
for, fy = gy * λ ---> 2y*x2*z2=(2y)λ
fz = gz * λ ----> 2z*x2*y2=(2z)λ

i tried setting them all equal to lambda, and ended up getting that x=y=z=1 but when you add that into g(x,y,z)... that equals >1 ? I am confused with getting the x,y,z, and lambda values. help?
 
Physics news on Phys.org
  • #2
oh please help!
 
  • #3
arl146 said:

Homework Statement


Use Lagrange multipliers to find the max and min values of the function subject to the given constraints:

f(x,y,z)= x2y2z2
constraint: x2 + y2 + z2 = 1


Homework Equations


∇f = ∇g * λ
fx = gx * λ
fy = gy * λ
fz = gz * λ

The Attempt at a Solution


i can't solve for x, y, and lambda

i got:
for this one, fx = gx * λ ---> 2x*y2*z2=(2x)λ
for, fy = gy * λ ---> 2y*x2*z2=(2y)λ
fz = gz * λ ----> 2z*x2*y2=(2z)λ

i tried setting them all equal to lambda, and ended up getting that x=y=z=1 but when you add that into g(x,y,z)... that equals >1 ? I am confused with getting the x,y,z, and lambda values. help?


Assuming that x, y, z > 0 (other cases later) the first equation 2x*y^2*z^2= (2x)*u [using u instead of lambda] can be divided through by 2x on both sides to get y^2*z^2=u, that is: (yz)^2 = u. Similarly, (xz)^2 = u and (xy)^2 = u, so xz = xy = yz = v, v = sqrt(u) (since we have assumed all x, y, z > 0). So we get x = y = z. Now use the constraint.

Note that there are lots of other stationary points, essentially differing by signs in each of x, y and z. Also: you need to check whether you can have solutions with, for example, x = 0.


RGV
 
  • #4
I think I'm working on something similar... this is what I would have done

[tex]\begin{gathered}
f\left( {x,y,z} \right) = {x^2}{y^2}{z^2};g\left( {x,y,z} \right) = {x^2} + {y^2} + {z^2} - 1 = 0 \\
\vec \nabla f = \left\langle {2x{y^2}{z^2},2{x^2}y{z^2},2{x^2}{y^2}z} \right\rangle ;\vec \nabla g = \left\langle {2x,2y,2z} \right\rangle \\
\vec \nabla f = \lambda \vec \nabla g \to {y^2}{z^2} = {x^2}{z^2} = {x^2}{y^2} \to x = \pm y = \pm z \\
3{x^2} = 1 \to {x^2} = \frac{1}{3} \to x = \pm \frac{{\sqrt 3 }}{3} \\
f\left( {\frac{{\sqrt 3 }}{3},\frac{{\sqrt 3 }}{3},\frac{{\sqrt 3 }}{3}} \right) = f\left( {\frac{{\sqrt 3 }}{3},\frac{{\sqrt 3 }}{3}, - \frac{{\sqrt 3 }}{3}} \right) = f\left( {\frac{{\sqrt 3 }}{3}, - \frac{{\sqrt 3 }}{3},\frac{{\sqrt 3 }}{3}} \right) = f\left( {\frac{{\sqrt 3 }}{3}, - \frac{{\sqrt 3 }}{3}, - \frac{{\sqrt 3 }}{3}} \right) = \\
f\left( { - \frac{{\sqrt 3 }}{3},\frac{{\sqrt 3 }}{3},\frac{{\sqrt 3 }}{3}} \right) = f\left( { - \frac{{\sqrt 3 }}{3},\frac{{\sqrt 3 }}{3} - \frac{{\sqrt 3 }}{3}} \right) = f\left( { - \frac{{\sqrt 3 }}{3}, - \frac{{\sqrt 3 }}{3},\frac{{\sqrt 3 }}{3}} \right) = f\left( { - \frac{{\sqrt 3 }}{3}, - \frac{{\sqrt 3 }}{3}, - \frac{{\sqrt 3 }}{3}} \right) = \frac{1}{{27}} \\
\end{gathered}[/tex]
 
  • #5
Ray Vickson said:
Assuming that x, y, z > 0 (other cases later) the first equation 2x*y^2*z^2= (2x)*u [using u instead of lambda] can be divided through by 2x on both sides to get y^2*z^2=u, that is: (yz)^2 = u. Similarly, (xz)^2 = u and (xy)^2 = u, so xz = xy = yz = v, v = sqrt(u) (since we have assumed all x, y, z > 0). So we get x = y = z. Now use the constraint.

Note that there are lots of other stationary points, essentially differing by signs in each of x, y and z. Also: you need to check whether you can have solutions with, for example, x = 0.


RGV

i did that whole thing... i got that x=y=z and so I am confused because how does x^2 + y^2 + z^2 = 1 if x=y=z ?
 
  • #6
arcyqwerty: didnt even think about doing that way the 3x^2=1
 
  • #7
so is arcyqwerty right? haha is there really those 8 points and only those?
 
  • #10
going off this, but using it for another problem .. i think i see a trend...
whatever 'n' is, is what the values are. like how we found that x=y=z= 1/sqrt(3) so not using values, just using 'n', we can assume that each value will always equal 1/sqrt(n) with just these types of problems... where you have f(x1, x2, ... , xn)= x1+x2+...+xn and the constraint is x1^2 + x2^2 + ... + xn^2
 

1. What are Lagrange Multipliers and how do they help find maximum and minimum values?

Lagrange Multipliers are mathematical tools used in optimization problems to find the maximum or minimum value of a function subject to a set of constraints. They involve using a system of equations to find the critical points of a function, which can then be used to find the maximum or minimum value.

2. When should Lagrange Multipliers be used to find max/min values?

Lagrange Multipliers are typically used when the function involves multiple variables and is subject to one or more constraints. In these cases, traditional methods for finding max/min values may not work, making Lagrange Multipliers a useful alternative.

3. How do you set up and solve a problem using Lagrange Multipliers?

To use Lagrange Multipliers, you first need to set up a system of equations using the function and constraints. This involves taking the partial derivatives of the function and setting them equal to the partial derivatives of the constraints multiplied by a constant (the Lagrange multiplier). The system of equations can then be solved to find the critical points, which can be used to find the max/min values.

4. Can Lagrange Multipliers be used for both single and multi-variable functions?

Yes, Lagrange Multipliers can be used for both single and multi-variable functions. However, they are most commonly used for multi-variable functions as they are able to handle multiple constraints more effectively.

5. Are there any limitations to using Lagrange Multipliers to find max/min values?

While Lagrange Multipliers are a powerful tool for finding max/min values, they do have some limitations. They may not be applicable in cases where the constraints are not differentiable, and they can be time-consuming to solve for complex problems.

Similar threads

  • Calculus and Beyond Homework Help
Replies
8
Views
442
  • Calculus and Beyond Homework Help
Replies
4
Views
820
  • Calculus and Beyond Homework Help
Replies
16
Views
1K
  • Calculus and Beyond Homework Help
Replies
2
Views
1K
  • Calculus and Beyond Homework Help
Replies
2
Views
490
  • Calculus and Beyond Homework Help
Replies
10
Views
746
  • Calculus and Beyond Homework Help
Replies
5
Views
2K
  • Calculus and Beyond Homework Help
Replies
8
Views
2K
  • Calculus and Beyond Homework Help
Replies
9
Views
1K
  • Calculus and Beyond Homework Help
Replies
2
Views
526
Back
Top