# What is Lagrange multiplier: Definition and 75 Discussions

In mathematical optimization, the method of Lagrange multipliers is a strategy for finding the local maxima and minima of a function subject to equality constraints (i.e., subject to the condition that one or more equations have to be satisfied exactly by the chosen values of the variables). It is named after the mathematician Joseph-Louis Lagrange. The basic idea is to convert a constrained problem into a form such that the derivative test of an unconstrained problem can still be applied. The relationship between the gradient of the function and gradients of the constraints rather naturally leads to a reformulation of the original problem, known as the Lagrangian function.The method can be summarized as follows: in order to find the maximum or minimum of a function

f
(
x
)

{\displaystyle f(x)}
subjected to the equality constraint

g
(
x
)
=
0

{\displaystyle g(x)=0}
, form the Lagrangian function

L

(
x
,
λ
)
=
f
(
x
)

λ
g
(
x
)

{\displaystyle {\mathcal {L}}(x,\lambda )=f(x)-\lambda g(x)}
and find the stationary points of

L

{\displaystyle {\mathcal {L}}}
considered as a function of

x

{\displaystyle x}
and the Lagrange multiplier

λ

{\displaystyle \lambda }
. The solution corresponding to the original constrained optimization is always a saddle point of the Lagrangian function, which can be identified among the stationary points from the definiteness of the bordered Hessian matrix.The great advantage of this method is that it allows the optimization to be solved without explicit parameterization in terms of the constraints. As a result, the method of Lagrange multipliers is widely used to solve challenging constrained optimization problems. Further, the method of Lagrange multipliers is generalized by the Karush–Kuhn–Tucker conditions, which can also take into account inequality constraints of the form

h
(

x

)

c

{\displaystyle h(\mathbf {x} )\leq c}
.

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1. ### Constraint force using Lagrangian Multipliers

Consider the following setup where the bead can glide along the rod without friction, and the rod rotates with a constant angular velocity ##\omega##, and we want to find the constraint force using Lagrange multipliers. I chose the generalized coordinates ##q=\{r,\varphi\}## and the...
2. F

### Stationary points classification using definiteness of the Lagrangian

Hello, I am using the Lagrange multipliers method to find the extremums of ##f(x,y)## subjected to the constraint ##g(x,y)##, an ellipse. So far, I have successfully identified several triplets ##(x^∗,y^∗,λ^∗)## such that each triplet is a stationary point for the Lagrangian: ##\nabla...

22. ### Discontinuity of a constraint in Lagrange Method

Homework Statement My question is quite specific, but I will include the entire question as laid out in the text Consider the problem of minimizing the function f(x,y) = x on the curve y^2 + x^4 -x^3 = 0 (a piriform). (a) Try using Lagrange Multipliers to solve the problem (b) Show that the...
23. ### A Lagrange multiplier approach to the catenary problem

In general, when dealing with mechanics problems using a function ##f(q1,q2,...)=0## that represent constraints one is minimizing the action ##S## while adding a term to the Lagrangian of the not-independent coordinates ##L + \lambda f ##. One can show that this addition doesn't change the...
24. ### How can I know when the Lagrange multiplier is a constant?

Consider a holonomic system where I have ##n## not independent variables and one constraint ##f(q1,q2,...,qN,t)=0##. One can rewrite the minimal action principle as: ##\frac{\partial L}{\partial q_i} - \frac{d}{dt} \frac{\partial L}{\partial q'_i} - \lambda \frac{\partial f}{\partial q_i} = 0...
25. ### Lagrange multiplier no solution or incorrect formulation

1. The problem statement I'm stuck with this problem which does not yield a solution. I feel as if I'm not formulating it correctly. Here it is described below. I've also written down the equations as they're easier to be read (attachment) This is something that I was doing with batteries and...
26. ### Lagrange multiplier systems of equations -- Help please

Homework Statement Hi guys I am new here and i really need help with this question. I've tried it multiple times but can't find all the critical points, help would be greatly appreciated. the question is as follows: Find the maximum and minimum values of w=4x-(1/2)y+(27/2)z on the surface...
27. ### Word problem using lagrange multiplier

Homework Statement The Baraboo, Wisconsin plant of International Widget Co. uses aluminum, iron and magnesium to produce high-quality widgets. The quantity of widgets which may be produced using x tonnes of aluminum, y tonnes of iron and z tonnes of magnesium is Q(x,y,z) = xyz. the cost of raw...
28. ### Solving a system in five unknowns for lagrange multiplier

Homework Statement I have to find the extrema of a given function with two constraints f(x,y,z) = x+y+z;x^2-y^2=1;2x+z=1 The Attempt at a Solution If I create a new function F then I have F(x,y,z,\lambda,\mu)=x+y+z-(x^2\lambda - y^2\lambda -\lambda) -(2x\mu + z\mu -...
29. ### Lagrangian mechanics, Lagrange multiplier.

Homework Statement I've thought of a problem to help me with Lagrange multipliers but have got stuck. Consider a particle of mass m moving on a surface described by the curve y = x2, the particle is released from rest at t = 0 and a position x = l. I'm trying to work out the EOM's but have...
30. ### Lagrange Multiplier Problem

Homework Statement Find the extrema of f(x, y) = x2−2xy+ 2y2, subject to the constraint x2 +y2 = 1.Homework Equations ∇f(x,y) = λg(x,y)The Attempt at a Solution This is the work I have thus far: Letting g(x,y) = x2+y2-1, We obtain the following three equations from the Lagrange Multiplier...
31. ### LaGrange Multiplier Problem

Homework Statement Consider the intersection of the elliptic paraboloid Z = X2+4Y2 , and the cylinder X2+Y2= 1. Use Lagrange multipliers to find the highest, and lowest points on the curve of intersection.Homework Equations The gradient equations of both functions.The Attempt at a Solution I...
32. ### Solve Lagrange Multiplier Problem | f(X,Y,Z) = 2XY + 6YZ + 8XZ

Homework Statement Minimize f(X, Y, Z) = 2XY + 6YZ + 8XZ subject to the constraint XYZ = 12. Homework Equations The gradients of the equations, and XYZ = 12. The Attempt at a Solution I have the gradients for both of the equations. ∇f = <2Y + 8Z, 2X + 6Z, 6Y + 8X> ∇g = <...
33. ### Optimizing Multivariate Function with Constraint: Lagrange Multiplier Troubles?

Homework Statement Find extrema for f\left( x,y,z \right) ={ x }^{ 3 }+{ y }^{ 3 }+{ z }^{ 3 } under the constraint g\left( x,y,z \right) ={ x }^{ 2 }+{ y }^{ 2 }+{ z }^{ 2 }=16Homework Equations (1) \nabla f=\lambda \nabla g (2) g\left( x,y,z \right) ={ x }^{ 2 }+{ y }^{ 2 }+{ z }^{ 2 }=16...
34. ### Very important, Lagrange multiplier

Guys, i would be really greatfull if someone help me with this because i really don't know how to deal with this math problem: Find the maximum and minimum values of f = x^(1/4) + y^(1/3) on the boundary of g = 4*x+ 6*y = 720. Please help me someone, i am desperate from this :(
35. ### Optimizing Multivariate Function with Lagrange Multiplier Method

Homework Statement Find the stationary value of $$f(u,v,w) = \left( \frac{c}{u} \right)^m + \left( \frac{d}{v} \right)^m + \left( \frac{e}{w} \right)^m$$ Constraint: $$u^2 + v^2 + w^2 = t^2$$ Note: $$u, v, w > 0$$. $$c,d, e, t > 0$$. $$m > 0$$ and is a positive integer.Homework...
36. ### Lagrange Multiplier Question

Homework Statement Find the product of the maximal and the minimal values of the function z = x - 2y + 2xy in the region (x -1)2+(y + 1/2)2≤2 Homework Equations The Attempt at a Solution I have taken the partial derivatives and set-up the problem, but I am having difficulty...
37. ### Lagrange Multiplier -> Find the maximum.

Lagrange Multiplier --> Find the maximum. Homework Statement Find the maximum value, M, of the function f(x,y) = x^4 y^9 (7 - x - y)^4 on the region x >= 0, y >= 0, x + y <= 7. Homework Equations Lagrange multiplier method and the associated equations. The Attempt at a Solution...
38. ### Lagrange multiplier problem - function of two variables with one constraint

Homework Statement Find the maximum and minimum values of f(x,y) = 2x^2+4y^2 - 4xy -4x on the circle defined by x^2+y^2 = 16. Homework Equations Lagrange's method, where f_x = lambda*g_x, f_y= lambda*g_y (where f is the given function and g(x,y) is the circle on which we are looking...
39. ### Using Lagrange Multipliers to Solve Constrained Optimization Problems

Homework Statement f(x,y) = y2-x2, g(x,y) = x2/4 +y2=9 Homework Equations \nabla f = \lambda \nabla g -2x = \lambda \frac{x}{2} 2y = 2\lambda y \frac{1}{4} x^2 + y^2 = 9 The Attempt at a Solution I arrived at the three equations above. So according to the first equation...
40. ### Optimizing Elliptical Radius Vectors with Lagrange Multipliers

Homework Statement The question is : Find the maximum and minimum lengths of the radius vector contained in an ellipse 5x^2 +6xy+5y^2 Homework Equations The Attempt at a Solution Hi I seem to be at a loss here because usually along with an equation a constraint is also given but in this case...
41. C

### Finding and recognizing infeasible Lagrange multiplier points

Maximize: 3*v*m subject to: L - m - v >= 0 V - v >= 0 m - 6 >= 0 M - m >= 0 Where L, M, and V are positive integers. Lagrangian (call it U): U = 3vm + K1(L - m - v) + K2(V - v) + K3(m - 6) + K4(M - m) Where K1-K4 are the slack variables/inequality Lagrange...
42. ### How to determine maximum and minimum for Lagrange Multiplier?

Homework Statement Find the minimum and maximum values of the function subject to the given constraint f(x,y) = x^2 + y^2, 2x + 3y = 6 Homework Equations \nablaf, \nablag The Attempt at a Solution After doing all the calculation, x value and y value came out to be...
43. ### Lagrange Multiplier problem

I'm in a bit of a hurry, so this isn't going to be very pretty. Homework Statement Maximize: V(l,d) = pi * (0.5*d)^2 * l Subject to: l + 3.5d = 84 -> C(l, d) = l + 3.5d - 84Homework Equations ∇V(l,d) = λ ∇C(l,d) The Attempt at a Solution ∇V(l,d) = 0.5*pi*d ∇C(l,d) = 0How do I find the...
44. ### Lagrange multiplier question

Homework Statement Find the maximum and minimum values of f(x,y) = x5y3 on the circle defined by x2 + y2 = 10. Do the same for the disc x2 + y2 ≤ 10. The Attempt at a Solution for the first part, if I call the circle g(x,y) defined by x2 + y2 = 10 I need to now define some F(x,y,λ) =...
45. ### Lagrange Multiplier question with solid attempt

Homework Statement Use the method of Lagrange multipliers to ﬁnd the maximum and minimum values of the function f(x, y) = x + y2 subject to the constraint g(x,y) = 2x2 + y2 - 1 Homework Equations none The Attempt at a Solution We need to find \nablaf = λ\nablag Hence...
46. ### Lagrange Multiplier theory question

Homework Statement I made this up, so I am not even sure if there is a solution Let's say I have to find values for which these two inequality hold x^2 + y^5 + z = 6 and 8xy + z^9 \sin(x) + 2yx \leq 200And by Lagrange Multipliers that \nabla f = \mu \nabla g So can I let f = 8xy + z^9 \sin(x)...
47. ### Lagrange multiplier problem

1. Assume we have function V(x,y,z) = 2x2y2z = 8xyz and we wish to maximise this function subject to the constraint x^2+Y^2+z^2=9. Find the value of V at which the max occurs 2. Function: V(x,y,z) = 2x2y2z = 8xyz Constraint: x^2+Y^2+z^2=9 3. So far I have gone Φ= 8xyz +...
48. ### Maximizing the Lagrangian with Constraints: A Guide to Solving Problems

Homework Statement L = - \Sigma x,y (P(x,y) log P(x,y)) + \lambda \Sigmay (P(x,y) - q(x)) This is the Lagrangian. I need to maximize the first term in the sum with respect to P(x,y), subject to the constraint in the second term. The first term is a sum over all possible values of x,y...
49. ### Max/Min of f Using Lagrange Multipliers

In a exercise says: Find max a min of f=-x^2+y^2 abaut the ellipse x^2+4y^2=4 i tried -2x=\lambda 2x 2y=\lambda 8y x^2+4y^2-4=0 then \lambda =-1 or \lambda =\frac{1}{4} , but, ¿how i find x,y?
50. ### Maximizing f(x,y,z) with Constraint and Lagrange Multipliers

Homework Statement Maximize f(x,y,z)=x^{2}+y^{2}+z^{2} with constraint x^{4}+y^{4}+z^{4}=1 using Lagrange multipliers The Attempt at a Solution I've got the setup as: \Lambda(x,y,z,\lambda)=x^{2}+y^{2}+z^{2}+\lambdax^{4}+\lambday^{4}+\lambdaz^{4}+\lambda I solve for all partials nice...