Finding Extrema with Lagrange Multipliers

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Discussion Overview

The discussion centers around using Lagrange Multipliers to find the extrema of the function f(x, y) = sqrt{6 - x^2 - y^2} under the constraint x + y - 2 = 0. Participants explore the mathematical steps involved in identifying critical points and evaluating the function at those points, with a focus on ensuring that x and y remain positive.

Discussion Character

  • Mathematical reasoning
  • Technical explanation
  • Exploratory

Main Points Raised

  • One participant rewrites the constraint and calculates the gradients of f and g, leading to the equation -x/sqrt{6 - x^2 - y^2} = L and -y/sqrt{6 - x^2 - y^2} = L.
  • Another participant derives that x = y from the gradients and explores the implications of this equality.
  • Multiple participants suggest setting (x - y) = 0 and sqrt{6 - x^2 - y^2} = 0 to find critical points.
  • There is a proposal to use the constraint to express y in terms of x, leading to critical points of the form (x, 2 - x).
  • One participant identifies (1, 1) as a critical point and evaluates the function at this point, suggesting it may be a maximum.
  • Another participant introduces a second point on the constraint to compare values of the function and assess whether (1, 1) is a maximum or minimum.
  • There is a discussion about the validity of the chosen second point and its role in determining the nature of the critical point.

Areas of Agreement / Disagreement

Participants generally agree on the identification of (1, 1) as a critical point in the first quadrant. However, there is no consensus on the definitive nature of this critical point as a maximum or minimum, as some participants propose using additional points for comparison.

Contextual Notes

The discussion includes various mathematical steps and assumptions that are not fully resolved, such as the implications of the equality x = y and the evaluation of the function at different points. There are also unresolved questions about the application of Lagrange Multipliers in this context.

Who May Find This Useful

Readers interested in optimization techniques, particularly in the context of constrained optimization using Lagrange Multipliers, may find this discussion relevant.

harpazo
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Use Lagrange Multipliers to find the individual extrema, assuming that x and y are positive.

Maximize: f (x, y) = sqrt {6 - x^2 - y^2}

Constraint: x + y - 2 = 0

My Work:

I first decided to rewrite the constraint as g (x, y) = x + y without the constant -2 as originally given.

I found the gradient of f to be

(-xi - yj)/sqrt {6 - x^2 - y^2}.

I found the gradient of g to be i + j.

Let L = the lowercase Greek letter lambda for short.

I substituted the gradient of f and g into

gradient of f = L * gradient of g.

[-x/sqrt {6 - x^2 - y^2}]i - [y/sqrt {6 - x^2 - y^2}]j = L (i + j)

I equated the coefficient of i to L and the coefficient of j to L.

-x/sqrt {6 - x^2 - y^2} = L

-y/sqrt {6 - x^2 - y^2} = L

I am struck here.
 
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Okay, so what this implies is:

$$\frac{x}{\sqrt{6-x^2-y^2}}=\frac{y}{\sqrt{6-x^2-y^2}}$$

Cross-multiply:

$$x\sqrt{6-x^2-y^2}=y\sqrt{6-x^2-y^2}$$

$$x\sqrt{6-x^2-y^2}-y\sqrt{6-x^2-y^2}=0$$

$$(x-y)\sqrt{6-x^2-y^2}=0$$

So, what are your critical point(s)?
 
MarkFL said:
Okay, so what this implies is:

$$\frac{x}{\sqrt{6-x^2-y^2}}=\frac{y}{\sqrt{6-x^2-y^2}}$$

Cross-multiply:

$$x\sqrt{6-x^2-y^2}=y\sqrt{6-x^2-y^2}$$

$$x\sqrt{6-x^2-y^2}-y\sqrt{6-x^2-y^2}=0$$

$$(x-y)\sqrt{6-x^2-y^2}=0$$

So, what are your critical point(s)?

To find the critical points, I set (x - y) = 0 and
sqrt {6 - x^2 -y^2} = 0 and then solve for x and y.
Let me know if this works for locating the critical points.
 
Harpazo said:
To find the critical points, I set (x - y) = 0 and
sqrt {6 - x^2 -y^2} = 0 and then solve for x and y.
Let me know if this works for locating the critical points.

What I would do is use the constraint to determine $y=2-x$. Now substitute for $y$ in both equations you mentioned, and solve for $x$, then your critical points will be $(x,2-x)$, and you will want to discard any points not in the first quadrant, since you stated both $x$ and $y$ are positive. What do you find?
 
MarkFL said:
What I would do is use the constraint to determine $y=2-x$. Now substitute for $y$ in both equations you mentioned, and solve for $x$, then your critical points will be $(x,2-x)$, and you will want to discard any points not in the first quadrant, since you stated both $x$ and $y$ are positive. What do you find?

I will do as you suggested. What do I find? Are we not seeking critical points? I will work on this later and get back to you.
 
MarkFL said:
What I would do is use the constraint to determine $y=2-x$. Now substitute for $y$ in both equations you mentioned, and solve for $x$, then your critical points will be $(x,2-x)$, and you will want to discard any points not in the first quadrant, since you stated both $x$ and $y$ are positive. What do you find?

Hello Mark. I got home about 20 minutes ago and decided to head straight to this question. Math helps me forget my problems in life. It may sound silly but it's true.

I did what you suggested. The only critical point that applies here and lies in quadrant 1 is (1, 1).

I then evaluated the given function f(1, 1). The max value is 2 and it happens at the critical point (1, 1).

What do you think?
 
Harpazo said:
Hello Mark. I got home about 20 minutes ago and decided to head straight to this question. Math helps me forget my problems in life. It may sound silly but it's true.

I did what you suggested. The only critical point that applies here and lies in quadrant 1 is (1, 1).

I then evaluated the given function f(1, 1). The max value is 2 and it happens at the critical point (1, 1).

What do you think?

I agree that of the 3 critical points, $(1,1)$ is the only one in quadrant I. Now, we know this is either a maximum or a minimum, and to determine which, we can choose another point on the constraint, such as $$\left(\frac{3}{2},\frac{1}{2}\right)$$. We then find:

$$f\left(\frac{3}{2},\frac{1}{2}\right)=\sqrt{\frac{7}{2}}<2$$

So now we may assert that:

$$f_{\max}=f(1,1)=2$$
 
MarkFL said:
I agree that of the 3 critical points, $(1,1)$ is the only one in quadrant I. Now, we know this is either a maximum or a minimum, and to determine which, we can choose another point on the constraint, such as $$\left(\frac{3}{2},\frac{1}{2}\right)$$. We then find:

$$f\left(\frac{3}{2},\frac{1}{2}\right)=\sqrt{\frac{7}{2}}<2$$

So now we may assert that:

$$f_{\max}=f(1,1)=2$$

1. Where did the other point come from?

2. How can I solve this problem via Lagrange Multipliers?
I enjoy using Lambda.

3. The answer in the back of the book reveals the fact that we are correct.
 
Harpazo said:
1. Where did the other point come from?

2. How can I solve this problem via Lagrange Multipliers?
I enjoy using Lambda.

3. The answer in the back of the book reveals the fact that we are correct.

I chose the point as it is on the constraint. Using that point, we can determine if our one critical point is a maximum or a minimum. If the objective function evaluated at the other point is above the value of the objective function at the critical point, then we know the critical point is at the minimum, likewise if the objective function evaluated at the other point is below the value of the objective function at the critical point, then we know the critical point is at the maximum.
 
  • #10
MarkFL said:
I chose the point as it is on the constraint. Using that point, we can determine if our one critical point is a maximum or a minimum. If the objective function evaluated at the other point is above the value of the objective function at the critical point, then we know the critical point is at the minimum, likewise if the objective function evaluated at the other point is below the value of the objective function at the critical point, then we know the critical point is at the maximum.

Good information here.
 

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