How Do Lagrange Multipliers Relate to Extremums of Functions?

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SUMMARY

The discussion focuses on the application of Lagrange multipliers in relation to finding extremums of functions defined by constraints. It establishes that if \( f \) and \( g \) are differentiable functions on an open set \( G \subset \mathbb{R}^n \) and \( f(p) = 0 \) with \( Df(p) \neq 0 \), then an extremum of \( g \) on the level set defined by \( f^{-1}(0) \) can be expressed as \( Dg(p) = \delta \cdot Df(p) \), where \( \delta \) is a scalar. The discussion clarifies that \( Dg(p) \) does not equal zero at the extremum, as the implicit function theorem allows for the definition of \( g \) in terms of \( x \) and \( y(x) \), leading to \( \frac{d}{dx}[g(x,y(x))] = 0 \) instead.

PREREQUISITES
  • Understanding of differentiable functions in calculus
  • Familiarity with the implicit function theorem
  • Knowledge of Lagrange multipliers and their application
  • Basic proficiency in multivariable calculus
NEXT STEPS
  • Study the implicit function theorem in detail
  • Learn about the application of Lagrange multipliers in optimization problems
  • Explore examples of extremums in multivariable functions
  • Investigate the relationship between gradients and level sets
USEFUL FOR

Students and professionals in mathematics, particularly those studying calculus, optimization, and mathematical analysis. This discussion is beneficial for anyone looking to deepen their understanding of Lagrange multipliers and their role in finding extremums of constrained functions.

allistair
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I'm not entirely sure what the english terms are for some of the things I'm about to say but i hope it's clear what I mean exactly. I'n my handbook the theorom is said to be:

Say G is a part (which is open) of R^n, f and g are functions from G to R (f:G->R, g:G->R) and both are differentiable (and the differential is continues). If f(p)=0, Df(p)#0 and g has an extremum on p (f^-1(0)) then there is a delta (element of R) for which you can write: Dg(p)=delta*Df(p)

But if g has an extremum on p then wouldn't Dg(p) = 0?

thx in advance
 
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But if g has an extremum on p then wouldn't Dg(p) = 0?


Not really. Under the given conditions, the implicit function theorem guarantees that the expression f(p)=f(p_1,p_2)=0 defines a function y=y(x), x\in (p_1-\epsilon, p_1+\epsilon)=I (or x=x(y), but choose the former for convenience) . So an extremum for g on f^{-1}(0) is in fact the extremum of -say- g(x,y(x)),x\in I.

So \frac{d}{dx}[g(x,y(x))] is zero at p and not necessarily \frac{\partial g}{\partial x}(p)=0=\frac{\partial g}{\partial y}(p)
 

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