Lagrange Multipliers to Find Extreme Values of a Multi-Variable Function

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SUMMARY

The discussion focuses on using Lagrange multipliers to find the extrema of the function f(x,y) = 3x² + y² under the constraint g(x,y) = x² + y² = 1. The user initially struggles with the method, incorrectly concluding that the only solution is x=y=0, which does not satisfy the constraint. After consulting Wolfram, they discover the correct extrema: maxima at (-1, 0) and (1, 0), and minima at (0, -1) and (0, 1). The key takeaway is the realization that either x or y must equal 0, leading to the correct identification of constrained extrema.

PREREQUISITES
  • Understanding of multivariable calculus concepts, specifically Lagrange multipliers.
  • Familiarity with gradient vectors and their notation (∇f and ∇g).
  • Knowledge of constraints in optimization problems.
  • Basic proficiency in solving systems of equations.
NEXT STEPS
  • Study the method of Lagrange multipliers in greater detail, focusing on its applications in constrained optimization.
  • Learn how to derive and interpret gradient vectors for multivariable functions.
  • Explore additional examples of constrained optimization problems to solidify understanding.
  • Investigate computational tools like Wolfram Alpha for solving complex optimization problems.
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Students and professionals in mathematics, particularly those studying calculus and optimization techniques, as well as anyone seeking to deepen their understanding of Lagrange multipliers and their applications in finding extrema of functions under constraints.

ChrisPls
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Homework Statement



I need to find the extrema of [itex]f(x,y) = 3x^{2} + y^{2}[/itex] given the constraint [itex]x^{2} + y^{2} = 1[/itex]

Homework Equations



I'm not sure what goes here. I've been trying to solve it with this:

∇f(x,y) = λ∇g(x,y)

The Attempt at a Solution



[itex]f(x,y) = 3x^{2} + y^{2}[/itex]
[itex]g(x,y) = x^{2} + y^{2} = 1[/itex]

[itex]∇f(x,y) = <6x, 2y>[/itex]
[itex]∇g(x,y) = <2x, 2y>[/itex]

With the previous equation, we get a system of equations:

[itex]6x = 2xλ[/itex]

[itex]2y = 2yλ[/itex]

and the constraint

[itex]x^{2} + y^{2} = 1[/itex]

Solving for x and y, I get x=y=0. But that fails the final constraint. I've used the above procedure for other Lagrange problems without much issue, but this one's stumping me.

So I tried finding a solution on Wolfram: Maxes at (-1, 0) and (1, 0), and Mins at (0, -1) and (0, 1). Okay, nice and simple looking solutions. Right?

But I just can't figure this out. What am I missing?

Thanks
 
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ChrisPls said:

Homework Statement



I need to find the extrema of [itex]f(x,y) = 3x^{2} + y^{2}[/itex] given the constraint [itex]x^{2} + y^{2} = 1[/itex]

Homework Equations



I'm not sure what goes here. I've been trying to solve it with this:

∇f(x,y) = λ∇g(x,y)

The Attempt at a Solution



[itex]f(x,y) = 3x^{2} + y^{2}[/itex]
[itex]g(x,y) = x^{2} + y^{2} = 1[/itex]

[itex]∇f(x,y) = <6x, 2y>[/itex]
[itex]∇g(x,y) = <2x, 2y>[/itex]

With the previous equation, we get a system of equations:

[itex]6x = 2xλ[/itex]

[itex]2y = 2yλ[/itex]

and the constraint

[itex]x^{2} + y^{2} = 1[/itex]

Solving for x and y, I get x=y=0. But that fails the final constraint. I've used the above procedure for other Lagrange problems without much issue, but this one's stumping me.

So I tried finding a solution on Wolfram: Maxes at (-1, 0) and (1, 0), and Mins at (0, -1) and (0, 1). Okay, nice and simple looking solutions. Right?

But I just can't figure this out. What am I missing?

Thanks

[tex]6x = 2x \lambda \Longrightarrow x = 0 \text{ or } \lambda = 3\\<br /> 2y = 2y \lambda \Longrightarrow y = 0 \text{ or } \lambda = 1.[/tex]
Either x or y must = 0, and then the other one = ± 1. One value of λ corresponds to the constrained min and the other to the constrained max.

RGV
 
Ooh, I see how that works now. Thank you very much!
 

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