1.
5 Lagrange Multipliers
Suppose we have a function f ( x, y, z ) subject to the constraint
g ( x, y, z ) = 0. We construct a new function F of four variables
defined by the following: F ( x= , y, z , λ ) f ( x, y, z ) − λ g ( x, y, z ).
It can be shown that if (a, b, c) is a critical point of f , subject to
the constraint g ( x, y, z ) = 0, there exists a value of λ, say λ0 , such
that (a, b, c, λ0 ) is a critical point of F .
The number λ0 is called a Lagrange multiplier.
To find critical points of f , subject to g ( x, y, z ) = 0, we instead find
critical points of F .
The PowerPoint slides were prepared from the book of Ernest F.H.Jr., Richard S.P. & Richard J.W., Introductory
Mathematical Analysis, 14 ed. Pearson Education.
Asst.Prof. Gulcan PETRICLI 1-1
1.5 Lagrange Multipliers
Example 19 – Method of Lagrange Multipliers
Find the critical points for 𝑧𝑧 = 𝑓𝑓(𝑥𝑥, 𝑦𝑦) = 3𝑥𝑥 − 𝑦𝑦 + 6, subject to the
constraint 𝑥𝑥 2 + 𝑦𝑦 2 = 4.
Solution: We write the constraint as 𝑔𝑔(𝑥𝑥, 𝑦𝑦) = 𝑥𝑥 2 + 𝑦𝑦 2 − 4 = 0 and
construct the function 𝐹𝐹(𝑥𝑥, 𝑦𝑦, 𝜆𝜆) = 𝑓𝑓(𝑥𝑥, 𝑦𝑦) − 𝜆𝜆𝜆𝜆(𝑥𝑥, 𝑦𝑦)
= 3𝑥𝑥 − 𝑦𝑦 + 6 − 𝜆𝜆(𝑥𝑥 2 + 𝑦𝑦 2 − 4).
Setting 𝐹𝐹𝑥𝑥 = 𝐹𝐹𝑦𝑦 = 𝐹𝐹𝜆𝜆 = 0, we have
3 − 2𝑥𝑥𝑥𝑥 = 0
� −1 − 2𝑦𝑦𝑦𝑦 = 0
−𝑥𝑥 2 − 𝑦𝑦 2 + 4 = 0
The PowerPoint slides were prepared from the book of Ernest F.H.Jr., Richard S.P. & Richard J.W., Introductory
Mathematical Analysis, 14 ed. Pearson Education.
Asst.Prof. Gulcan PETRICLI 1-2
1.5 Lagrange Multipliers
Example 19 – Continued
Solution, continued
3 1
From the first two equations, we have x = and y = − .
2λ 2λ
Substituting into the third equation gives
9 1 10
− 2 − 2 + 4 =0, so λ =± .
4λ 4λ 4
10 3 10 10
If λ = , then x = and y = − .
4 5 5
10 3 10 10
If λ = − , then x =− and y = .
4 5 5
Thus, the critical points of f , subject to the constraint, are
(3 10 / 5, − 10 / 5) and (−3 10 / 5, 10 / 5).
The PowerPoint slides were prepared from the book of Ernest F.H.Jr., Richard S.P. & Richard J.W., Introductory
Mathematical Analysis, 14 ed. Pearson Education.
Asst.Prof. Gulcan PETRICLI 1-3
1.5 Lagrange Multipliers
Example 19 – Continued
𝐹𝐹𝑥𝑥𝑥𝑥 = −2 𝐹𝐹𝑥𝑥𝑦𝑦 = 0 𝐹𝐹𝑦𝑦𝑦𝑦 = −2 ⇒ D = −2 −2 − 02 = 4
Then, since D is positive and 𝐹𝐹𝑥𝑥𝑥𝑥 has a constant negative
value for all the critical points, the critical points determined
are local maximums.
The PowerPoint slides were prepared from the book of Ernest F.H.Jr., Richard S.P. & Richard J.W., Introductory
Mathematical Analysis, 14 ed. Pearson Education.
Asst.Prof. Gulcan PETRICLI 1-4
1.5 Lagrange Multipliers
Example 20 – Minimizing Costs
Suppose a firm has an order for 200 units of its product and wishes to distribute
its manufacture between two of its plants, plant 1 and plant 2.
Let 𝑞𝑞1 and 𝑞𝑞2 denote the outputs of plants 1 and 2, respectively, and suppose
the total−cost function is given by
𝑐𝑐 = 𝑓𝑓 𝑞𝑞1 , 𝑞𝑞2 = 2𝑞𝑞12 + 𝑞𝑞1 𝑞𝑞2 + 𝑞𝑞22 + 200.
How should the output be distributed in order to minimize costs?
The PowerPoint slides were prepared from the book of Ernest F.H.Jr., Richard S.P. & Richard J.W., Introductory
Mathematical Analysis, 14 ed. Pearson Education.
Asst.Prof. Gulcan PETRICLI 1-5
1.5 Lagrange Multipliers
Example 20 – Continued
The PowerPoint slides were prepared from the book of Ernest F.H.Jr., Richard S.P. & Richard J.W., Introductory
Mathematical Analysis, 14 ed. Pearson Education.
Asst.Prof. Gulcan PETRICLI 1-6
1.5 Lagrange Multipliers
Example 20 – Continued
𝐹𝐹𝑞𝑞1 𝑞𝑞1 = 4 𝐹𝐹𝑞𝑞1 𝑞𝑞2 = 1 𝐹𝐹𝑞𝑞2 𝑞𝑞2 = 2 ⇒ D = 4 2 − 12 = 7
Then, since D is positive and𝐹𝐹𝑞𝑞1 𝑞𝑞1 has a constant positive
value for all the critical points, the critical point determined is
a local minimum.
The PowerPoint slides were prepared from the book of Ernest F.H.Jr., Richard S.P. & Richard J.W., Introductory
Mathematical Analysis, 14 ed. Pearson Education.
Asst.Prof. Gulcan PETRICLI 1-7
