Worked examples · Sheet 3
Constrained extrema with Lagrange multipliers
Theory used: Lagrange multiplier theoremLagrangian functionGeometric interpretationConstrained extremum
Go to: Exercise 1Exercise 2Exercise 3
Exercise 1
Find the maximum and minimum of on the circle .
The functions and are polynomials, and vanishes only at the origin, which does not lie on the constraint; so at every constrained extremum the condition of the Lagrange multiplier theorem holds. In the first equation cannot be , because that would give ; therefore and are obtained as functions of and substituted into the constraint, which gives .
The candidates are and . The circle is closed and bounded and is continuous, so by the Weierstrass theorem has a maximum and a minimum on the constraint, which must be among the candidates. The maximum is at and the minimum is at . At the maximum point the gradient points in the direction of the radius, so the level line is tangent to the circle, as the figure shows.
Exercise 2
Find the maximum and minimum of on the circle .
As in the previous exercise, does not vanish on the constraint, so the extrema are among the solutions of the Lagrange system. The first equation can be written and splits into two cases.
If , the constraint gives , and the second equation is satisfied with ; at these points . If , the second equation becomes , and substituting into the constraint gives , that is, and . One obtains four points, at which equals or . The circle is closed and bounded, so the constrained maximum is , at the points , and the minimum is , at the points . The points satisfy the Lagrange condition but are not absolute extrema on the constraint.
Exercise 3
Find the maximum and minimum of on the ellipse .
The gradient of the constraint is , zero only at the origin, which does not lie on the ellipse; the Lagrange multiplier theorem therefore applies at every point of the constraint. Substituting the second equation into the first gives . The case would lead to , which is excluded, therefore and one can divide by , obtaining .
With the first equation gives , and the constraint becomes , that is, . With we have , and one obtains the other two points. The ellipse is closed and bounded, so comparing the values gives the maximum and the minimum .