Question

Using Lagrange multipliers, show that:
a) maximum value of x^2y^3z^4 subject to 2x+3y+4z=a is (a/9)^9
b) minimum value of yz+zx+xy subject to xyz=a^2(x+y+z) is 9a^2

Solution

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a) maximum value of x^2y^3z^4 subject to 2x+3y+4z=a is (a/9)^9

Objective function, f=x^2y^3z^4
Constraint function, g=2x+3y+4z-a
Lagrange multiplier function: \nabla f(x_0,y_0,z_0)=\lambda_0 \nabla g(x_0,y_0,z_0)

Step-1: Find Gradient of f

    \[ \nabla f(x_0,y_0,z_0) = \begin{bmatrix} \frac{\partial f}{\partial x}\\ \frac{\partial f}{\partial y}\\ \frac{\partial f}{\partial z}\end{bmatrix} = \begin{bmatrix} 2xy^3z^4\\ 3y^2x^2z^4\\ 4z^3x^2y^3 \end{bmatrix} \]

Step-2: Find Gradient of g

    \[ \nabla g(x_0,y_0,z_0) = \begin{bmatrix} \frac{\partial g}{\partial x}\\ \frac{\partial g}{\partial y}\\ \frac{\partial g}{\partial z}\end{bmatrix} = \begin{bmatrix} 2\\ 3\\ 4 \end{bmatrix} \]

Step-3: Find x, y and \lambda_0

    \[ \begin{bmatrix} 2xy^3z^4\\ 3y^2x^2z^4\\ 4z^3x^2y^3 \end{bmatrix} = \lambda_0 \begin{bmatrix} 2\\ 3\\ 4 \end{bmatrix} \]

    \[ \Rightarrow \lambda_0 = x^8 = y^8 = z^8 \]

    \[ \Rightarrow x = y = z = \pm \lambda_0^{1/8} \]

Step-4: Substitute and figure out function values
Let’s take \lambda_0^{1/8} as the question is to prove maxima.

Let c = \lambda_0^{1/8},

Apply c in Constraint function \Rightarrow

    \[ g(x,y,z)=2x+3y+4z-a \Rightarrow 2c+3c+4c-a=9c-a=0 \Rightarrow \lambda_0^{1/8} = a/9 \]

Apply (7) in (1) \Rightarrow

    \[ f(x,y,z)=x^2y^3z^4=(a/9)^2.(a/9)^3.(a/9)^4=(a/9)^9. \]

Thus, f has maxima at (a/9)^9. Hence, proved.
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b) minimum value of yz+zx+xy subject to xyz=a^2(x+y+z) is 9a^2

Objective function, f(x,y,z)=yz+zx+xy
Constraint function, g(x,y,z)=xyz−a^2(x+y+z)
Lagrange multiplier function: \nabla f(x_0,y_0,z_0)=\lambda_0 \nabla g(x_0,y_0,z_0)

Step-1: Find Gradient of f

    \[ \nabla f(x_0,y_0,z_0) = \begin{bmatrix} \frac{\partial f}{\partial x}\\ \frac{\partial f}{\partial y}\\ \frac{\partial f}{\partial z}\end{bmatrix} = \begin{bmatrix} y+z\\ x+z\\ x+y \end{bmatrix} \]

Step-2: Find Gradient of g

    \[ \nabla g(x_0,y_0,z_0) = \begin{bmatrix} \frac{\partial g}{\partial x}\\ \frac{\partial g}{\partial y}\\ \frac{\partial g}{\partial z}\end{bmatrix} = \begin{bmatrix} yz-a^2\\ xz-a^2\\ xy-a^2 \end{bmatrix} \]

Step-3: Find x, y and \lambda_0

    \[ \Rightarrow \begin{bmatrix} y+z\\ x+z\\ x+y \end{bmatrix} = \lambda_0 \begin{bmatrix} yz-a^2\\ xz-a^2\\ xy-a^2 \end{bmatrix} \]

(1)   \begin{equation*}    \left\ y+z = \lambda_0(yz-a^2) \Rightarrow y+z-\lambda_0yz = -\lambda_0 a^2 \end{equation*}

Similarly, we get,

(2)   \begin{equation*}    \left\ \Rightarrow x+z-\lambda_0xz = -\lambda_0 a^2 \end{equation*}

(3)   \begin{equation*}    \left\ \Rightarrow x+y-\lambda_0xy = -\lambda_0 a^2 \end{equation*}

RHS of the equations (1), (2) and (3) are the same. Thus, let’s equate LHS of (1) = (2)

    \[ y+z-\lambda_0yz=x+z-\lambda_0xz \Rightarrow x-y=\lambda_0z(x−y) \Rightarrow \lambda_0=1/y  \]

Similarly, (2)=(3) and (1)=(3) will give \lambda_0=1/x, \lambda_0=1/z
Thus, x=y=z=1/\lambda_0

Step-4: Substitute \lambda_0 and figure out function values
Apply \lambda_0 in Constraint function \Rightarrow
Let c=1/\lambda_0

    \[ g(x,y,z)=xyz−a^2(x+y+z) \Rightarrow c^3=3c.a^2  \Rightarrow c^2=3a^2 \Rightarrow c = \pm \sqrt{3}a \Rightarrow 1/\lambda_0 = \pm \sqrt{3}a \]

Let’s take -\sqrt{3}a as the question is about a minima.

Apply \lambda_0 in Objective function \Rightarrow

    \[ f(x,y,z) = yz+zx+xy = c^2+c^2+c^2=3c^2=3/\lambda_0^2 \Rightarrow f(x,y,z)=9a^2 \]

Thus, f has minima at 9a^2. Hence, proved.

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