Question
Using Lagrange multipliers, show that:
a) maximum value of subject to is
b) minimum value of subject to is
Solution
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a) maximum value of subject to is
Objective function,
Constraint function,
Lagrange multiplier function:
Step-1: Find Gradient of f
Step-2: Find Gradient of g
Step-3: Find x, y and
Step-4: Substitute and figure out function values
Let’s take as the question is to prove maxima.
Let c = ,
Apply c in Constraint function
Apply (7) in (1)
Thus, f has maxima at . Hence, proved.
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b) minimum value of subject to is
Objective function,
Constraint function,
Lagrange multiplier function:
Step-1: Find Gradient of f
Step-2: Find Gradient of g
Step-3: Find x, y and
(1)
Similarly, we get,
(2)
(3)
RHS of the equations (1), (2) and (3) are the same. Thus, let’s equate LHS of (1) = (2)
Similarly, (2)=(3) and (1)=(3) will give =1/x, =1/z
Thus, x=y=z=
Step-4: Substitute and figure out function values
Apply in Constraint function
Let
Let’s take as the question is about a minima.
Apply in Objective function
Thus, f has minima at . Hence, proved.