Question:
Finding Max/Min of f(x,y,z) Subject to? Constraint?
Jurassic I
2008-06-18 12:48:58 UTC
Suppose f(x,y,z) = x² + x + y² + z².

a) Find the maximum and minimum of f(x,y,z) subject to the constraint x² + 2y² + 2z² = 16.

b) Find the maximum and minimum of f(x,y,z) over the set

S = { (x,y,z) : x² + 2y² + 2z² <= (less than or equal to) 16}


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Three answers:
Winnfield III
2008-06-21 09:35:07 UTC
(a) We have f(x,y,z) = x² + x + y² + z² subject to the constraint x² + 2y² + 2z² = 16. We let g(x,y,z) = x² + 2y² + 2z² - 16 and let Γ denote gradient. Then Γf = ∂f/∂x i + ∂f/∂y j + ∂f/∂z k = (2x+1) i + 2y j + 2z k and Γg = ∂g/∂x i + ∂g/∂y j + ∂g/∂z k = 2x i + 4y j + 4z k. By the Lagrange multiplier method, we have Γf = µ Γg at the maximum and minimum values of f on the given constraint, for some non-zero real value µ. Hence,



(2x+1) i + 2y j + 2z k = Γf = µ Γg = µ (2x i + 4y j + 4z k) = 2xµ i + 4yµ j + 4zµ k;



hence,



2x+1 = 2xµ

2y = 4yµ

2z = 4zµ.



We observe that by the above 3 equations, we have two possibilities: (1) y and z may be both zero or (2) either y or z (or both) may not be zero. (Note that analyzing the possibilities given by the µ equations will likely be the most creative part of solving for the maximum and minimum using the Lagrange method, as such may require more than one approach.)



(1) If y and z both equal 0, then by the contraint 16 = x² + 2y² + 2z² = x² + 2∙0² + 2∙0² = x²; hence, x = ± 4; hence, we have the the points (4,0,0) and (-4,0,0) at which to examine the value of f. Plugging values into f, we have f(4,0,0) = 4² + 4 + 0² + 0² = 20 and f(-4,0,0) = (-4)² + (-4) + 0² + 0² = 12.



(2) If either x or y does not equal zero, then µ = ½ by either the second or third of the 3 equations, and by the first equation 2x + 1 = 2xµ = 2(½)x = x and consequently x = -1. And by the given constraint 16 = (-1)² + 2y² + 2z² and consequently y² + z² = 7.5. Plugging values into f, we have f(-1,y,z) = (-1)² + (-1) + y² + z² = (-1)² + (-1) + 7.5 = 7.5.



Consequently, the maximum value of f subject to the given constraint x² + 2y² + 2z² = 16 is 20 and the minimum value of f subject to the constraint is 7.5.



(b) We have f(x,y,z) = x² + x + y² + z² over the set S = {(x,y,z): x² + 2y² + 2z² ≤ 16}. As we have the maximum and minimum over the set {(x,y,z): x² + 2y² + 2z² = 16}, we need only look for local maxima and minima over the set {(x,y,z): x² + 2y² + 2z² < 16}. For a point to qualify as a local maximum or local minimum of f, at the very least the ∂f/∂x, ∂f/∂y, and ∂f/∂z must all equal zero. Consequently prospects are limited by:



0 = ∂f/∂x = 2x + 1

0 = ∂f/∂y = 2y

0 = ∂f/∂z = 2z ;



hence, we have only one point to examine (-½,0,0). We have f(-½,0,0) = (-½)² + (-½) + 0² + 0² = -¼. Hence, as f is continuous over S, we have a maximum for f over S of 20 (from part (a)) and a minimum for f over S of -¼.
Gul'dan
2008-06-18 13:03:41 UTC
a) constraint g(x,y,z) = x² + 2y² + 2z² - 16 = 0.

Lagrange Multipliers.



b) Two cases:

1) grad(f) = 0 -> f(-1/2,0,0) is an extreme value

2) The problem you did in (a).
?
2017-01-02 01:18:44 UTC
lexicographic ??? decrease z = x^2 +y^2 -L[x^4 +y^4-1296] , L = Lagrange multiplier now take partials of z wrt to x and y and set to 0 0 = 2x-4Lx^3 0 = 2y-4Ly^3 x = y = 0 is trivial case , overlook approximately then x = y = [a million/2L] ^a million/2 sub back into contraint eqn to get L [a million/2L]^2 + [a million/2L]^2 = 1296 now remedy for L and sub back into x, y in terms of L


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