1. ROHINI COLLEGE OF ENGINEERING AND TECHNOLOGY
Lagrange’s Method of Undetermined Multipliers
Suppose we require to find the maximum and minimum values of 𝑓(𝑥, 𝑦) where
𝑥, 𝑦, 𝑧 are subject to a constraint equation
𝑔(𝑥, 𝑦, 𝑧) = 0
We define a function
𝐹(𝑥, 𝑦, 𝑧, 𝜆 ) = 𝑓(𝑥, 𝑦, 𝑧) + 𝜆 𝑔(𝑥, 𝑦, 𝑧) … (1)
Where 𝜆 is called Lagrange Multiplier which is independent of 𝑥, 𝑦, and 𝑧.
The necessary conditions for a maximum or minimum are
𝜕𝐹
𝜕𝑥
= 0 … .(2)
𝜕𝐹
𝜕𝑦
= 0 … . (3)
𝜕𝐹
𝜕𝑧
= 0 … . (4)
Solving the four equations for four unknowns λ ,𝑥, 𝑦, 𝑧, we obtain the point (𝑥, 𝑦, 𝑧). The
point may be a maxima, minima or neither which is decided by the physical consideration.
This method is also applicable when we have more than one constraint equation
connecting the variables.
Example:
𝟏 𝟏
𝒙 𝒚 𝒛
Find the minimum value of 𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 subject to the condition
𝟏
+ + = 𝟏
Solution:
Let the auxiliary function ‘F’ be
𝑥 𝑦 𝑧
F(x,y,z,λ ) =(𝑥2 + 𝑦2 + 𝑧2) + 𝜆 (1
+ 1
+ 1
− 1)
Where 𝜆 is Lagrange Multiplier
𝜕𝐹 −1
𝜕𝑥
= 2𝑥 + 𝜆 (
𝑥2 )
= 2𝑥 − 𝜆
𝑥2
𝜕𝐹 −1
𝜕𝑦
= 2𝑦 + 𝜆 (
𝑦2 )
= 2𝑦 − 𝜆
𝑦2
𝜕𝐹 −1
𝜕𝑧
= 2𝑧 + 𝜆 (
𝑧2 )
= 2𝑧 − 𝜆
𝑧2
For a minimum at (𝑥, 𝑦, 𝑧) we have
𝜕𝐹
𝜕𝑥
= 0
𝜕𝐹
𝜕𝑦
= 0
𝜕𝐹
𝜕𝑧
= 0
𝜆
2𝑥 −
𝑥2 = 0
𝜆
2𝑥 =
𝑥2
𝜆
2𝑦 −
𝑦2 = 0
𝜆
2𝑦 =
𝑦2
𝜆
2𝑧 −
𝑧2 = 0
𝜆
2𝑧 =
𝑧2
MA8151 ENGINEERING MATHEMATICS I
2. ROHINI COLLEGE OF ENGINEERING AND TECHNOLOGY
𝜆
𝑥3 =
2
1
𝑥 =
𝜆
)3
….(1)
(
2
𝜆
𝑦3 =
2
1
𝑦 = (
𝜆
)3
….(2)
2
𝜆
𝑧3 =
2
1
𝑧 =
𝜆
)3
….(3)
(
2
From (1), (2) and (3), we get
𝑥 = 𝑦 = 𝑧
1 1 1
𝑥 𝑦 𝑧
Given: + + = 1
∴ 3 1
= 1
𝑥
∴ 3 = 𝑥
∴ ⇒ 𝑦 = 3 and 𝑧 = 3
∴ (3, 3, 3) is the point where minimum values occur.
The minimum value is 32 + 32 + 32 = 9+ 9 + 9 =27.
Example:
A rectangular box open at the top, is to have a volume of 32cc. find the dimensions
of the box that requires the least material for its construction.
Solution:
Let 𝑥, 𝑦, 𝑧 be the length, breadth and height of the box.
Surface area = 𝑥𝑦 + 2𝑦𝑧 + 2𝑧𝑥
Volume = 𝑥𝑦𝑧 = 32
Let the auxiliary function F be
F(𝑥, 𝑦, 𝑧, λ ) =(𝑥𝑦 + 2𝑦𝑧 + 2𝑧𝑥 ) + 𝜆(𝑥𝑦𝑧 − 32)
Where 𝜆 is Lagrange Multiplier
𝜕𝐹
𝜕𝑥
= 𝑦 + 2𝑧 + 𝜆𝑦𝑧
𝛛𝐹
= 𝑥 + 2𝑧 + 𝜆𝑥𝑧
𝛛𝑦
𝛛𝐹
= 2𝑥 + 2𝑦 + 𝜆𝑥𝑦
𝛛𝑧
When F is extremum
𝜕𝐹
𝜕𝑥
= 0
𝜕𝐹
𝜕𝑦
= 0
𝜕𝐹
𝜕𝑧
= 0
𝑦 + 2𝑧 + 𝜆𝑦𝑧 = 0
⇒ y + 2 z = − 𝜆𝑦𝑧
𝑥 + 2𝑧 + 𝜆𝑧𝑥 = 0
⇒ x + 2 z = − 𝜆𝑦𝑧
2𝑥 + 2𝑦 + 𝜆𝑥𝑦 = 0
⇒ 2x + 2 y = − 𝜆𝑥𝑦
MA8151 ENGINEERING MATHEMATICS I
3. ROHINI COLLEGE OF ENGINEERING AND TECHNOLOGY
⇒ 1
+ 2
= − 𝜆 …(1)
𝑧 𝑦
⇒ 1
+ 2
= − 𝜆 …(2)
𝑧 𝑥
⇒ 2
+ 2
= − 𝜆 …(3)
𝑦 𝑥
From (1) and (2), we get
1 2 1 2
𝑧
+
𝑦
=
𝑧
+
𝑥
2 2
𝑦
=
𝑥
𝑥 = 𝑦 … (4)
From (2) and (3), we get
1 2 2 2
𝑧
+
𝑥
=
𝑦
+
𝑥
1 2
𝑧
=
𝑦
𝑦 = 2𝑧 … (5)
From (4) and (5), we get
𝑥 = 𝑦 = 2𝑧
Volume = 𝑥𝑦𝑧 = 32 ⇒ (2z) (2z) z = 32 ⇒ 4 𝑧3 = 32
𝑧3 =
32
4
= 8 ⇒ 𝑧 = 2 𝑖. 𝑒. 𝑥 = 4, 𝑦 = 4, 𝑧 = 2
∴ Cost minimum when 𝑥 = 4, 𝑦 = 4, 𝑧 = 2
Example:
A rectangular box open at the top is to have a given capacity K. Find the
dimensions of the box requiring least material for its construction.
Solution:
Let 𝑥, 𝑦, 𝑧 be the dimensions of the box.
Surface area = 𝑥 𝑦 + 2𝑦𝑧 + 2𝑧𝑥
Volume = 𝑥𝑦𝑧 = 𝐾
Let the auxiliary function F be
F(x,y, z, 𝜆 ) =(𝑥𝑦 + 2𝑦𝑧 + 2𝑧𝑥 ) + 𝜆(𝑥𝑦𝑧 − 𝑘)
Where 𝜆 is Lagrange Multiplier
𝜕𝐹
𝜕𝑥
= 𝑦 + 2𝑧 + 𝜆𝑦𝑧
𝛛𝐹
= 𝑥 + 2𝑧 + 𝜆𝑧𝑥
𝛛𝑦
𝛛𝐹
= 2𝑥 + 2𝑦 + 𝜆𝑥𝑦
𝛛𝑧
When F is extremum.
𝜕𝐹
𝜕𝑥
= 0
𝜕𝐹
𝜕𝑦
= 0
𝜕𝐹
𝜕𝑧
= 0
MA8151 ENGINEERING MATHEMATICS I
4. ROHINI COLLEGE OF ENGINEERING AND TECHNOLOGY
𝑦 + 2𝑧 + 𝜆𝑦𝑧 = 0
⇒y + 2 z = − 𝜆𝑦𝑧
⇒ 1
+ 2
= −…(1)
𝑧 𝑦
𝑥 + 2𝑧 + 𝜆𝑧𝑥 = 0
⇒ x + 2 z = − 𝜆𝑧𝑥
⇒ 1
+ 2
= − 𝜆 ...(2)
𝑧 𝑥
2𝑥 + 2𝑦 + 𝜆𝑥𝑦 = 0
⇒2x + 2 y = − 𝜆𝑥𝑦
⇒ 2
+ 2
= − 𝜆 ...(3)
𝑦 𝑥
From (1) and (2), we get
1 2 1 2
𝑧
+
𝑦
=
𝑧
+
𝑥
2 2
𝑦
=
𝑥
𝑥 = 𝑦 … . . (5)
From (2) and (3), we get
1 2 2 2
𝑧
+
𝑥
=
𝑦
+
𝑥
1 2
𝑧
=
𝑦
𝑦 = 2𝑧 … . (6)
From (4) and (5), we get
𝑥 = 𝑦 = 2𝑧
∴ Volume = 𝑥𝑦𝑧 = k ⇒ (2z) (2z) z = k ⇒ 4 𝑧3 = 𝑘
4 𝑧3 = 𝑘 ⇒ 𝑧3 = 𝑘
4
1 1 1
𝑘 3 𝑘 3 𝑘 3
𝑧 = (
4
) ; 𝑥 = 2 (
4
) ; 𝑦 = 2 (
4
)
∴ Value of minimum =
4
𝑥𝑦 + 2𝑦𝑧 + 2𝑧𝑥
1
= 4 (𝑘
)3
4
1
+ 4 (𝑘
)3
+ 4
4
1
(𝑘
)3
2
= 12 (𝑘
)3
4
= 3 (2 𝑘 )2⁄3
MA8151 ENGINEERING MATHEMATICS I
Example:
Find the point on the plane a x + b y + c z =p at which 𝒇 = 𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 has a
stationary value and find the stationary value of f , using Lagrange’s method of
multipliers
Solution:
Let the auxiliary function F be
F(x,y,z,λ ) = 𝑥2 + 𝑦2 + 𝑧2 + 𝜆(𝑎𝑥 + 𝑏𝑦 + 𝑐𝑧 − 𝑝)
Where 𝜆 is Lagrange Multiplier
5. ROHINI COLLEGE OF ENGINEERING AND TECHNOLOGY
𝜕𝐹
𝜕𝑥
= 2𝑥 + 𝜆𝑎
𝜕𝐹
𝜕𝑦
= 2𝑦 + 𝜆 𝑏
𝜕𝐹
𝜕𝑧
= 2𝑧 + 𝜆 𝑐
When F is extremum.
𝜕𝐹
𝜕𝑥
= 0
𝜕𝐹
𝜕𝑦
= 0
𝜕𝐹
𝜕𝑧
= 0
2𝑥 + 𝜆 𝑎 = 0
⇒ 2 𝑥 = − 𝜆 𝑎
⇒ 𝑥
= − 𝜆
… (1)
𝑎 2
2𝑦 + 𝜆 𝑏 = 0
⇒2 𝑦 = − 𝜆 𝑏
⇒ 𝑦
= − 𝜆
… (2)
𝑏 2
2𝑧 + 𝜆 𝑎 = 0
⇒2𝑧 = − 𝜆 𝑎
⇒ 𝑧
= − 𝜆
…. (3)
𝑐 2
From (1), (2) & (3), we get
=
𝑏2 =
𝑥 𝑦 𝑧
𝑎
=
𝑏
=
𝑐
𝑎 𝑥 𝑏 𝑦 𝑐 𝑧
𝑎2 𝑐2
⇒ = ⇒
𝑎 𝑥 + 𝑏𝑦 + 𝑐𝑧
=
𝑝
𝑎2 +
𝑎 𝑥 𝑏 𝑦 𝑐 𝑧
𝑎2 =
𝑏2 𝑐2
𝑎𝑝
𝑥 = ; 𝑦 =
𝑎2 + 𝑏2 + 𝑐2
𝑏𝑝
𝑎2 + 𝑏2 + 𝑐2 𝑎2 + 𝑏2 + 𝑐2
; 𝑧 =
𝑏2 + 𝑐2
𝑐𝑝
𝑎2 + 𝑏2 + 𝑐2
Stationary value of 𝑓 = 𝑥2 + 𝑦2 + 𝑧2
= (
2 2
𝑎 𝑝 𝑏 𝑝 𝑐 𝑝
𝑎2 + 𝑏2 + 𝑐2 ) + ( 𝑎2 + 𝑏2 + 𝑐2 ) + ( 𝑎2 + 𝑏2 + 𝑐2
)
2
=
𝑎2 𝑝2 + 𝑏 2 𝑝2+𝑐2 𝑝2
( 𝑎2 + 𝑏2+ 𝑐2)2
(𝑎2+𝑏2+𝑐2)𝑝2
= =
𝑝2
(𝑎2+𝑏2+𝑐2)2 𝑎2 + 𝑏2 + 𝑐2
Example:
Find the dimensions of the rectangular box without top of maximum capacity with
surface area 432 square metre
Solution:
Let 𝑥, 𝑦, 𝑧 be the length, breadth and height of the box.
Surface area = 𝑥𝑦 + 2𝑦𝑧 + 2𝑧𝑥 = 432
Volume = 𝑥𝑦𝑧
Let the auxiliary function F be
MA8151 ENGINEERING MATHEMATICS I
7. ROHINI COLLEGE OF ENGINEERING AND TECHNOLOGY
Example:
The temperature 𝒖( 𝒙,𝒚, 𝒛 ) at any point in space is 𝒖 = 𝟒𝟎𝟎𝒙𝒚𝒛𝟐 .Find the highest
temperature on surface of the sphere 𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 = 𝟏 .
Solution:
𝑢 = 𝑓 = 400𝑥𝑦𝑧2 … (𝐴)
∅ = 𝑥2 + 𝑦2 + 𝑧2 − 1 = 0
Let the auxiliary function F be
F( 𝑥, 𝑦, 𝑧 , 𝜆 ) =
… (𝐵)
400𝑥𝑦𝑧2 + 𝜆 (𝑥2 + 𝑦2 + 𝑧2 − 1)
To
find the stationary value.
𝐹𝑥 = 0 𝐹𝑦 = 0 𝐹𝑧 = 0
400𝑦𝑧2 + 𝜆 (2𝑥) = 0
400𝑦𝑧2 = −𝜆 (2𝑥)
200𝑦𝑧2
𝑥
= −𝜆 … (1)
400𝑥𝑧2 + 𝜆 (2𝑦) = 0
400𝑥𝑧2 = −𝜆 (2𝑦)
200𝑥𝑧2
𝑦
= −𝜆 … (2)
800𝑥𝑦𝑧 + 𝜆(2𝑧) = 0
800𝑥𝑦𝑧 = − 𝜆(2𝑧)
400𝑥𝑦 = − 𝜆 … (3)
From (1) & (2) , we get 𝑦2 = 𝑥2 … . (4)
From (2) & (3) , we get 𝑧2 = 2𝑦2 …. (5)
From (4) & (5), we get
2
𝑥2 = 𝑦2 = 1
𝑧2 …(6)
2
(𝐵) ⇒ 1
𝑧2 + 1
𝑧2 + 𝑧2 − 1 = 0
2
⇒ 2𝑧2 = 1
⇒ 𝑧2 = 1
⇒ 𝑧 = ± 1
2 2
(6) ⇒ 𝑥2 = 1
(1
) = 1
⇒ 𝑥 = ± 1
2 2 4 2
(6) ⇒ 𝑦2 = 1
(1
) = 1
⇒ 𝑦 = ± 1
2 2 4 2
∴ 𝑢 = 400𝑥𝑦𝑧2 , we select 𝑥, 𝑦, 𝑧 to be positive
1 1 1
⇒ 𝑢 = 400 (
2
) (
2
) (
2
)
⇒ 𝑢 = 50
𝜕𝐹
= 400𝑦𝑧2 + 𝜆 (2𝑥)
𝜕𝑥
𝜕𝐹
= 400𝑥𝑧2 + 𝜆 (2𝑦)
𝜕𝑦
𝜕𝐹
= 800𝑥𝑦𝑧 + 𝜆(2𝑧)
𝜕𝑧
MA8151 ENGINEERING MATHEMATICS I
8. ROHINI COLLEGE OF ENGINEERING AND TECHNOLOGY
∴ Maximum temperature is 50
Example:
Find the maximum volume of the largest rectangular parallelepiped that can be
𝒂𝟐 𝒃𝟐 𝒄𝟐
𝟐 𝟐 𝟐
inscribed in an ellipsoid 𝒙
+ 𝒚
+ 𝒛
= 𝟏
Solution:
Let a vertex of such parallelepiped be (x, y, z)
Then all the vertices will be ( ±𝑥 , ±𝑦, ±𝑧 )
Then, the sides of the solid be 2𝑥, 2𝑦, 2𝑧 (lengths)
Hence, the volume 𝑉 = (2𝑥) (2𝑦) (2𝑧) = 8𝑥𝑦𝑧
Let 𝑓 = 8𝑥𝑦𝑧
2 2 2
∅ = 𝑥
+ 𝑦
+ 𝑧
− 1 = 0
𝑎2 𝑏2 𝑐2
Let the auxiliary function F be
𝑎2 𝑏2 𝑐2
2 2 2
F( 𝑥, 𝑦, 𝑧 , 𝜆 ) = 8𝑥𝑦𝑧 + 𝜆 (𝑥
+ 𝑦
+ 𝑧
− 1)
𝜕𝐹 2𝑥
𝜕𝑥
= 8𝑦𝑧 + 𝜆
𝑎2
𝜕𝐹 2𝑦
𝜕𝑦
= 8𝑥𝑧 + 𝜆
𝑏2
𝜕𝐹 2𝑧
𝜕𝑧
= 8𝑥𝑦 + 𝜆
𝑐2
To find the stationary value.
𝐹𝑥 = 0 𝐹𝑦 = 0 𝐹𝑧 = 0
2𝑥
8𝑦𝑧 + 𝜆
𝑎2 = 0
2𝑥
⇒ 8𝑦𝑧 = −𝜆
𝑎2
Xly 𝑥
⇒ 4𝑥𝑦𝑧
= 𝑥2
…(1)
2 −𝜆 𝑎2
2𝑦
8𝑥𝑧 + 𝜆
𝑏2 = 0
2𝑦
⇒ 8𝑥𝑧 = −𝜆
𝑏2
Xly 𝑦
⇒ 4𝑥𝑦𝑧
= 𝑦2
…(2)
2 −𝜆 𝑏2
2𝑧
8𝑥𝑦 + 𝜆
𝑐2 = 0
2𝑧
⇒ 8𝑥𝑦 = −𝜆
𝑐2
Xly 𝑧
⇒ 4xyz
= z2
…(3)
2 −λ c2
From (1), (2) & (3), we get
a2 b2 c2
x2
= y2
= z2
… (4)
a2 b2 c2
2 2 2
Given x
+ y
+ z
= 1
a2
2
⇒ 3x
= 1 by (4)
2
⇒ x2 = a
⇒ x = a
3 √3
Similarly, = b
; 𝑧 = c
√3 √3
MA8151 ENGINEERING MATHEMATICS I
9. ROHINI COLLEGE OF ENGINEERING AND TECHNOLOGY
The extremum point is ( a
,
√3 √3 √3
b
, c
)
3√3
Maximum volume V= 8(a bc
)
Example:
Find the minimum values of 𝐱𝟐𝐲𝐳𝟑 subject to the condition
Solution:
Let 𝑓 = 𝑥2𝑦𝑧3
∅ = 2𝑥 + 𝑦 + 3𝑧 − 𝑎 = 0
Let the auxiliary function F be
𝟐𝒙 + 𝒚 + 𝟑𝒛 = 𝒂.
F( 𝑥, 𝑦, 𝑧 , 𝜆 ) = 𝑥2𝑦𝑧3 + λ (2x + y + 3z − a)
𝜕F
= 2𝑥yz3 + λ2
𝜕x
𝜕F
= x2z3 + λ
𝜕y
𝜕F
= 3 x2yz2 + 3λ
𝜕z
To find the stationary value.
Fx = 0 Fy = 0 Fz = 0
2xyz3 + λ2 = 0
xyz3 = − λ … (1)
x2z3 + λ = 0
x2z3 = − λ … (2)
3 x2yz2 + 3λ = 0
x2yz2 = −λ … (3)
From (1) & (2),we get
xyz3 = x2z3
𝑥 = 𝑦 … (4)
From (2) & (3),we get
x2z3 = x2yz2
𝑧 = 𝑦 … (5)
From (4) & (5), we get
𝑥 = 𝑦 = 𝑧 … (6)
Given: 2x + y + 3z = a
⇒ 2z + z + 3z = a
⇒ 6𝑧 = 𝑎
a
6
⇒ z = (6) ⇒ x = y = z =
a
6
∴ The stationary point is ( ,
a a a
6 6 6
, )
MA8151 ENGINEERING MATHEMATICS I
Hence, Minimum value of f = x2yz3
10. ROHINI COLLEGE OF ENGINEERING AND TECHNOLOGY
a a a
= ( ) ( ) ( )
2 3 a
6 6 6 6
= ( )
6
Example:
Find the maximum value of𝐱𝐦𝐲𝐧𝐳𝐩, when 𝐱 + 𝐲 + 𝐳 = 𝐚.
Solution:
Let 𝑓 = 𝑥𝑚𝑦𝑛𝑧𝑝
∅ = 𝑥 + 𝑦 + 𝑧 − 𝑎 = 0
Let the auxiliary function F be
F( x, y, z ,λ ) = xmynzp + λ (x + y + z − a)
𝜕F
= mxm−1ynzp + λ
𝜕x
𝜕F
= nxmyn−1zp + λ
𝜕y
𝜕F
= pxmynzp−1 + λ
𝜕z
To find the stationary value.
Fx = 0 Fy = 0 Fz = 0
mxm−1ynzp + λ = 0
⇒ 𝑚xm−1ynzp = − λ
mxmynzp
x
= − λ… (1)
nxmyn−1zp + λ = 0
⇒ 𝑛xmyn−1zp = − λ
nxmynzp
y
= − λ … (2)
pxmynzp−1 + λ = 0
⇒ 𝑝xmynzp−1 = − λ
pxmynzp
z
= − λ …(3)
From (1), (2) & (3), we get
mxmy𝚗zp
= nxmy𝚗zp
= pxmy𝚗zp
x y z
x y z
÷ xmynzp ⇒ m
= n
= p
… (4)
x = m
z … (5) y = n
z … (6)
p p
Given: 𝑥 + 𝑦 + 𝑧 = 𝑎
p
m n
p
⇒ z + z + z = a (5) ⇒ x =
m ap
p m+n+p
am
m n
p p
⇒ [ + + 1] z = a =
⇒ [
m+n+p
p
]z = a (5) ⇒ y =
m+n+p
n ap
p m+n+p
⇒ z =
ap
m+n+p
=
an
m+n+p
MA8151 ENGINEERING MATHEMATICS I
11. ROHINI COLLEGE OF ENGINEERING AND TECHNOLOGY
∴ The stationary point is (
am an
, ,
m+n+p m+n+p m+n+p
ap
)
m+n+p m+n+p
m n
∴ The Maximum value of f = ( am
) ( an
) (
ap
m+n+p
)
p
m+𝚗+p m 𝚗 p
Max. Value of f = a m n p
(m+n+p)m+𝚗+p
MA8151 ENGINEERING MATHEMATICS I