Calculus (3rd Edition)

Published by W. H. Freeman
ISBN 10: 1464125260
ISBN 13: 978-1-46412-526-3

Chapter 15 - Differentiation in Several Variables - 15.8 Lagrange Multipliers: Optimizing with a Constraint - Exercises - Page 833: 42

Answer

The maximum of $f\left( {x,y,z} \right) = z$ subject to the two constraints ${x^2} + {y^2} = 1$ and $x + y + z = 1$ is $1 + \sqrt 2 $.

Work Step by Step

In this exercise our task is to maximize the function $f\left( {x,y,z} \right) = z$ subject to the two constraints $g\left( {x,y,z} \right) = {x^2} + {y^2} - 1 = 0$ and $h\left( {x,y,z} \right) = x + y + z - 1 = 0$. The Lagrange condition is $\nabla f = \lambda \nabla g + \mu \nabla h$ $\left( {0,0,1} \right) = \lambda \left( {2x,2y,0} \right) + \mu \left( {1,1,1} \right)$ From the Lagrange condition we obtain three equations: $0 = 2\lambda x + \mu $, ${\ \ }$ $0 = 2\lambda y + \mu $, ${\ \ }$ $1 = \mu $ Substituting $\mu = 1$ in the first and the second equation gives $2\lambda x + 1 = 0$, ${\ \ \ }$ $2\lambda y + 1 = 0$ These equations imply that $x \ne 0$, $y \ne 0$ and $\lambda \ne 0$. So, $\lambda = - \frac{1}{{2x}} = - \frac{1}{{2y}}$ So, $y=x$. Substituting $y=x$ in $g$ gives $2{x^2} - 1 = 0$ $x = \pm \frac{1}{{\sqrt 2 }}$ Using $y=x$, we obtain $y = \pm \frac{1}{{\sqrt 2 }}$. Substituting $x = \frac{1}{{\sqrt 2 }}$ and $y = \frac{1}{{\sqrt 2 }}$ in $h$ gives $\sqrt 2 + z - 1 = 0$ $z = 1 - \sqrt 2 $ Substituting $x = - \frac{1}{{\sqrt 2 }}$ and $y = - \frac{1}{{\sqrt 2 }}$ in $h$ gives $ - \sqrt 2 + z - 1 = 0$ $z = 1 + \sqrt 2 $ So, the critical points are $\left( {\frac{1}{{\sqrt 2 }},\frac{1}{{\sqrt 2 }},1 - \sqrt 2 } \right)$ and $\left( { - \frac{1}{{\sqrt 2 }}, - \frac{1}{{\sqrt 2 }},1 + \sqrt 2 } \right)$. The extreme values corresponds to the two critical points are $f\left( {\frac{1}{{\sqrt 2 }},\frac{1}{{\sqrt 2 }},1 - \sqrt 2 } \right) = 1 - \sqrt 2 $ $f\left( { - \frac{1}{{\sqrt 2 }}, - \frac{1}{{\sqrt 2 }},1 + \sqrt 2 } \right) = 1 + \sqrt 2 $ From these results we conclude that the maximum of $f\left( {x,y,z} \right) = z$ subject to the two constraints ${x^2} + {y^2} = 1$ and $x + y + z = 1$ is $1 + \sqrt 2 $.
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