Lagrange Multipliers: Example: Find The Maximum of
Lagrange Multipliers: Example: Find The Maximum of
Lagrange Multipliers: Example: Find The Maximum of
, then we set
(1)
solve the two simultaneous equations we get, and were done. But suppose we have in addition a
constraint that says that and can only take certain values. We want to maximize (or minimize)
the function subject to that constraint. In other words, out of the set of values
that satisfy the
constraint, we want to find the ones that give the largest value of
.
('
But if +'
where '
)
#
*
(2)
This gives us a method for finding our maximum. We simply construct the function '
as above,
but multiplying by a constant # , and then we set all partial derivatives of ' to zero and solve the set
of simultaneous equations we get. This gives us a solution for the maximum of ' .
The only problem is that the solution still contains the constant # , whose value we dont know. But
we can solve that problem easily enough. We still have one more equationthe constraint. If we
substitute our solution for and back into the constraint, we get another equation that we can solve
for # , and then were done.
- /.0
&1/
,.
,
subject to the constraint that
2.3
+14(
Our two basic functions are
and
,
, . Notice that we have
. Then the Lagrange function '
rearranged the constraint so that
is
5 )
6 /.3 &178 9*
#
,
#
'
,
(3)
'
:
;.<=
#
1
?>@ *
'
:
#
(4)
is at
BA C
A
# , D#
, ,
. # > # ,
(5)
(6)
"17
which gives us #=
DE
#
.F
.
#
>6
, *
More than two variables: It easy to show that the method generalizes to more than two variables and
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*M*M*N
PHJI3 9RQ
*S*M*UT
,
,
of variables and a set MO G
more than one constraint. If we have a set G
of constraints, then one constructs the function
where
G#O
is a set of
(7)
simultaneous equations
'
PH
PH
to get in terms of the # O , and we substitute the answer back into the
equations that we solve for # O .
(8)
constraints to get
[H
more
^]<
are now \
for
This is what you need to do for maximizing the entropy, where the variables
different states, and the constraints are given in the question. Evaluating the Lagrange multipliers
in that case gives you complicated expressions in terms of the energy and so forth, but its OK just
to leave the multipliers in there. By convention we always write our expressions in terms of the
multipliers themselves (temperature, partition function, etc.) rather than energy and so forthits
more convenient that way.