Module_3
Module_3
https://www.youtube.com/watch?v=8aAU4r_pUUU
Note:
•𝑓𝑥𝑥 corresponds to 𝑥-concavity
•𝑓𝑦𝑦 corresponds to 𝑦-concavity
Working rules:
1. Calculate 𝑓𝑥 and 𝑓𝑦
2. Solving 𝑓𝑥 =0 & 𝑓𝑦 =0 yields critical point or stationary point P(𝑎, 𝑏)
3. Calculate 𝑟 = 𝑓𝑥𝑥 , 𝑠 = 𝑓𝑥𝑦 , 𝑡 = 𝑓𝑦𝑦 at critical point P(𝑎, 𝑏)
4. • If 𝑟𝑡 − 𝑠 2 > 0 and 𝑟 < 0 then 𝑓 has a maximum at (𝑎, 𝑏)
• If 𝑟𝑡 − 𝑠 2 > 0 and 𝑟 > 0 then 𝑓 has a minimum at (𝑎, 𝑏)
• If 𝑟𝑡 − 𝑠 2 < 0, then f has neither maximum nor minimum at 𝑎, 𝑏 and
the point is called saddle point
• If 𝑟𝑡 − 𝑠 2 = 0, then the case is failure, further investigation needed.
1. Find the local extreme values of the function
ƒ(𝑥, 𝑦) = 𝑥𝑦 − 𝑥 2 − 𝑦 2 − 2𝑥 − 2𝑦 + 4.
3. In a plane triangle ABC, find the maximum value of cos A. cos B cos C
Practice pbms
Find a point within a triangle such that the sum of the squares of its distance from the three vertices is minimum.
Absolute maximum and minimum
Procedure
Practice Problems
https://tutorial.math.lamar.edu/classes/calciii/absoluteextrema.aspx
https://home.iitk.ac.in/~psraj/mth101/practice-problems.html
Constrained Maxima and Minima.
Suppose we required to find the extreme values for a function of three variable
say 𝑓(𝑥,𝑦,𝑧) which are not independent but connected by some relation
𝑔(𝑥,𝑦,𝑧)=0.
The extreme values 𝑥,𝑦 𝑎𝑛𝑑 𝑧 for 𝑓(𝑥,𝑦,𝑧), in such a situation is called
Constrained Maxima and Minima.
In this we have two following cases
𝐹(𝑥,𝑦,𝑧)=𝑓(𝑥,𝑦,𝑧)+𝞴 𝑔(𝑥,𝑦,𝑧)
The necessary condition for maxima and minima are 𝐹𝑥=0,𝐹𝑦=0, 𝐹𝑧=0
and 𝐹𝞴=0
This method is also applicable for more than
one constraint.
level curves
Geometrical View For Lagrange Multiplier
Note that the local extreme values of a function ƒ(𝑥, 𝑦, 𝑧) whose variables are subject to a
constraint 𝑔(𝑥, 𝑦, 𝑧) = 0 are to be found on the surface 𝑔(𝑥, 𝑦, 𝑧) = 0 among the points
where
𝜕𝑓 𝜕𝑓 𝜕𝑓
𝛻𝑓 = 𝜆𝛻𝑔 𝛻𝑓 = 𝑖 𝜕𝑥 + 𝑗 𝜕𝑦 + 𝑘 𝜕𝑧
for some scalar 𝜆 (called a Lagrange multiplier).
Tangent line
Example:
𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑦 2 subject to 𝑥𝑦 = 1 or g 𝑥, 𝑦 = 𝑥𝑦 − 1
𝜕𝑓 𝜕𝑓 𝜕𝑔 𝜕𝑔
𝑖 +𝑗 =𝜆 𝑖 +𝑗
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕𝑓 𝜕𝑔 𝜕𝑓 𝜕𝑔
=𝜆 and =𝜆
𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦
3 2 3 2 2 25 5
𝑥= , 𝑦= + − 1 = 0 ⟶ 𝜆2 = , 𝜆 = ±2
2𝜆 𝜆 2𝜆 𝜆 4
3 3
The points are 𝑥, 𝑦 = ± ,
5 5
Minimum
Maximum
3 3 3 3
3 3 3 3 𝑓 − ,− =3 − +4 − = −5
𝑓 , =3 +4 =5 5 5 5 5
5 5 5 5
Problem 1: Obtain the dimensions of a rectangular box without
2
top of maximum
capacity given that the total surface area is 108𝑚
Solution
Optimization Problem
Minimize 2𝑦𝑧 + 2𝑧𝑥 + 𝑥𝑦
Subject to 𝑥𝑦𝑧 − 32 = 0
Find the volume of the greatest rectangular parallelepiped that can
𝒙𝟐 𝒚𝟐 𝒛𝟐
be inscribed in the ellipsoid + + =𝟏 𝑎 𝑏 𝑐 8𝑎𝑏𝑐
𝒂𝟐 𝒃𝟐 𝒄𝟐 𝑥= ,𝑦 = , and 𝑦 = 𝑉=
3 3 3 3 3
Max. 𝑉 = 8𝑥𝑦𝑧
𝑥2 𝑦2 𝑧2
Subject + + 2 =1
𝑎2 𝑏2 𝑐
𝑥2 𝑦2 𝑧2
Lagrangian function L = 8𝑥𝑦𝑧 + 𝜆( 2 + + − 1)
𝑎 𝑏2 𝑐2
The temperature 𝑢(𝑥, 𝑦, 𝑧) at any point in a space is 𝑢 = 400𝑥𝑦𝑧 2 .
Find the highest temperature on the surface of the space 𝑥 2 + 𝑦 2 + 𝑧 2 = 1
Optimization problem
Max. 𝑢 = 400𝑥𝑦𝑧 2
Subject to 𝑥 2 + 𝑦 2 + 𝑧 2 − 1 = 0
Let 𝑆 = 𝐷2 = 𝑥 2 + 𝑦 2
Problem formulation
Optimize 𝑆 = 𝑥 2 + 𝑦 2
Subject to 5𝑥 2 + 6𝑥𝑦 + 5𝑦 2 − 8
The Lagranigan function L = 𝑥 2 + 𝑦 2 + 𝜆(5𝑥 2 + 6𝑥𝑦 + 5𝑦 2 − 8)
Try these problems:
Suppose a closed rectangular box has length twice it’s breadth and has constant. volume 𝑉.
Determine the dimensions of the box requiring least surface area (sheet metal)
Soln:
Breadth is 𝑥, Length is 2𝑥 and height is 𝑦
Minimize f x, y = 4𝑥 2 + 6𝑥𝑦
𝑉
subject to 𝑥 2 𝑦 =
2