Method of Lagrange Multipliers

Summary

Lagrange multipliers locate constrained extrema of f subject to g=constant by solving ∇f=λ∇g together with the constraint. Critical points of the Lagrangian must still be classified (max, min, or saddle-type on the constraint).

Prerequisites

Partial Derivatives, Maxima and Minima, gradients

Theorem / Procedure

To extremize f(x) subject to g(x)=c (one constraint), introduce λ and solve

∇f(x)=λ∇g(x),g(x)=c,

equivalently ∇L=0 for

L(x,λ)=f(x)−λ(g(x)−c).

Conditions / Assumptions

Worked Example

Optimize f(x,y)=x2+y2 subject to x+y=1 .

Solve 2x=λ , 2y=λ , x+y=1 . Then x=y=1/2 , so the only critical point is (1/2,1/2) with f=1/2 .

On the line x+y=1 , f(x,1−x)=x2+(1−x)2=2x2−2x+1 , whose graph is a parabola opening upward. Thus (1/2,1/2) is a minimum, not a maximum. As |x|→∞ along the line, f→∞ , so no maximum exists.

A corrected “maximize” example: maximize f(x,y)=xy on x+y=1 with x,y≥0 (compact segment) yields maximum 1/4 at (1/2,1/2) .

Common Mistakes

Connections

References

Lagrange multipliers are treated in OpenStax Calculus Volume 3.[1]


  1. OpenStax, Calculus Volume 3, Section 4.8, https://openstax.org/details/books/calculus-volume-3 ↩︎