MH1811 Mathematics 2

Global & Local Extreme Values

Main instructor — Dr Duzhin Fedor, slides mostly developed

by Dr Tan Geok Choo

Division of Mathematical Sciences

School of Physical and Mathematical Sciences
Nanyang Technological University

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 Outline

1 Optimization Problems & Extreme Values

2 Local Extrema & Interior Points

3 Second Derivative Test for Local Extrema.

4 Lagrange Multiplier for One Equality Constraint

5 Lagrangian function

6 Two Equality Constraints (Optional)

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 Optimization Problems

Example
(a) Find all points on the region xy ≥ 4 (in R2 ) which are
closest to the origin (0, 0).
(b) Suppose the temperature on a hot plate is T (x, y ) = x − y .
Find the hottest spot inside and on the ellipse
2x 2 + 9y 2 = 16.
(c) What is the least surface area of a closed right circular
cylindrical can whose volume is 18π cm 3 ?

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 Optimization Problems

Example
We want to erect a radio telescope on a newly discovered
planet. To minimize interference, we want to place it where the
magnetic field of the planet is the minimum.
Suppose the planet is spherical with a radius of 6 units. Based
on the coordinate system whose origin is at the center of the
planet, the strength of the magnetic fiend is given by
M(x, y , z) = 6x − y 2 + xz + 60. Where should we locate the
radio telescope?

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 Global Maximum and Minimum Values

Definition
(a) A function f of two variables has a global maximum (also
known as absolute maximum ) on its domain D at a point
(a, b) if f (x, y ) ≤ f (a, b) for all points (x, y ) in D.
The number f (a, b) is called a global (absolute) maximum
value.

(b) If f (x, y ) ≥ f (a, b) for all (x, y ) in D, f (a, b) is called a

global (absolute) minimum value.

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 Example.
Where are the global maximum and minimum values of the
function f (x, y ) = x 2 + 2y 2 on the circle x 2 + y 2 = 1?

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 Existence of Global Maximum and Minimum
In general, the global maximum or minimum of a function may
not exist.
However, when f is continuous on its domain and satisfies some
good conditions, the existence of global extrema is guaranteed.
One result is stated below.
Theorem
Suppose f (x, y ) is continuous in its domain D, where D is closed
and bounded. Then f has global maximum and global minimum.

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 Closed and Bounded Sets

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 Local Maximum and Minimum Values

Definition
Suppose f (x, y ) is a function of two variables x and y and its
domain is Dom(f ).
The number f (a, b) is a local maximum (value) (respectively
local minimum (value) ) if

f (x, y ) ≤ f (a, b)( respectively f (x, y ) ≥ f (a, b))

for all points (x, y ) ∈ Dom(f ) and (x, y ) in some disk with center
(a, b).

Note: A global maximum (respectively minimum) is a local

maximum (respectively minimum).
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 Local Extreme Values

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 Quiz
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 Outline

1 Optimization Problems & Extreme Values

2 Local Extrema & Interior Points

3 Second Derivative Test for Local Extrema.

4 Lagrange Multiplier for One Equality Constraint

5 Lagrangian function

6 Two Equality Constraints (Optional)

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 Local Extrema Values at Interior Point
The next theorem tells us possible interior points for local
extrema.
Theorem
If f has a local extremum at (a, b), where (a, b) is an interior
point, and the first order partial derivatives exist there, then

∇f (a, b) = (0, 0) ,

i.e., fx (a, b) = 0 and fy (a, b) = 0.

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 Critical points: Singular or Stationary Points

Definition
Suppose (a, b) is an interior point in the domain of f .
(a) The point (a, b) is said to be a singular point if either fx (a, b)
or fy (a, b) (including both) does not exist.
(b) The point (a, b) is called a stationary point if (a, b) is NOT a
singular point, and ∇f (a, b) = (0, 0), i.e., both fx (a, b) = 0
and = fy (a, b) = 0.
(c) A point (a, b) is called a critical point of f if (a, b) is a
stationary point or a singular point.

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 Saddle Point
Thus, a local extremum at (a, b), where (a, b) is an interior point
and ∇f (a, b) exists, is a stationary point.
However, at a stationary point (a, b), the value f (a, b) may or
may not be a local maximum or a local minimum.

Definition
A point (a, b) is called a saddle point of f if it is a stationary point
but neither local maximum nor local minimum. That is,
fx (a, b) = 0 and fy (a, b) = 0 but f (a, b) is neither a local
maximum nor local minimum.

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 Example 1.

Example
√
3 y −x 2
Find all critical points of f (x, y ) = ex .

[Solution]
!
√
3 y −x 2 √ x
∇f (x, y ) = ex 3
y − 2x, p , if y 6= 0
3 3 y2

Since ∇f (x, y ) is not defined when y = 0, singular points are

(x, 0), x ∈ R.

For stationary points, we solve ∇f (x, y ) = 0, if y 6= 0.

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 √
x 3 y −x 2
Example 1. f (x, y ) = e .
Suppose y 6= 0.
∇f (x, y ) = 0 is equivalent to
√ x
3
y − 2x = 0 and p = 0.
3 3 y2
x
From √
3
= 0, we have x = 0.
3 y2

√
Substitute x = 0 into 3
y − 2x = 0, we have y = 0.

But y 6= 0. Therefore, there is no stationary point.

Conclusion: Critical points are (x, 0), x ∈ R.

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 Example 2.

Example
Find all stationary points of f (x, y ) = y 2 − y 4 − x 2 . Determine
whether each of them is a local maximum or local minimum or a
saddle point.

[SOLUTION] Note that

∇f (x, y ) = −2x, 2y − 4y 3 = −2x, 2y (1 − 2y 2 ) ,

is defined at every (x, y ). Thus there is no singular point.

To find stationary points, we solve ∇f (x, y ) = (0, 0).

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 Example 2. f (x, y ) = y 2 − y 4 − x 2
∇f (x, y ) = (0, 0), i.e.,

−2x, 2y (1 − 2y 2 ) = (0, 0) .

We have x = 0 and 2y (1 − 2y 2 ) = 0.
1
From 2y (1 − 2y 2 ) = 0, we have y = 0 or y = ± √ .
2
   
1 −1
Stationary points are (0, 0), 0, √ and 0, √ .
2 2
(These are all critical points of f .)

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 Example 2. f (x, y ) = y 2 − y 4 − x 2
 
1
The stationary points 0, ± √ are local maxima:
2
We do a completing squares:
 2
2 1 2 14 1
2
f (x, y ) = y − y − x = − y − − x2 ≤ ,
4 2 4

and  
1 1
f 0, ± √ = .
2 4
Thus, both points give local maximum values.
(In fact, they are global maximum.)

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 Example 2. f (x, y ) = y 2 − y 4 − x 2
The stationary point (0, 0) is a saddle point:
Note that f (0, 0) = 0.

Along x = 0, we note that

f (x, y ) = y 2 − y 4 = y 2 (1 − y 2 ) ≥ 0 = f (0, 0) if −1 < y < 1.

Along y = 0, we note that f (x, y ) = −x 2 ≤ 0 = f (0, 0) for x < 0.

Thus, every disc centered at (0, 0) contains points where f takes

positive values as well as points where f is negative. The value
f (0, 0) is neither a local maximum nor local minimum.

The function f (x, y ) = y 2 − y 4 − x 2 has a saddle point at (0, 0).

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 Saddle Point

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 Quiz
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 Outline

1 Optimization Problems & Extreme Values

2 Local Extrema & Interior Points

3 Second Derivative Test for Local Extrema.

4 Lagrange Multiplier for One Equality Constraint

5 Lagrangian function

6 Two Equality Constraints (Optional)

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 Local Maximum and Minimum Values
In Mathematics 1 or single-variable calculus, we have discussed
that one of the main applications of derivatives is to classify
local extrema via first or second derivatives .

Now, we will see how to use second partial derivatives to

classify stationary points of a function of two variables.

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 Second Derivative Test

Theorem (Second Derivative Test)

Suppose the second partial derivatives of f are continuous in a
disk with center (a, b), and suppose that (a, b) is a stationary
point, i.e.,∇f (a, b) = 0. Let

fxx fxy
D = D (a, b) = = fxx (a, b) fyy (a, b) − [fxy (a, b)]2 .
fyx fyy

(a) If D > 0 and fxx (a, b) > 0, then f (a, b) is a local minimum.
(b) If D > 0 and fxx (a, b) < 0, then f (a, b) is a local maximum.
(c) If D < 0, then f (a, b) is a saddle point (not a local
extremum).
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 Remarks
# "
fxx fxy
1 Recall the Hessian matrix H = . The discriminant
fyx fyy
D is the determinant of H.

2 If D = 0, the test gives no information: f could be a local

maximum, a local minimum at (a, b), or (a, b) could be a
saddle point of f .
3 The second derivative test is not applicable to functions of 3
or more variables. There are other tests using positive
definite matrices and eigenvalues for functions with 3 or
more variables.

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 Example 3.

Example
Classify all stationary points of f (x, y ) = y 2 − y 4 − x 2 .

[SOLUTION] From Example 2, stationary points of f are

   
1 −1
(0, 0), 0, √ and 0, √ .
2 2
We will use Second Derivative Test to classify them.
Second partial derivatives:
fxx = −2, fxy = 0, fyx = 0, fyy = 2 − 12y 2
−2 0
Discriminant D(x, y ) = 2
= −2(2 − 12y 2 ).
0 2 − 12y
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 Example 3. (Cont’d). f (x, y ) = y 2 − y 4 − x 2
Discriminant D(x, y ) = −2(2 − 12y 2 ).

At (0, 0), D(0, 0) = −4 < 0. Thus (0, 0) is a saddle point.

1
At (0, ± √ ), we have
2
1
D(0, ± √ ) = −2(2 − 6) = 8 > 0
2
and fxx = −2 < 0.
1
Therefore, we conclude that f (0, ± √ ) are local maxima.
2

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 Example 4.

Example
Find the local extrema of f (x, y ) = x 4 + y 4 − 4xy + 1.


[SOLUTION] Note that ∇f (x, y ) = 4x 3 − 4y , 4y 3 − 4x .

∇f (x, y ) = 0 ⇐⇒ x 3 − y = 0 and y 3 − x = 0.

Thus, we have x = x 9 and hence

0 = x9 − x = x x8 − 1 = x x4 − 1 x4 + 1

= x (x − 1) (x + 1) x 2 + 1 x 4 + 1 .

It follows that x = 0, x = 1 or x = −1.

The three critical points are (0, 0) , (1, 1) and (−1, −1).
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 Example 4 f (x, y ) = x 4 + y 4 − 4xy + 1.
Now we calculate the second derivatives

fxx = 12x 2 , fxy = fyx = −4 and fyy = 12y 2 .

Therefore, we have

D (x, y ) = fxx fyy − (fxy )2 = 144x 2 y 2 − 16.

Since D (0, 0) = −16 < 0, it follows from the second

derivative test that (0, 0) is a saddle point.

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 Example 4 f (x, y ) = x 4 + y 4 − 4xy + 1.

Since D (1, 1) = 128 > 0 and fxx (1, 1) > 0, it follows from
the second derivative test that f (1, 1) = −1 is a local
minimum.

Since D (−1, −1) = 128 > 0 and fxx (−1, −1) > 0, it follows
from the second derivative test that f (−1, −1) = −1 is also
a local minimum.

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 Quiz
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 Outline

1 Optimization Problems & Extreme Values

2 Local Extrema & Interior Points

3 Second Derivative Test for Local Extrema.

4 Lagrange Multiplier for One Equality Constraint

5 Lagrangian function

6 Two Equality Constraints (Optional)

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 Optimization Problems: Equality Constraint

Example
(a) Find the shortest distance from the point (1, 2) to the curve
xy = 4.
(b) Suppose the temperature on a hot plate is T (x, y ) = x − y .
Find the hottest spot on the ellipse 2x 2 + 9y 2 = 16.
(c) What is the least surface area of a closed right circular
cylindrical can whose volume is 18π cm 3 ?

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 One Equality Constraint
Now, we will discuss the method of Lagrange multipliers for
finding possible candidates for the maximum or minimum value
of a function f (x, y ) subject to an equality constraint of the form
g (x, y ) = k .

Remark If it is known that f has a global maximum or a minimum

value on the domain defined by the equality constraint, then we
compare the values of f at the points obtained from Lagrange
Multiplier method and determine the global maximum (or
minimum) of f subject to the equality constraint.

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 Lagrange Multipliers for f (x, y ).
ASSUMPTION Global Extreme values exist.

To find the maximum and minimum values of f (x, y ) subject to

the constraint g (x, y ) = k :
(a) Find all values of x, y and λ such that

∇f (x, y ) = λ∇g (x, y )

and g(x, y ) = k .

(b) Evaluate f at all points (x, y ) that are found from step (a).
The largest of these values is the maximum value while the
smallest of these values is the minimum value.
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 ∇f (x, y ) = λ∇g (x, y )
1 If λ = 0, then ∇f (x, y ) = 0 (stationary points of f ).

2 If λ 6= 0, then both vectors ∇f (x, y ) and ∇g (x, y ) are

parallel or opposite to each other.

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 Diagram: ∇f (x, y ) = λ∇g (x, y )

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 Example 1.

Example
Find the extreme values of the function f (x, y ) = x 2 + 2y 2 on
the circle x 2 + y 2 = 1.

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 Example 1. Diagram ( via Level curves).

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 Example 1. (Solution)
The circle x 2 + y 2 = 1 is closed and bounded and
f (x, y ) = x 2 + 2y 2 is continuous.
Thus, the maximum and minimum values of f exist.

We apply the Lagrange Multiplier method to find the maximum

and minimum of f (x, y ) = x 2 + 2y 2 subject to the constraint
g (x, y ) = 1, where g (x, y ) = x 2 + y 2 .
We will solve
∇f = λ∇g and g (x, y ) = 1.
∇f = λ∇g means fx = λgx and fy = λgy .

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 Example 1 f (x, y ) = x 2 + 2y 2 on x 2 + y 2 = 1.

fx = λgx ⇐⇒ 2x = 2xλ − − (1)

fy = λgy ⇐⇒ 4y = 2y λ − − (2)
x 2 + y 2 = 1. − − (3)

Now, we proceed to solve for x, y and λ.

From (1), we have x(1 − λ) = 0 so that x = 0 or λ = 1.
If x = 0, then (2) gives y = 1 or −1. (From (2), λ = 2.)
We have obtained two points, namely, (0, 1) and (0, −1).

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 Example 1. f (x, y ) = x 2 + 2y 2 on x 2 + y 2 = 1
If λ = 1, then from (2), y = 0 and thus x = 1 or −1.
We have obtained two points, namely, (1, 0) and (−1, 0).

Evaluating f at these four points:

f (0, 1) = 2, f (0, −1) = 2, f (1, 0) = 1, f (−1, 0) = 1.

Therefore the maximum value of f on the circle x 2 + y 2 = 1 is 2

and the minimum value of f on the circle is 1.

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 Example 2.

Example
Find the extreme values of the function f (x, y ) = x 2 + 2y 2 on
the disk x 2 + y 2 ≤ 1.

[SOLUTION] Note that the constraint set x 2 + y 2 ≤ 1 is not an

equality constraint. The domain is the set of all points inside and
on the boundary of the unit circle.

The function f (x, y ) = x 2 + 2y 2 is continuous on R2 and the disk

x 2 + y 2 ≤ 1 is closed and bounded.

Therefore, f has global extreme values on this closed disk.

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 Example 2. f (x, y ) = x 2 + 2y 2 on x 2 + y 2 ≤ 1.
Step 1: Find all possible candidates for the extreme values in
the interior of the disk. That is, solve ∇f (x, y ) = (0, 0) where
(x, y ) is inside the unit circle.

So, we solve ∇f (x, y ) = (0, 0), where x 2 + y 2 < 1.

∇f (x, y ) = (0, 0) ⇐⇒ 2x = 0 & 4y = 0

Thus, x = 0 and y = 0, and (0, 0) satisfies x 2 + y 2 < 1.

Only one stationary point (0, 0) and f (0, 0) = 0.

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 Example 2. f (x, y ) = x 2 + 2y 2 on x 2 + y 2 ≤ 1.
Step 2: Find the candidates for extreme values of f on the
boundary, i.e., x 2 + y 2 = 1.
Here we apply Lagrange Multipliers.

According to Example 1, these points are found to be

(0, 1) , (0, −1) , (1, 0) , (−1, 0) .

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 Example 2. (Cont’d).
Step 3: Compute and compare the values of f at all points
obtained in Steps 1 and 2:

f (0, 1) = 2, f (0, −1) = 2, f (1, 0) = 1, f (−1, 0) = 1, f (0, 0) = 0.

We conclude that the global (absolute) maximum of f on the

disk x 2 + y 2 ≤ 1 is f (0, ±1) = 2
and the global (absolute) minimum is f (0, 0) = 0.

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 Quiz
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 Outline

1 Optimization Problems & Extreme Values

2 Local Extrema & Interior Points

3 Second Derivative Test for Local Extrema.

4 Lagrange Multiplier for One Equality Constraint

5 Lagrangian function

6 Two Equality Constraints (Optional)

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 Lagrange Multipliers: f (x, y , z).
ASSUMPTION Global Extreme values exist.

To find the maximum and minimum values of f (x, y , z) subject

to the constraint g (x, y , z) = k :
(a) Find all values of x, y , z and λ such that

∇f (x, y , z) = λ∇g (x, y , z)

and g (x, y , z) = k .
(b) Evaluate f at all points (x, y , z) that are found from step (a).
The largest of these values is the maximum value while the
smallest of these values is the minimum value.

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 Lagrangian Function
An equivalent formulation of the method of Lagrange multipliers:
to find extreme values of a function f (x1 , . . . , xn ) subject to a
constraint g(x1 , . . . , xn ) = 0, we write the Lagrangian function

L(x1 , . . . , xn , λ) = f (x1 , . . . , xn ) − λg(x1 , . . . , xn )

and find its stationary points.

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 Example 3. Lagrange Multipliers

Example
A rectangular box without a lid is to be made from 12m2
cardboard. It can be shown by some advanced method that the
maximum volume of such a box exists. Use Lagrange Multiplier
method to find the dimension of the box with maximum volume.

[SOLUTION] Let x, y and z denote the length, width and height

of the box respectively. Then the volume of the box is

V = xyz.

The area of the four sides and the bottom is

2xz + 2yz + xy = 12.

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 Example 3 (cont’d). Solution
The Lagrangian function is

L(x, y , z, λ) = xyz − λ(2xz + 2yz + xy − 12)

Finding stationary points:

Lx = yz − λ (2z + y ) = 0 (1)
Ly = xz − λ (2z + x) = 0 (2)
Lz = xy − λ (2x + 2y ) = 0 (3)
−Lλ = 2xz + 2yz + xy − 12 = 0. (4)

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 Example 3 (cont’d). Solution
Multiplying (1) by x, (2) by y and (3) by z we have

xyz = λ (2xz + xy ) (5)

xyz = λ (2yz + xy ) (6)
xyz = λ (2xz + 2yz) . (7)

Note that λ 6= 0, for otherwise, yz = xz = xy = 0 from (1) , (2)

and (3), and this will contradict (4).
Therefore from (5) and (6), we have 2xz + xy = 2yz + xy ,which
gives x = y (note z 6= 0, why?).
From (6) and (7), we have 2yz + xy = 2xz + 2yz, which yields
y = 2z.

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 Example 3 (cont’d). Solution
Substituting x = y = 2z into (4) (2xz + 2yz + xy = 12), we have

4z 2 + 4z 2 + 4z 2 = 12, giving z 2 = 1.

Since x, y and z are positive, we have

x = y = 2 and z = 1.

The value V (2, 2, 1) = 4 is the maximum volume.

Note There is only one point found from the Lagrange Multiplier
Method. Since V (x, y , z) > 0, thevalue found
 cannot be a
4 8
global minimum ( for example: V 2, 1, = < 4).
3 3

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 Quiz
https://forms.gle/zbpJbeszTzb7VyWy7

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 Outline

1 Optimization Problems & Extreme Values

2 Local Extrema & Interior Points

3 Second Derivative Test for Local Extrema.

4 Lagrange Multiplier for One Equality Constraint

5 Lagrangian function

6 Two Equality Constraints (Optional)

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 Two Constraints: Algorithm
Assumption: Global extreme values exist.
To find the maximum and minimum values of f (x, y , z) subject
to the constraints g (x, y , z) = k and h (x, y , z) = c
(a) Find all values of x, y , z, λ and µ such that

∇f (x, y , z) = λ∇g (x, y , z) + µ∇h (x, y , z) ,

g (x, y , z) = k and h (x, y , z) = c.

(b) Evaluate f at all points (x, y , z) that are found from step (a).
The largest of these values is the maximum value; the
smallest of these values is the minimum value.

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 Diagram.

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 Example 4.

Example
Find the maximum value of the function f (x, y , z) = x + 2y + 3z
subject to the constraints x − y + z = 1 and x 2 + y 2 = 1.

[SOLUTION] The equation x 2 + y 2 = 1 described infinite-length

cylinder (center (0, 0, z), radius 1) parallel to the z-axis.

The two constraints define a closed and bounded curve.

The continuous function f has extreme values on this constraint

set.

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 Example 4. x − y + z = 1 & x 2 + y 2 = 1.

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 Example 4. (Cont’d) f (x, y , z) = x + 2y + 3z.
Let g(x, y , z) = x − y + z and h(x, y , z) = x 2 + y 2 . We proceed
to solve for x, y , z, λ and µ which satisfy

∇f = λ∇g + µ∇h, g(x, y , z) = 1 & h(x, y , z) = 1.



 1 = λ + 2xµ, − − −(1)

 2 = −λ + 2y µ, − − −(2)



3 = λ + 0 · µ, i.e., λ = 3,

x − y + z = 1,




 x 2 + y 2 = 1.


Substituting λ = 3 into (1) & (2), we have µx = −1 & 2µy = 5.

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 Example 4. (Cont’d).
Multiplying x 2 + y 2 = 1 by µ2 , we have

(µx)2 + (µy )2 = µ2 . − − − (3)

Substituting µx = −1 & µy = 5/2 into (3), we obtain

√
2 5 2 29 ± 29
µ =1+( ) = so that µ = .
2 4 2
√
29
When µ = , we have
2
−2 5 7
x = √ ,y = √ ,z = 1 − x + y = 1 + √ .
29 29 29
√
Thus, f (x, y , z) = 3 + 29.
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 Example 4. (Cont’d).
√
− 29
When µ = , we have
2
2 −5 7
x = √ ,y = √ ,z = 1 − √ .
29 29 29
√
Thus, f (x, y , z) = 3 − 29.
√
Therefore, the global maximum
  is f (x, y , z) = 3 + 29 at
−2 5 7
√ , √ ,1 + √ .
29 29 29

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 Quiz
https://forms.gle/wVBEz21R1pf7rDEX7

Main instructor — Dr Duzhin Fedor, slides mostly developed

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/ 66