]> 14.2 Extremal Values on a Curve in Two Dimensions

14.2 Extremal Values on a Curve in Two Dimensions

Suppose we have a curve, C that is defined by an equation, G(x,y)=0 , and we seek an extremal value of F(x,y) among points restricted to lie on this curve.

Imagine, for example that G represents an ellipse, ax2+by2=1 , and we want the maximum of xy on C .

At any point q on C , we are free to move while staying on C only in the direction of the tangent line to the curve. Our condition above for an extremum then tells us that for q to be an extremum of F,F must have 0 derivative in the direction of the tangent, t , to the curve defined by G .

This means that the gradient of F must be perpendicular to t . But the gradient of G is perpendicular to t as well, so that in two dimensions the gradient of F and the gradient of G must be parallel, for F to have an extremum on G .

There are two standard ways to express this condition.

One is to notice that it means that the parallelogram formed by F and G has no area, so that the determinant with these vectors as columns must be 0.

The other is to notice that it means that F=cG for some constant c .

Either observation allows us to find the extrema.

Example

The second method is called that of "Lagrange Multipliers", and the constant c is called a Lagrange Multiplier.

 

 

In the example you can click on above, if you write out the three equations defined by G=ax2+by21=0,i^·(FcG)=0 and j^·(FcG)=0 , you may solve them for x,y and c , and arrive at the same solutions obtained.

Again, computing second derivatives (or examining values of F ) must be used to determine the local and/or global maxima and minima.

When a curve is defined parametrically with parameter t you can write F=F(x(t),y(t)) and apply the single variable condition that dFdt=0 .

Exercises:

14.1 Work out the details of the Lagrange Multipliers approach to the example above.

14.2 Suppose we want to maximize the volume of a vertically oriented cylinder given a fixed value q for the surface area of its sides and its top (but not its bottom). What radius and height should it have?