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Saturday, March 12, 2016

Finding Maxima and Minima of functions with more than 2 variables

When a function has one variable we know how to find the maxima and minima of the function by differentiating and equating to zero to find the points.

But when a function has more than two variables, we use partial differentiation to find the maxima and minima.

1. f(x,y)=x3+3xy2+2xy subject to the condition x + y = 4
Sol: The local maximum and minimum of f(x,y) subject to the constraint g(x,y)=0 correspond to the stationary points of L(x,y,λ)=f(x,y)−λ.g(x,y)
where λ is Lagrange multiplier.
We have L(x,y,λ)=x3+3xy2+2xy−λ.(x+y−4)
Now ∂L∂x=3x2+3y2+2y−λ
λLλy=6xy+2x−λ
∂L∂y=6xy+2x−λ
∂L∂λ=−(x+y−4)

Note: in doing partial differentiation, except the independent variable everything is considered a constant.  For example, when we do differentiation w.r.t x then, except x all others should be considered constant.
Also ddx(xn)=n.xn−1

Putting ∂L∂x=∂L∂y=∂L∂λ=0
3x2+3y2+2y=λ ------(1)
6xy+2x=λ -----(2)
x + y - 4 = 0 ------------(3)
From equations (1) and (2) we get 3x2+3y2+2y=6xy+2x --------(4)
Putting y = - x + 4 in equation (4)
we get 3x2+3(−x+4)2+2(−x+4)=6x(−x+4)+2x
3x2+3(x2−8x+16)−2x+8=−6x2+24x+2x
12x2−52x+56=0
⇒3x2−13x+14=0
⇒(3x−7)(x−2)=0
⇒x=2,73

For x = 2, from equation (3) we get y = 2 and F(x,y)) = 40
and for x=73, y=53 and F(x,y) = 392527

Alternatively: By substituting y = x - 4 in the equation f(x, y) = x3+3xy2+2xy
we get, F(x, 4-x) = x3+3x(4−x)2+2x(4−x)
F(x) = x3+3x(16−8x+x2)+2x(4−x)
F(x) = 4x3−26x2+56x
Differentiation F with respect to x we get, F1(x)=12x2−52x+56
Solving like above we get the values of ⇒x=2,73

2. Find the point on the line 3x + 2y = 5 that is closest to the point (3,1)
Sol:  The distance between a general point (x,y) and the point (3, 1) is (x−3)2+(y−1)2
We want to find the minimum value of this distance subject to the constraint 3x + 2y = 5.  Infact we have to minimize the square of the distance, and so we minimize f(x, y) = (x−3)2+(y−1)2
subject to the given constraint.
L(x,y,λ)=(x−3)2+(y−1)2−λ(3x+2y−5)
∂L∂x=2(x−3)+3λ
∂L∂y=2(y−1)+2λ
∂L∂λ=−3x−2y+5

Putting ∂L∂x=∂L∂y=∂L∂λ=0
2(x−3)+3λ=0 -------(1)
2(y−1)+2λ=0 ------(2)
3x + 2y = 5 ------------(3)

Multiplying (1) by 2 and (2) by 3 will give
4(x−3)+6λ=0
6(y−1)+6λ=0
So 4(x-3) = 6(y-1) ⇒ 2x - 3y = 3 -------(4)
Multiplying equation (3) by 3 and (4) by 2, gives
9x + 6y = 15
4x - 6y = 6
Solving we get x = 2113 and y = 113
Thus the point (2113,113) is on the given line and closest to (3,1)

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