
Advanced Engineering Mathematics
10th Edition
ISBN: 9780470458365
Author: Erwin Kreyszig
Publisher: Wiley, John & Sons, Incorporated
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12. Take a moment to understand the Lagrange multipliers method for finding min/max on a surface \( f(x, y, z) \) subject to a constraint \( g(x, y, z) = 0 \). Geometrically speaking, what does it mean for \( \nabla f = \lambda \nabla g \)? Why are the candidates for minimums & maximums exactly the points that satisfy this equation?
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The text invites readers to explore how the method of Lagrange multipliers helps in identifying extrema (minimums and maximums) of a function with a constraint. It poses a geometric interpretation question about the condition \( \nabla f = \lambda \nabla g \), where the gradients of the functions \( f \) and \( g \) are scalar multiples of each other, indicating potential points of extrema that lie on the constrained surface.
Expert Solution

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Step 1
Suppose we want to find the maximum of a function subject to a constraint .
To see how Lagrange multipliers work, look at the following graph:
Figure 1
The graph shows the function f from above along with constraint g = c and some level curves of f. The constraint is nothing but a plane that cuts through the function f.
The constraint g is an ellipse on xy-plane projected on to the surface f. The goal here is to find the maximum value of f without moving outside the elliptic boundary.
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