Lagrange Multiplier /w Mixed Inequality/Equality Constraints

In summary, the task is to find the extreme values of the function f(x,y,z) = xy + z^2 in the set S:= { y\geq x, x^2+y^2+z^2=4 }. The region that is the constraint is the surface of the sphere of radius 2, theta in (Pi/4, 5Pi/4) (assuming spherical coords). The set up involves Lagrange multipliers and results in 7 equations to solve. The extremum are found to be 1 at (0,0,2) (max), and 1 at (sqrt(2), sqrt(2), 0) (min).
  • #1
fission14
3
0

Homework Statement



Find the extreme values of the function f(x,y,z) = xy + z^2 in

the set S:= { [tex]y\geq x, x^2+y^2+z^2=4 [/tex] }

Homework Equations


The Attempt at a Solution



Ok, so This is clearly a lagrange multiplier question. Geometrically, I can see that the region that is the constraint is the surface of the sphere of radius 2, theta in (Pi/4, 5Pi/4) (assuming spherical coords). So it's like half the surface of a sphere.

My problem is that I don't really understand how to set this up. In class we never talked about multiple constraint questions, and it never appeared on our homework. This is my best guess though:

g(x) = x^2+y^2+y^2 -4 , h(x) = x-y <= 0
L(x) = xy+z^2 - \lambda (x^2+y^2+z^2-4) - \mu(x-y)

dL/dx = y-2x\lamdba - \mu =0
dL/dy = x- 2y\lambda + \mu = 0
dL/dz = 2z - 2z\lambda
\lambda(x^2+y^2+z^2-4) =0
\mu(x-y) = 0
x-y <= 0
\mu => 0

This gives me a total of 7 equations to solve. Is this correctly set up? I'm finding it really hard to find information on mixed constraints on google.
 
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  • #2
Ok, i solved those equations as I had them set up, and it looks like I get two extremum,
1 at (0,0,2) (max), and 1 at (sqrt(2), sqrt(2), 0) (min). Just by inspection it looks like this makes sense - and maple also agrees. Success I suppose?
 

Related to Lagrange Multiplier /w Mixed Inequality/Equality Constraints

1. What is a Lagrange multiplier?

A Lagrange multiplier is a mathematical tool used to find the maximum or minimum value of a function subject to certain constraints. It involves creating a new function called the Lagrangian, which combines the original function and the constraints, and then finding the critical points of this new function.

2. How does a Lagrange multiplier work?

A Lagrange multiplier works by finding the points where the gradient (or slope) of the original function is parallel to the gradient of the constraint function. These points are called the critical points and are used to solve for the optimal values of the variables in the original function.

3. What are mixed inequality/equality constraints?

Mixed inequality/equality constraints are constraints that involve both inequality and equality conditions. This means that some of the constraints may be strict inequalities (such as x > 0) while others may be equalities (such as y = 2). These constraints are commonly used in optimization problems.

4. How do mixed inequality/equality constraints affect the Lagrange multiplier method?

Mixed inequality/equality constraints do not significantly affect the Lagrange multiplier method. The only difference is that the final solution may involve some additional steps to ensure that all the constraints are satisfied. This may result in multiple Lagrange multipliers being used for a single optimization problem.

5. What are some real-world applications of the Lagrange multiplier with mixed inequality/equality constraints?

The Lagrange multiplier method with mixed inequality/equality constraints has a wide range of applications in fields such as economics, engineering, and physics. It is commonly used to optimize resource allocation, production processes, and physical systems subject to various constraints. For example, it can be used to determine the optimal production levels for a company while satisfying budget constraints and production capacity limits.

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