Yahoo Answers is shutting down on May 4th, 2021 (Eastern Time) and beginning April 20th, 2021 (Eastern Time) the Yahoo Answers website will be in read-only mode. There will be no changes to other Yahoo properties or services, or your Yahoo account. You can find more information about the Yahoo Answers shutdown and how to download your data on this help page.

calc 3 question - lagrange multiplier - what is max or min?

When using Langrange multipliers to find extrema of a function under certain constraints, how do you tell if the point you've found is either maximum or a minimum?

2 Answers

Relevance
  • Indica
    Lv 7
    10 years ago
    Favorite Answer

    A feasible point x* is a local constrained minimum if for all feasible changes about x* the change in the objective function is always positive. If x* is also a solution of the Lagrangian equations then this can be shown to be equivalent to the requirement that the Lagrangian function only increases along the linearised constraints at x*. In other words the projected Lagrangian has only positive curvature at x*. Similar statements apply for a constrained maximum.

    Taken literally, this can be daunting to confirm but some practical approaches are

    (a) If x* is unique then compare f(x*) with the value of f at another feasible point.

    (b) If x* are multiple compare the value of f at some nearby feasible points. This will give indications as to whether each x* is a maximum or minimum. With one degree of freedom, say two variables and one constraint, and a perturbation “either side” of x*, you can be sure of the result.

    (c) Examine the “Bordered Hessian” for the problem. This is constructed from the second-derivative matrix ( Hessian) of the Lagrangian, bordered with constraint gradient information. By testing the values of a series of related determinants you can check for a minimum or maximum. This test is equivalent to demonstrating that the projected Hessian of the Lagrangian is positive/negative definite. There's an easy-to-understand statement of the method with examples here ...

    http://www.tbparis.com/Econ130/Chiang%20-%20Chapte...

    and a more detailed exposition here ...

    http://www2.econ.iastate.edu/classes/econ500/halla...

    In practice numerical examples are quite straightforward.

    Without constraints and only two variables this method reduces to the second partial derivative test used in uncontrained optimisation. See ...

    http://en.wikipedia.org/wiki/Second_partial_deriva...

  • 5 years ago

    take the sq. root to hit upon y=+/-sqrt(9+xz) look widely used? it quite is a sphere. plug in 0's for x and z and that'll get you a circle with radius 3 parallel to the y plane. As for the Lagrange multipliers, look on your e book for the examples. also effectual/you in all likelihood already comprehend say you want dy/dz, pretend that each and each element that ought to not a z is a continuing

Still have questions? Get your answers by asking now.