How do you find the maximum value of the function f(x,y,z)= x+2y-3z subject to the constraint z=4x^2+y^2?

2 Answers
May 2, 2017

17/48

Explanation:

Forming the lagrangian

L(x,y,z,lambda)=f(x,y,z)+lambda g(x,y,z)

with

g(x,y,z)=4x^2+y^2-z=0

The stationary points are computed solving

grad L(x,y,z,lambda)=0

or

{(1+8lambda z=0),(2 + 2 lambda y=0),(3 + lambda=0),(4 x^2 + y^2 - z=0):}

and solving for (x,y,z,lambda) we obtain

{(x=1/24),(y=1/3),(z=17/144),(lambda=-3):}

and the maximum value is

17/48

NOTE: To qualify the stationary point it is necessary to form

(f @ g) (x,y)= x+2y -3(4x^2+y^2)

and then calculate

H=grad^2(f @ g) =((-24, 0),(0, -6))

As we can observe, H has negative eigenvalues indicating that the found solution represents a maximum.

May 2, 2017

Explanation:

Given: f(x,y,z)= x+2y-3z and the constraint function g(x,y,z) = 4x^2+y^2-z= 0

The Lagrange function is:

L(x,y,z,lambda) = f(x,y,z) + lambdag(x,y,z)

L(x,y,z,lambda) = x+2y-3z + 4lambdax^2+lambday^2- lambdaz

We compute the partial derivatives:

(delL(x,y,z,lambda))/(delx) = 1+8lambdax

(delL(x,y,z,lambda))/(dely) = 2+ 2lambday

(delL(x,y,z,lambda))/(delz) =-3-lambda

(delL(x,y,z,lambda))/(dellambda) =4x^2+y^2-z

Set these 4 derivatives equal to zero and then solve them as a system of equation:

0 = 1+8lambdax" [1]"

0 = 2+ 2lambday" [2]"

0 =-3-lambda" [3]"

0 =4x^2+y^2-z" [4]"

Solve equation [3] for lambda:

lambda = -3

Substitute -3 for lambda into equation [1]:

0 = 1+8(-3)x" [1]"

x = 1/24

Substitute -3 for lambda into equation [2]:

0 = 2+ 2(-3)y

y = 1/3

Use equation [4] to find the value of z:

z = 4(1/24)^2+ (1/3)^2

z = 17/144

f(1/24,1/3,17/144) = 1/24 + 2/3- 51/144

f(1/24,1/3,17/144) = 17/48

Note: One cannot use the second derivative to test whether the Lagrange multiplier has given you a maximum or a minimum; the only way to determine whether the value is a local maximum is perturbation of values. I will leave that exercise to you.