Math Problem Statement

Exercise 6: Maximize (and minimize):    f(x, y, z) = x + z, Under the constraint: g(x, y, z) = x 2 + y 2 + z 2 = 1.

Solution

To maximize or minimize the function f(x,y,z)=x+zf(x, y, z) = x + z under the constraint g(x,y,z)=x2+y2+z2=1g(x, y, z) = x^2 + y^2 + z^2 = 1, we can apply the method of Lagrange multipliers.

Step 1: Set up the Lagrange multiplier equations

The method of Lagrange multipliers states that to find the extremum of f(x,y,z)f(x, y, z) subject to the constraint g(x,y,z)=1g(x, y, z) = 1, we introduce a Lagrange multiplier λ\lambda and solve the following system of equations:

f=λg\nabla f = \lambda \nabla g along with the constraint g(x,y,z)=1g(x, y, z) = 1.

Step 2: Compute the gradients of ff and gg

The gradient of f(x,y,z)f(x, y, z) is:

f=(fx,fy,fz)=(1,0,1)\nabla f = \left( \frac{\partial f}{\partial x}, \frac{\partial f}{\partial y}, \frac{\partial f}{\partial z} \right) = (1, 0, 1)

The gradient of g(x,y,z)g(x, y, z) is:

g=(gx,gy,gz)=(2x,2y,2z)\nabla g = \left( \frac{\partial g}{\partial x}, \frac{\partial g}{\partial y}, \frac{\partial g}{\partial z} \right) = (2x, 2y, 2z)

Step 3: Set up the Lagrange multiplier equation

Now we apply the condition f=λg\nabla f = \lambda \nabla g, which gives:

(1,0,1)=λ(2x,2y,2z)(1, 0, 1) = \lambda (2x, 2y, 2z)

This results in the following system of equations:

  1. 1=2λx1 = 2\lambda x
  2. 0=2λy0 = 2\lambda y
  3. 1=2λz1 = 2\lambda z

Step 4: Solve the system of equations

From equation (2), we get λy=0\lambda y = 0. Since λ0\lambda \neq 0 (otherwise, the equations become trivial), we conclude that y=0y = 0.

Substituting y=0y = 0 into the constraint g(x,y,z)=1g(x, y, z) = 1, we get:

x2+z2=1x^2 + z^2 = 1

From equations (1) and (3), we have:

  • λ=12x\lambda = \frac{1}{2x}
  • λ=12z\lambda = \frac{1}{2z}

Equating these two expressions for λ\lambda, we get:

12x=12z\frac{1}{2x} = \frac{1}{2z}

Thus, x=zx = z.

Step 5: Substitute into the constraint

Now that we know x=zx = z, substitute this into the constraint x2+z2=1x^2 + z^2 = 1:

2x2=1x2=12x=±122x^2 = 1 \quad \Rightarrow \quad x^2 = \frac{1}{2} \quad \Rightarrow \quad x = \pm \frac{1}{\sqrt{2}}

Thus, z=±12z = \pm \frac{1}{\sqrt{2}} as well.

Step 6: Find the values of f(x,y,z)f(x, y, z)

Since f(x,y,z)=x+zf(x, y, z) = x + z, we now compute the values of ff for the two possible cases for xx and zz:

  1. If x=12x = \frac{1}{\sqrt{2}} and z=12z = \frac{1}{\sqrt{2}}, then f=12+12=2f = \frac{1}{\sqrt{2}} + \frac{1}{\sqrt{2}} = \sqrt{2}.
  2. If x=12x = -\frac{1}{\sqrt{2}} and z=12z = -\frac{1}{\sqrt{2}}, then f=1212=2f = -\frac{1}{\sqrt{2}} - \frac{1}{\sqrt{2}} = -\sqrt{2}.

Step 7: Conclusion

The maximum value of f(x,y,z)f(x, y, z) is 2\sqrt{2}, and the minimum value is 2-\sqrt{2}.

Would you like any further details or have additional questions on this method? Here are some follow-up questions to deepen your understanding:

  1. How do you determine the Lagrange multiplier λ\lambda in other optimization problems?
  2. What happens if the constraint g(x,y,z)g(x, y, z) is not a circle but a different shape, like an ellipse?
  3. How can you apply Lagrange multipliers in higher dimensions, say for a function of four or more variables?
  4. Can you explain how the solution changes if the function f(x,y,z)f(x, y, z) is modified, such as using f(x,y,z)=x2+z2f(x, y, z) = x^2 + z^2?
  5. What happens when there are multiple constraints in the optimization problem?

Tip: Always check if the constraint leads to a solution that satisfies all necessary conditions.

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Math Problem Analysis

Mathematical Concepts

Multivariable Calculus
Optimization
Lagrange Multipliers

Formulas

∇f = λ∇g
Constraint equation: x^2 + y^2 + z^2 = 1

Theorems

Lagrange Multiplier Method

Suitable Grade Level

Undergraduate (Calculus Level)