Last time :

§ 4.3 Lagrange Multiplier .

maxlminflxy ( candidates
criticalfor local extroma )
{ subj
's

ThmIy
to
g#=c A solution of Pf # Xtlglxy
{
=
.

{ g(*=c

ornoot
exist
2
pts X where Dfcx ) Dgcx) ,
=

Last time
example )

{ moxlmin
sub .to
fix
(
.y)=

g)
2×+2
FHFT =3
g
x. =

pf D8
solve sold
Lawn ethod ⇒ critical pts : 1
( z
,
1) =
,\(
2¥ try) '
( exercise )

{ ⇒ ( x.
g) =L 1. 4)
gcxgkrxtry @

⇒⇒
=

=3 .
-

2
Dgrxl is undefined at to →

&

: Critical pts : ( 1. 4) ,
(0-9) .( 9,01 y=0 -> (

Since f is Conti defined on S={ *

lgrxiytrxtry -35 ,
which is compact
,

Thm ) bounded )
closed &

9¥
⇒ (
f has global extreme on S ( Extreme Value

& in critical pts ; A .q fcoa , .fm ,o , ,

they are , ,

9
6pm
=l§←
=
=
Max
,h as
 Morethanoneconstraint
*
critical ( candidates )
pts
:

maxfninfcx ) Thm3a( read 1

solution of
sub to
g ,(*)=c ,
=) t.fr#=Xpg,kx)t...tX,d7gdxl

{ ( J|l*?=G
|
gzaxkcz

gkixtck Jkhxtck .

@ * where
pts
l
if not exist 0
,Pgil*l=
or '

nz

:z=x+y+a §#!
Z2=x2ty2
I
) S
( ) S

E×5
, : cone

⇒
, kcutby
let ⇐
9^52
{
sz rpiane ,
C is either
✓
✓
M
0
-

I £
,
7
.

parabola
Find ellipse
E. the

fanrtkI&I0Etpt
hyperbola .

on
originC from In 1123 .

C
⇒ Magin distance from (0,0/0) to
tkyt ) on

let

maxtnin d- =
x2ty2tz2 =
fcxyz )

2-2=0 ⇒ Lagrange method !

'

sit
g. ( x.
y .z)=x4y
{
.
.

[ x. -2-+2=0
gz g. ⇒
=

xty
 Critical pts ( candidates ) :

( 2424227=14 ( 2>44 -22-7

1
Solution of If # =D
Dgcxytiktlgzax )
{
,
,
⇒
{ g. =o
+1124,1 ,
-

I )
gz=o x2ty2z2=o
(

|
xty .

2-+2=0 .

cexenisyx.y.a.c.zyqzaq.s.ay.fz.qz.aq.z.zpy@Df.D
0 at 6.
g ,
=
o.O )
but G.0.0 ) is not on C .
( not
satisfying xty
-

2-+2=0
) .

so not critical
pt
a
.

I. 2 critical
pts : a , .az
But if Cisnt
compact we don't know whether there are
global maxlmin

.&
.

z
,

⇒ We 'll °
geometry
use some :
C conic section

§%jcYb±y
=

#
:
.at#rdofd&naeonc
Look
a.FI/g$j#F
.

g. -

⇒ C must be
hyperbolae hence
Evaluate
f ( an 24-1652
10cal q -
=

ayqaz must be Min Pts

flat
'

=
24+1652 global min !
i
closest is &
pt
a
global
-

, no Max .
§ 4.4 Some Applications .

.•r
;
.
* Least ytmxtb

#
Square Approximation W
rk•"
.

-
Y

"IEBo
error

LY
*5
of
mxttb
Given data ( k Kaya
a set : ,y ) ( xnyn )
...
, ,
, , ,
,
:
> x

What's the best fit straight line ?

"

y=mxtb
'

We E errors
minimize method of :( least squares ) .

line of Yi & mxitb

minimizes the sum
squares of distance b/w -
-

define
DC ]2t[ 't [ Yn ]2
-

mib ) =

,
-

( mxitb ) yz
.

( mxztb ) ] . . .

+ -
Cmxntb )

( ltdega poly in m& b )

§g[ cmxitbit
=

yi
-

calculation
= EYE )2
-

zmtzxiyi -
zb Eye .

+ Zcmxitb
.

mind : find critical pts ! =m2Exi2tzmbEt , + Eb ?

Exit
En b-
exercise )
Zxigi Eat zbzxc
'

(
compute + zm +
.

=o

DDETO { 312=-2 zp
-2
Eyitzm znb
sett

=0
⇒ solve for
m&b
a- !
=
 One critical Pt :

m=
nEXiyi-CZxi.KZ#,b=(zxi2)(zgi)-tZki)(ZtiynZxi2
( Exit
nzxot ( Exit
-

In multivariable critical # extreme value in general

,
a
single pt global .

But in this case we have

Pn# 4.1 The above

104ft
pt is &

actually it is
global min of Drm .b )
pt
a

[ gig
{
22
2{n" ]
( why ? ) 2nd deriv .
test !
Hessian Hf ( m b) .
=
i

_
.

Prin minors
4 = ZEKE

=¢n2x¥4(
.

{ "4
Em
Exit (
isglxixji )
d. > 0
.

d
, .dz :t,t ⇒ local min
pt .

We because ( geometry )
know this is
actually a
global min
pt

D-
so Our

graph of Dfmib ) is a
paraboloid ! has a
global min .
local min
this
-

must be .
ZX ) Data : ( 1,2 ) ,
G. 1) ,
( 3. 5) ,
( 4.3 ) ,
( 5,4 )
.

Best line
fit ytmxtb .

Eki2= Exigi Eyi if

=

formula Exit 15 51
=

1 : £5

TIFFS
⇒
⇐⇒
m=5jIj÷II=e ,
b= =

E .

y=Ex+¥
"

Nn

2 We can solve it
directly finding Dan .b ) .

Dan .b)= [ 2- Cm .

ltb ) ]2t[ 1- ( mztb ) ]2t[ 5- ( maths ) ]2t[ z.cm .4tb)T

( Ki
Yi )
[ ]2
,

+
4- ( m .5tb )
( sum of )
simplify
errors
square

←
5tm43omb +562 fin
=
- 102mi -306+55 .
min !

critical
gIm=uomt30b -102=0

} 5¥ m=q3 ,
b=¥
2¥
.

=
zomttob -

30=0

y=§xtF .
Exercise ) Read 2 in Textbook
more
applications
* Conservative & economics
energy
.