Additional Problems

1
 Example
• Find critical points for the following function subject to the
constraint given. Determine whether the identified point(s)
are maximum(s), minimum(s), or saddle points. Please show
all intermediate steps.

H  x 0.25 y 0.4

subject to 2x  8y  104

2
 Solution - 1
(5a) L  x 0.25 y 0.4  λ(104 - 2x - 8y )

L
(5b)  .25x -0.75 y 0.4 - 2λ  0
x

L
(5c)  0.4x 0.25 y -0.6 - 8λ  0
y

L
(5d)  104 - 2x - 8y  0
λ

Taking the ratio of equations (5b) and (5c) gives

.25x -0.75 y 0.4 2 1

(5e)  
0.4x 0.25 y -0.6 8 4

.625y 1
(5f) 
x 4
(5g) 2.5y  x 3
 Solution - 2

Plugging the result from equation (5g) into equation (5d) gives

(5h) 104 - 2(2.5y) - 8y  0, solving for y gives

(5i) 104  13y

(5j) y  8, thus
(5k) x  2.5y  2.5 * 8  20

4
 Solution - 3

The relevant second order partial derivatives are

 2L
(5l) 2
 - 0.1875x -1.75 y.4  - 0.00228
x

 2L
(5m) 2
 - 0.24x 0.25 y -1.6  - 0.01822
y

 2L
(5n)  0.1x -0.75 y -0.6  0.003037
xy

5
 Solution - 4
Forming the Hessian we get

0 -2 -8
(5o) H  - 2 - .00228 0.003037
- 8 0.003037 - 0.01822

(5p) M11 is irrelevant

-2 -8
(5q) M 21   0.060736, which implies that C12  - 0.060736
0.003037 - 0.01822
-2 -8
(5r) M 31   - 0.01027, which implies that C13  -0.01027
- .00228 0.003037

(5s) H  - 2 * -0.060736  - 8 * -0.01027  0

Because H is positive, the solution point (20,8) is a maximum.

6
 Example
• Given the constraint, find the stationary points for
the following function and evaluate the second order
conditions. Use the Lagrange technique. Please
show all intermediate steps.

(3x 2 - 6x  2y 2 - y)
Ze
subject to 0  x - y

7
 Solution -1
2 2
(6a) Z  e (3x - 6x  2y - y)

(6b) 0  x - y

The Lagrangian is given by

(3x 2 - 6x  2y 2 - y)
(6c) L  e  λ(0 - x  y)

The first derivatives are :

(3x 2 - 6x  2y 2 - y)
(6d) L x  e (6x - 6) - λ  0
2
- 6x  2y 2 - y)
(6e) L y  e (3x (4y - 1)  λ  0
(6f) L λ  - x  y  0
8
 Solution - 2
Take ratio of (6d) and (6e)

2
- 6x  2y 2 - 4y)
e (3x (6x - 6)
(6g) (3x 2 - 6x  2y 2 - 4y)
 -1
e (4y - 1)

(6x - 6)
(6h)  -1
(4y - 1)

(6i) 6x - 6  1 - 4y

From equation 6f we know that x  y

(6j) 6x - 6  1 - 4x
(6k) 10x  7
7
(6l) x  y  9
10
 Solution - 3

2
- 6x  2y 2 - 4y) 2
- 6x  2y 2 - 4y)
(6m) L xx  6 * e (3x  e (3x (6x - 6) 2  .5177  .2795  .7974
(3x 2 - 6x  2y 2 - 4y) (3x 2 - 6x  2y 2 - 4y)
(6n) L yy  4 * e e (4y - 1) 2  .3452  .2796  .6248
(6o) L λλ  0
(6p) L λx  - 1
(6q) L λy  1
(3x 2 - 6x  2y 2 - 4y)
(6r) L xy  e (6x - 6)(4y - 1)  - 0.2796

10
 Solution - 4
0 -1 1
(6s) H  - 1 .7974 - .2796
1 - .2796 .6248

-1 - .2796
(6t) M12   - .3452  C12  .3452
1 .6248

 1 .7974
(6u) M13   - .5178  C12  - .5178
1 - .2796

(6v) H  - 1* .3452  1* -.5178  - .863

Therefore it is a minimum.
11
 Example
• Using the following function, find all local stationary
points and determine whether each point is a local
maximum, minimum or something else. Solve using
the Lagrange multiplier method. Please show all
intermediate steps.

B  3x 2  2y 2 - 4x - 6y  3xy
subject to 2x - 3y  0

12
 Solution - 1
(7a) B  3x 2  2y 2 - 4x - 6y  3xy
(7b) subject to 2x - 3y  0

(7c) L  3x 2  2y 2 - 4x - 6y  3xy  λ(0 - 2x  3y)

(7d) L x  6x - 4  3y - 2λ  0
(7e) L y  4y - 6  3x  3λ  0
(7f) L λ  - 2x  3y  0

Using equation 7f we see that

(7g) 2x  3y or
3
(7h) x  y
2 13
Solution - 2 Rewritting equation 7d and 7e as follows and rearranging we get

(7i) 6x - 4  3y  2λ
(7j) 4y - 6  3x  - 3λ

Taking the ratio of the above two equations we get

6x - 4  3y - 2
(7 k) 
4y - 6  3x 3

Rewritting the above

-2
(7l) 6x - 4  3y  (4y - 6  3x)
3

Sticking in 3/2y for x we get

3 -2 3
(7m) 6 * y - 4  3y  (4y - 6  3 * y)
2 3 2 14
 Solution - 3
Simplifying we get

18 6 -2 8 9
(7n) y  y - 4  ( y - 6  y)
2 2 3 2 2
24 - 2 17
(7o) y - 4  ( y - 6)
2 3 2
- 34
(7p) 12y - 4  y4
6
106
(7q) y  8 so
6
24
(7r) y
53

3 24 72 36
Thus, x  *  
2 53 106 53 15
 Second order partial derivatives are as follows :

Solution - 4 (7s) L xx  6
(7t) L yy  4
(7u) L xy  3
(7v) L λx  - 2
(7w) L λy  3
(7x) L λλ  0

0 -2 3
(7y) H  - 2 6 3
3 3 4

-2 3
(7z) M12   - 8 - 9  - 17  C12  17
3 4
-2 6
(7aa) M13   - 6 - 18  - 24  C13  - 24
3 3

(7ab) H  - 2 *17  3 * -24  - 106  0

Thus, a minimum at solution point. 16