Lagrange multipliers in mathematics

Last time we saw things about gradients and directional derivatives. Before that we studied how to look for minima and maxima of functions of several variables. And so what we will see is you may have heard of Lagrange multipliers. And this is the one point in the term when I can shine with my French accent and say Lagrange's name properly.

Lagrange multipliers in mathematics

When are Lagrange multipliers useful? One of the most common problems in calculus is that of finding maxima or minima in general, "extrema" of a function, but it is often difficult to find a closed form for the function being extremized.

Such difficulties often arise when one wishes to maximize or minimize a function subject to fixed outside conditions or constraints. The method of Lagrange multipliers is a powerful tool for solving this class of problems without the need to explicitly solve the conditions and use them to eliminate extra variables.

It can be phrased as follows: However, before she can gather the milk, she has to rinse out her bucket in the nearby river.

Lagrange multipliers in mathematics

Just when she reaches point M, our heroine spots the cow, way down at point C. Because she is in a hurry, she wants to take the shortest possible path from where she is to the river and then to the cow.

Lagrange multiplier example, part 1 (video) | Khan Academy

So what is the best point P on the riverbank for her to rinse the bucket? To keep things simple, we assume that the field is flat and uniform and that all points on the river bank are equally good. To put this into more mathematical terms, the milkmaid wants to find the point P for which the total distance f P is a minimum, where f P is the sum of the distance d M,P from M to P and the distance d P,C from P to C a straight line is the shortest distance between two points across a flat field.

But we have to impose the constraint that P is a point on the riverbank. Graphical inspiration for the method Our first way of thinking about this problem can be obtained directly from the picture itself.

Output Type

We want to visualize how far the milkmaid could get for any fixed total distance f Pand use that visualization to locate the optimal point P.

If we only cared about the distance of P from M, we might picture this as a set of concentric circles curves of constant distance d M,P: Of course, for most problems the curves of constant f P are more complicated than a bunch of concentric circles!

Often much more complicated. But our particular example is made simpler by an obscure fact from geometry: But you can see it work for yourself by drawing a near-perfect ellipse with the help of two nails, a pencil, and a loop of string.

In our problem, that means that the milkmaid could get to the cow by way of any point on a given ellipse in the same amount of time: Therefore, to find the desired point P on the riverbank, we must simply find the smallest ellipse with M and C as foci that intersects the curve of the river.

Just to be clear, only the "constant f P " property of the curves is really important; the fact that these curves are ellipses is just a lucky convenience ellipses are easy to draw.

The same idea will work no matter what shape the curves of constant f P happen to be. The image at right shows a sequence of ellipses of larger and larger size whose foci are M and C, ending with the one that is just tangent to the riverbank.

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Joseph-Louis Lagrange - Wikipedia

Aug 18,  · Invisible obstacles exist between different fields of mathematics. As mathematicians, we aim to cross these hindrances by building a bridge. Lagrange Multipliers are eigenvalues!

This interpretation of the Lagrange Multiplier alone suffices to prove our theorems. 1) Lagrange Multipliers exist. I have (probably) a fundamental problem understanding something related critical points and Lagrange multipliers. As we know, if a function assumes an extreme value in an interior point of some op.

Joseph-Louis Lagrange (/ l arriving at the method of Lagrange multipliers. Lagrange invented the method of solving differential equations known as variation of parameters, Joseph-Louis Lagrange at the Mathematics Genealogy Project; The Founders of Classical Mechanics: Joseph Louis Lagrange.

Home» Courses» Mathematics» Multivariable Calculus» Video Lectures» Lecture Lagrange Multipliers Lecture Lagrange Multipliers Course Home.

Introduction

THE METHOD OF LAGRANGE MULTIPLIERS William F. Trench Andrew G. Cowles Distinguished Professor Emeritus Department of Mathematics Trinity University.

Calculus III - Lagrange Multipliers