(Lagrange)

l(LagrangesMethod)

2006/9/26 (Lagrane) 1
l ()
(a,b) xy
((a,b)) z = f(x,y)
( x,y)Df ( f )
f (a,b) f(x,y) ,
[ f(a,b) f(x,y)]
f(a,b) (RelativeMaximum)
[(RelativeMinimum)]
2006/9/26 (Lagrane) 2
2006/9/26 (Lagrane) 3
 l()
(a,b) z = f(x,y)
f (a,b) f(x,y) (x,y)Df
[ f(a,b) f(x,y)]
f (a,b)(AbsoluteMaximum)
[(AbsoluteMinimum)]

2006/9/26 (Lagrane) 4
l ()
(a,b) z = f(x,y)
fx(a,b) fy(a,b)
fx( a,b)=0 fy( a,b)=0

l
fx ( a,b)= fy(a,b)= 0

2006/9/26 (Lagrane) 5
l ()
z = f(x,y)
fx(a,b)= fy(a,b)= 0 fx(a,b) fy (a,b)
(a,b)
f(x,y)(CriticalPoint)

2006/9/26 (Lagrane) 6
l ()
(a,b)
(SaddlePoint)
f (x,y)=x2 - y2
fx ( x,y)=2x= 0
(x,y)= (0,0)
fy(x,y)= 2y= 0
(0,0)()

2006/9/26 (Lagrane) 7
2006/9/26 (Lagrane) 8
l

2 2
f x
( ,y
)= x
6 + y
6 + 6xy+ 36x- 5

fx (x,y)=12x+ 6y+ 36= 0 x= -4

fy(x,y)= 12y+ 6x= 0 y= 2

(4,2)

2006/9/26 (Lagrane) 9
l ()
z = f(x,y) fxx
f yy fxy (a,b) xy
((a,b)) fx(a,b)=0
fy(a,b)=0
D = fxx (a,b) fyy(a,b)- [fxy (a,b)]2
a. D>0 fxx(a,b)<0 f(a,b)

2006/9/26 (Lagrane) 10
 b. D>0 fxx( a,b)>0 f(a,b)

c. D<0 f(a,b)
d. D =0

2006/9/26 (Lagrane) 11
l
(4,2)

Q fxx(x,y)=12= fyy(x,y), fxy(x,y)= 6
\ D= fxx(-4,2) fyy(-4,2)- [fxy(-4,2)]2
= 1212- 62 = 108
Q D> 0 fxx(-4,2)> 0,
\ f(x,y)(-4,2)

2006/9/26 (Lagrane) 12
l
f(x,y)=9xy- x3 - y3 - 6


Q fx(x,y)=9y- 3x2 fy(x,y)= 9x- 3y2
fx(x,y)= 0 3y= x2
(x,y)= (0,0)(3,3)
fy(x,y)= 0 3x= y
2

\ (0,0)(3,3)

2006/9/26 (Lagrane) 13
 f xx(x,y)=-6x, fyy(x,y)= -6y, fxy(x,y)= 9
D= fxx(x,y) fyy(x,y)- [fxy(x,y)]2 = 36xy- 81
(0,0),D= -81< 0,(0,0)
(3,3),D= 243> 0 fxx(3,3)< 0,(3,3)

2006/9/26 (Lagrane) 14
l

c(x,y)=2200+ 27x3 - 72xy+ 8y2 x
y

2006/9/26 (Lagrane) 15
 Q cx(x,y)=81x2 - 27y cy(x,y)= -72x+ 16y
9 2
y= x
cx(x,y)= 0 8
(x,y)= (0,0)(4,18)
cy(x,y)= 0 y= 9x
2
\ (0,0)(4,18)
cxx(x,y)= 162x,cyy(x,y)= 16,cxy(x,y)= -72

2006/9/26 (Lagrane) 16
 D=162 x16- (-72)2
(0,0),D=-(-72)2 < 0,(0,0),
(4,18),D= 5184> 0cxx(4,18)= 648> 0,
(4,18)

418
,c(4,18)= 1336

2006/9/26 (Lagrane) 17
l
xy
f (x,y)=e
Q fx (x,y)=exy y fy (x,y)=exy x

fx ( x,y)= 0 exy y= 0
xy (x,y)= (0,0)
fy(x,y)= 0 e x= 0

\ (0,0)

2006/9/26 (Lagrane) 18
 fxx (x,y)=exy y2 , fyy(x,y)= exy x2,

fyy(x,y)= exy xy+ exy = exy(xy+ 1)

D= e2xy x2y2 - e2xy(xy+ 1)2
= e2xy(-2xy- 1)< 0
(0,0)

2006/9/26 (Lagrane) 19
l
N

x,y,z x +y+ z= N
p(x,y)= xyz = xy(N - x- y)
= Nxy- x2 y- xy2
Q px(x,y)= Ny- 2xy- y2
py(x,y)= Nx- x2 - 2xy
2006/9/26 (Lagrane) 20
 px(x,y)= 0 y(N - y)= 2xy

py(x,y)= 0 x(N- x)= 2xy
(x,y)= (N/3,N/3) ((0,0))
\(N/3,N/3)
pxx (x,y)= -2y,pyy(x,y)= -2x,
pxy(x,y)= N- 2x- 2y
D= (-2y)(-2x)- (N- 2x- 2y)2
= 4xy- (N- 2x- 2y)2
2006/9/26 (Lagrane) 21
 (N/3,N/3),D= N2 /3> 0
pxx (N/3,N/3)= -(2/3)N < 0,
(N/3,N/3)

x= y= z= N/3 N3 /27

2006/9/26 (Lagrane) 22
l
k()3


x,y,z
x +y+ z= k,0 x,y,z k
A(x,y)= p (x/2p )2 + (y/4)2 + (z/4)2
= p (x/2p )2 + (y/4)2 + (k- x- y)2 /42
= x2 /4p + y2 /16+ (k- x- y)2 /16

2006/9/26 (Lagrane) 23
 x k- x- y y k- x- y
Q Ax(x,y)= - Ay(x,y)= -
2p 8 8 8
Ax(x,y)= 0 (4+ p )x+ py- kp = 0

Ay(x,y)= 0 x+ 2y- k = 0
pk 4k
(x,y)= ,
8+ p 8+ p
pk 4k
\ ,
8+ p 8+ p
1 1 1 1
Axx(x,y)= + > 0,Ayy(x,y)= , Axy(x,y)=
2p 8 4 8
1 1 1 1
D= ( + ) - 2 > 0
2p 8 4 8
2006/9/26 (Lagrane) 24
 pk 4k
,
8+p 8+ p
k2
(x,y,z)= (k,0,0)A( x,y)=
4p
k2
(x,y,z)= (0,k,0)(0,0,k)A( x,y)=
16
pk 4k
x= ,y= z=
8+ p 8+ p
k2
A=
4(8+ p )
x= k,y= z= 0
2006/9/26 (Lagrane) 25
l
k()3


x,y,z
x +y+ z= k,0 x,y,z k
A(x,y)= p (x/2p )2 + (y/4)2 + (z/4)2
= p (x/2p )2 + (y/4)2 + (k- x- y)2 /42
= x2 /4p + y2 /16+ (k- x- y)2 /16

2006/9/26 (Lagrane) 26
l (LagrangesMethod)

x +y= 4
2 2
z = f x
( ,y
)= x + y

2006/9/26 (Lagrane) 27
2006/9/26 (Lagrane) 28
l ()
g( x,y)=0 z = f(x,y)

Fx( x,y,l )=0

Fy(x,y,l )= 0 (x,y)

Fl(x,y,l )= 0
F (x,y,l)= f(x,y)+ l g(x,y)

2006/9/26 (Lagrane) 29
l
1. F (x,y,l )
l (LagrangeMultiplier)
2.

2006/9/26 (Lagrane) 30
l
x +2 y= 24 ,
f (x,y)=5x2 + 6y2 - xy
1 g(x,y)=x+ 2y- 24= 0
2F(x,y, )= f(x,y)+ lg(x,y)
= 5x2 + 6y2 - xy+ lx+ 2ly- 24l

2006/9/26 (Lagrane) 31
 3~5
0 =Fx(x,y,l )= 10x- y+ l ........(1)

0= Fy(x,y,l )= 12y- x+ 2l .....(2)

0= Fl (x,y,l )= x+ 2y- 24.......(3)
1
(1)(2),l = -10x+ y= ( x- 12y)
2
2
x= y(3)
3
y= 9,x= 6, f(6,9)= 612

2006/9/26 (Lagrane) 32
l 612

(6,9)(
)
y =9.1 x=5.8
f (5.8,9.1) = 612.28 > 612

2006/9/26 (Lagrane) 33

1. g ( x,y)=0

2. F (x,y,l )= f(x,y)+ lg(x,y)

3. Fx ( x,y,l ),Fy(x,y,l ),Fl(x,y,l )
4.
Fx( x,y,l )=0

Fy(x,y,l )= 0

Fl(x,y,l )= 0
5.
2006/9/26 (Lagrane) 34
l
50

cos ts=xy+ 20y+ 20x+ 474,000
xy

2006/9/26 (Lagrane) 35
 1 g ( x,y)=xy+ 20y+ 20x- 26000= 0
2 F ( x,y,l )=xy+ l (xy+ 20y+ 20x- 26000)
3~5

0=Fx (x,y,l )= y+ ly+ 20l .....................(1)

0= Fy(x,y,l )= x+ ly+ 20l .....................(2)

0= Fl(x,y,l )= xy+ 20y+ 20x- 26000....(3)

2006/9/26 (Lagrane) 36
l
50

cos ts=xy+ 20y+ 20x+ 474,000
xy

2006/9/26 (Lagrane) 37
 1 g ( x,y)=xy+ 20y+ 20x- 26000= 0
2 F ( x,y,l )=xy+ l (xy+ 20y+ 20x- 26000)
3~5

0=Fx (x,y,l )= y+ ly+ 20l .....................(1)

0= Fy(x,y,l )= x+ ly+ 20l .....................(2)

0= Fl(x,y,l )= xy+ 20y+ 20x- 26000....(3)

2006/9/26 (Lagrane) 38
 -y - x
(1)(2),l = =
y+ 20 x+ 20
x= y(3)
y2 + 40y- 26000= 0
\ y 142.5() x 142.5
(142.5)2 20,306

2006/9/26 (Lagrane) 39
l
6

x , y z
1 g( x,y,z)= xy+ xz+ yz- 3= 0
2 F ( x,y,z,l)=xyz+ l (xy+ xz+ yz- 3)
3~50=Fx (x,y,z,l )= yz+ ly+ lz.........(1)
0= F (x,y,z,l )= xz+ lx+ lz.........(2)
y

0= Fz(x,y,z,l )= xy+ lx+ lz.........(3)
0= F (x,y,z,l )= xy+ xz+ yz- 3....(4)
l

2006/9/26 (Lagrane) 40
 - yz
l = y+ z - yz - xz
=
- xz y+ z x+ z
(1),(2),(3)l =
x+ z - yz = - xy
- xy y+ z x+ y
l =
x+ y
x= y= z (4),
y2 = 1 y= 1(y= -1)
x= z= 1
1
1
2006/9/26 (Lagrane) 41
l
6

x , y z
1 g( x,y,z)= xy+ xz+ yz- 3= 0
2 F ( x,y,z,l)=xyz+ l (xy+ xz+ yz- 3)
3~50=Fx (x,y,z,l )= yz+ ly+ lz.........(1)
0= F (x,y,z,l )= xz+ lx+ lz.........(2)
y

0= Fz(x,y,z,l )= xy+ lx+ lz.........(3)
0= F (x,y,z,l )= xy+ xz+ yz- 3....(4)
l

2006/9/26 (Lagrane) 42
 - yz
l = y+ z - yz - xz
=
- xz y+ z x+ z
(1),(2),(3)l =
x+ z - yz = - xy
- xy y+ z x+ y
l =
x+ y
x= y= z (4),
y2 = 1 y= 1(y= -1)
x= z= 1
1
1
2006/9/26 (Lagrane) 43
l

$12
$0.6

x , y z
1 g( x,y,z)=0.6xy+ 0.2(xy+ 2yz+ 2xz)- 12= 0
2F ( x,y,z)=xyz+ l (0.8xy+ 0.4yz+ 0.4xz-12)

2006/9/26 (Lagrane) 44
 3~5
0=Fx (x,y,z,l )= yz+ 0.8ly+ 0.4lz................(1)
0= F (x,y,z,l )= xz+ 0.8lx+ 0.4lz................(2)
y

0= Fz(x,y,z,l )= xy+ 0.4ly+ 0.4lx................(3)
0= F (x,y,z,l )= 0.8xy+ 0.4yz+ 0.4xz-12....(4)
l

- 5yz
l = 4y+ 2z - 5yz - 5xz
=
4y+ 2z 4x+ 2z
- 5xz
(1),(2),(3)l =
4x+ 2z - 5yz - 5xy
=
- 5xy 4y+ 2x 2y+ 2z
l =
2y+ 2x
2006/9/26 (Lagrane) 45
 y x
2 y+ z = 2x+ z z

x= y= (4),
z = x 2
2y+ z y+ x

(
x2 = 5 x= 5 x= - 5 )
y= 5,z= 2 5
52 5
10 5 22.36

2006/9/26 (Lagrane) 46