Fig. 43-4
DIRECTIONAL DERIVATIVES AND THE GRADIENT
401
43.56
State a theorem that justifies the method of Lagrange multipliers.
g(x 0 , y 0 ) = 0 and / has an extreme value at (*„, y 0 ) relative to all nearby points that satisfy the "constraint"
g(x,y) = 0, and if Vg(* 0 , y 0 )^Q, then V/(x 0 , y 0 ) = A Vg(x 0 , y 0 ) for some constant A (called a Lagrange
multiplier). Thus, the points at which extrema occur will be found among the common solutions of g(x, y) = 0
and V/=AVg [or, equivalently, V(/-Ag) = 0]. Similar results hold for more than two variables.
Moreover, for a function f(x, y, z) and two constraints g(x, y, z) = 0 and h(x, y, z) = 0, one solves
Vf = A Vg + /A Vh together with the constraint equations.
43.57 With reference to Problem 43.56, interpret the condition V/(x 0 , y 0 ) = A Vg(* 0 , y 0 ) in terms of the directional
derivative.
(x 0 , y 0 ) is to be an extreme point for/along the curve, the derivative of/in the direction of v must vanish at
(jc 0 , y 0 ). Thus, V/must be perpendicular to v, and therefore parallel to the curve normal, at (x 0 , y 0 ). But, by
Problem 43.14, the curve normal can be taken to be Vg; so V/= A Vg at (x 0 , y 0 ).
Fig. 43-5
43.58
Find the point(s) on the ellipsoid 4*
2 + 9y
2 + 36z
2 = 36 nearest the origin.
36 = 0. Vf=(2x,2y,2z),
Vg = (8x, ISy,72z). Let V/=AVg. Then (2x,2y,2z) = \(8x, 18y,72z), that
is, 2* = A(8*), 2y = A(18y), 2z = A(72z), which are equivalent to ^:(4A-1) = 0, y(9A-l) = 0, z(36An = 0. Therefore, either x=0 or A=i; and either y = 0 or A=^; and either z = 0 or A=35We must minimize f(x, y, z) = x2 + y2 + z2 subject to the constraint g(x, y, z) = 4x2 + 9y2 + 36z2 -
Figure 43-5 shows a portion of the curve g(x, y) = 0, together with its field of tangent vectors v. If
Assume f(x, y) and g(x, y) have continuous partial derivatives in an open disk containing (x0, y0). If
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