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04-BS-1 · May 2018

Question 8 of 8: Lagrange Multipliers — Minimum on an Ellipsoid

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National Exams — May 2018 — 04-BS-1 Mathematics. Three-hour, closed-book exam (one double-sided aid sheet permitted, approved calculator allowed). Format: eight questions offered; any five constitute a complete paper and only the first five appearing in the answer book are marked. All eight are solved below for completeness.

Reference texts: Kreyszig, Advanced Engineering Mathematics (10th ed., Wiley) — ODEs, systems of ODEs, tangent planes, line/surface integrals, Stokes'/divergence theorems, Lagrange multipliers; Stewart, Calculus: Early Transcendentals (9th ed., Cengage) — vectors, gradients, constrained optimization.

Question 8: Lagrange Multipliers — Minimum on an Ellipsoid (20 marks)

Question text not reproduced: the examination questions are © Engineers and Geoscientists BC. Open the official past paper (linked at the top of this page) to read the question, then follow the worked solution below.

Given. Linear objective $F(x,y,z)=x-y+2z$; ellipsoidal constraint $g(x,y,z)=x^2+3y^2+2z^2=5$.

Find. The minimum value of $F$ on the constraint surface.

Approach. Since the ellipsoid is compact, $F$ attains both a maximum and minimum on it. Apply Lagrange multipliers: $\nabla F=\lambda\nabla g$, solve for the two critical points in terms of $\lambda$, substitute into the constraint to fix $\lambda$, then evaluate $F$ at both to identify the minimum.

  1. Lagrange conditions. $\nabla F=(1,-1,2)$, $\nabla g=(2x,6y,4z)$, so $$1=2\lambda x,\quad-1=6\lambda y,\quad2=4\lambda z\ \Longrightarrow\ x=\frac1{2\lambda},\ \ y=-\frac1{6\lambda},\ \ z=\frac1{2\lambda}.$$
  2. Substitute into the constraint. $$x^2+3y^2+2z^2=\frac1{4\lambda^2}+\frac1{12\lambda^2}+\frac1{2\lambda^2}=\frac{3+1+6}{12\lambda^2}=\frac{10}{12\lambda^2}=\frac5{6\lambda^2}=5\ \Longrightarrow\ \lambda^2=\frac16,\ \ \lambda=\pm\frac1{\sqrt6}.$$
  3. Evaluate $F$ at each critical point. $$F=x-y+2z=\frac1{2\lambda}+\frac1{6\lambda}+\frac1\lambda=\frac{3+1+6}{6\lambda}=\frac{10}{6\lambda}=\frac5{3\lambda}.$$ For $\lambda=\tfrac1{\sqrt6}$: $F=\dfrac{5\sqrt6}3$. For $\lambda=-\tfrac1{\sqrt6}$: $F=-\dfrac{5\sqrt6}3$.
  4. Identify the minimum. The two critical values are $\pm\dfrac{5\sqrt6}3$; the minimum is the negative one, attained at $\lambda=-1/\sqrt6$, i.e. $(x,y,z)=\left(-\tfrac{\sqrt6}2,\ \tfrac{\sqrt6}6,\ -\tfrac{\sqrt6}2\right)$.
    Cross-check (Cauchy–Schwarz): writing $u=x,\ v=\sqrt3y,\ w=\sqrt2z$ turns the constraint into $u^2+v^2+w^2=5$ and $F=u-\tfrac1{\sqrt3}v+\sqrt2w$, whose extrema on the sphere are $\pm\sqrt5\cdot\sqrt{1+\tfrac13+2}=\pm\sqrt5\cdot\sqrt{10/3}=\pm\tfrac{5\sqrt6}3$ — matches exactly.

$$F_{\min}=\boxed{-\frac{5\sqrt6}3}\approx-4.08$$

QuantityResult
$\lambda$$\pm1/\sqrt6$
Critical values of $F$$\pm5\sqrt6/3$
Minimizing point$(-\sqrt6/2,\ \sqrt6/6,\ -\sqrt6/2)$
$F_{\min}$$-5\sqrt6/3\approx-4.08$
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