Lagrange Multipliers (Two
Variables)
(see below for directions - read them while the applet loads!)
Directions:
- Wait
for the applet to load and for the contour plot to appear in the gray area
above.
(If there is no gray area, check your browser settings to make sure that
Java is enabled, or try with another browser)
- Setup. Enter the function to minimize / maximize, f(x,y), into the box in the
upper-left corner. Enter the constraint, g(x,y), into the box immediately below. Click
on the "Plot curves" button in the lower-left corner to update
the display. Then, use the yellow slider control to set the value of b
in the constraint equation g(x,y)=b.
- The
applet shows a contour plot of f (in blue), together with the level
curve g(x,y)=b
corresponding to the constraint equation (in yellow). You can use the blue
slider control to move a highlighted level curve of f.
The minima and maxima of f subject to the
constraint correspond to the points where this level curve becomes tangent
to the yellow curve g(x,y)=b.
- Click
in the contour plot to move the pink dot and display the gradient vectors
of f and g at the given point. The components of grad(f)
and grad(g) are displayed in the lower-right corner. As expected,
the two gradient vectors are proportional to each other at a constrained
minimum/maximum.
- The
red "Show solutions" button displays a red curve consisting of
all points where grad(f) and grad(g) are proportional to
each other. The Lagrange multiplier method tells us that constrained
minima/maxima occur when this proportionality condition and the constraint
equation are both satisfied: this corresponds to the points where the red
and yellow curves intersect.
HINT: Many browsers will not allow the execution of Java applets from unknown
sources. To allow execution (Windows 7): Systemsteuerung – Java – Sicherheit
– Ausnahmeliste – Siteliste
bearbeiten – Add http://www.gm.fh-koeln.de. Restart
browser.