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Lagrange multipliers locate the extrema of a linear functional on a sphere
Example
Let , let , and let . On the sphere , the linear functional has maximum and minimum . If , they occur uniquely at and respectively; if , every point is both a maximum and a minimum.
Facts & Assumptions
Given: A natural , the radius , vector , objective , and constraint .
The sphere constraint is regular, and the one-constraint multiplier rule gives at every constrained local extremum (A Euclidean sphere is a regular level set with tangent hyperplanes, For one regular constraint, the objective gradient is a scalar multiple of the constraint gradient).
Cauchy-Schwarz gives , with equality precisely for linearly dependent vectors (Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation, The Euclidean inner product on ).
Verification
If , [L1] gives . The constraint forces , and direct substitution gives the values .
By [L2], every constrained point satisfies , with equality only at the two points from step 1.1.
Hence those points are the unique global extrema when . When , is identically zero, so every constrained point is both an extremum.
Depends on
- For one regular constraint, the objective gradient is a scalar multiple of the constraint gradient
- A Euclidean sphere is a regular level set with tangent hyperplanes
- Cauchy-Schwarz $\lvert\langle x,y\rangle\rvert \le \lVert x\rVert_2\lVert y\rVert_2$ with its equality case, the triangle inequality for $\lVert\cdot\rVert_2$, the parallelogram law and polarisation
- The Euclidean inner product $\langle x,y\rangle = \sum_{k<n} x_k y_k$ on $\mathbb{R}^n$
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
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Sources
- University of Toronto MAT237 notes, Section 2.8 (standard reference, not scraped)