Lec 13 Lagrange multipliers MIT 18.02 Multivariable Calculus, Fall 2007
Last time we saw things about gradients and directional derivatives. Before that we studied how to look for minima and maxima of functions of several variables. And today we are going to look again at min/max problems but in a different setting, namely, one for variables that are not independent. And so what we will see is you may have heard of Lagrange multipliers. And this is the one point in the term when I can shine with my French accent and say Lagrange's name properly. OK. What are Lagrange multipliers about? Well, the goal is to minimize or maximize a function of several variables. Let's say, for example, f of x, y, z, but where these variables are no longer independent. They are not independent. That means that there is a relation between them. The relation is maybe some equation of the form g of x, y, z equals some constant. You take the relation between x, y, z, you call that g and that gives you the constraint. And your goal is to minimize f only of tho...