3. www.seinan-gu.ac.jp/˜shito 2020 7 29 1:41
max u = x1x2 + 2x1
s.t. F(x1, x2) = 0
(2)
max u = x1x2 + 2x1
s.t. 4x1 + 2x2 = 60
=⇒ max L = x1x2 + 2x1 + λ(60 − 4x1 − 2x2)
λ: L :
L x1 x2 λ
f.o.c.
max L = x1x2 + 2x1 + λ(4x1 + 2x2 − 60)
∂L
∂λ
= 4x1 + 2x2 − 60 = 0
∂L
∂x1
= x2 + 2 + 4λ = 0
∂L
∂x2
= x1 + 2λ = 0
¯x1 = 8
¯x2 = 14
¯λ = −4
¯λ ¯x1 ¯x2
II 3
4. www.seinan-gu.ac.jp/˜shito 2020 7 29 1:41
max z = f(x, y)
s.t. g(x, y) = c
=⇒ L = f(x, y) + λ[c − g(x, y)]
f.o.c. ∂L
∂λ
= c − g(x, y) = 0
∂L
∂x
= fx − λgx = 0
∂L
∂y
= fy − λgy = 0
g(x, y) = c
λ =
fx
gx
λ =
fy
gy
• 1 L
• x y
max z = x2
1 + x2
2
s.t. x1 + 4x2 = 2
(3) 1
(a)
max z = f(x, y) =⇒ dz = 0
dz = fxdx + fydy = 0
⇓
fx = fy = 0
· · · · · · 1
II 4
5. www.seinan-gu.ac.jp/˜shito 2020 7 29 1:41
(b)
dz = 0 dz = fxdx + fydy = 0
dx dy
⇓
x y g(x, y) = c
⇓
dx dy
gxdx + gydy = 0 · · · · · · 2
1 2
fxdx = −fydy
gxdx = −gydy
fx
gx
=
fy
gy
λ =
fx
gx
λ =
fy
gy
1 2 x y
::::::::::::::::::::::
g(x, y) x y
2 dg(x, y) = dc c c
1 1
g(x, y) = c
• 2
:
dy
dx
= −
fx
fy
=⇒ x y
=
dy
dx
= −
gx
gy
=⇒ c x y
• g(x, y) = c
II 5