CoV3
From Exampleproblems
Find the maximum of
subject to the constraint
.
Using Lagrange multipliers, make a new function:

Take the partials of
with respect to
,
, and
and set them equal to zero.
1) 
2) 
3) 
This is a trick. Notice that if you multiply the last three equations by
,
, and
respectively and then add them, you can factor out a
term that is equal to
. So multiplying,



Now add these equations to get
. So,

Plug this value of lambda back into 1), 2), and 3) to get:

