QQM1023 Managerial Mathematics

δf
f x ( x, y ) =
δx

8.1 First and Second Order Partial Derivatives

8.1.1 First Order Partial Derivatives

Let z = f ( x, y ) is a function of two variables.

We write:
∂z ∂f
fx (x, y), , or for the first order partial derivative of z = f(x, y) with
∂x ∂x
respect to x
∂z ∂f
fy (x, y), , or for the first order partial derivative of z = f(x, y) with
∂y ∂y
respect to y

Example 1:

Given f(x, y) = 2x + 3y. Find fx and fy.

Solution :
To find fx (x, y) treat y as a constant and x as a variable.

This operation is called as a partial derivative of f with respect to x.

To find fy(x, y), treat y as a variable and x as a constant.

This operation is called partial derivative of f with respect to y.

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Example 2:

Let f(x, y) = 8x2 + 2y. Find

(i) fx and fy.

(ii) f(1, 1), fx(2, 1) and fy(1, 3).

Example 3:
Let f(x, y) = 3x + bxy. Find the value of b if f(1, 3) = 9. Then, find fx and fy.

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EXERCISE :

Find fx and fy . Then find fx(2, –1) and fy(– 4, 3) for the following functions.

a) f(x, y) = – 2xy + 6y3 + 2

b) f(x, y) = 3x3y2

c) f(x, y) = ex + y

d) f(x, y) = – 5e3x – 4y

x 2 + y3
e) f ( x, y ) =
x3 − y 2

f) f(x, y) = ln (1 + 3x2y3)

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8.1.2 Second-Order Partial Derivatives

For a function z = f(x, y), if the indicated partial derivative exist, then there
are four second-order partial derivatives as given below.

∂  ∂z  ∂ 2 z ∂  ∂z  ∂ 2 z
 = = f xx ( x, y) = = f yy ( x, y)
∂x  ∂x  ∂x 2 ∂y  ∂y  ∂y 2

∂  ∂z  ∂ 2 z ∂  ∂z  ∂ 2 z
 = = f xy ( x, y ) = = f yx ( x, y)
∂y  ∂x  ∂y∂x ∂x  ∂y  ∂x∂y

Example 4:
Let f(x, y) = x2 + xy + y2. Find fx , fxx , fy , fyy , fxy and fyx

Solution :
fx =

fxx meaning differentiate fx with respect to x

Æ fxx =

fxy meaning differentiate fx with respect to y.

Æ fxy =

Æ fy =

fyy meaning differentiate fy with respect to y.

Æ fyy =

fyx meaning differentiate fy with respect to x. Obviously that fxy = fyx

Æ fyx =

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Example 5:
∂2z ∂2z ∂2z ∂2z
Let z = f(x, y) = x3 + 5y4. Find , , and .
2
∂x ∂y 2 ∂y∂x ∂x∂y

Solution:

∂z ∂2z ∂2z
= = =
∂x ∂x 2 ∂y∂x

∂z ∂2z ∂2z
= = =
∂y ∂y 2 ∂x∂y

EXERCISE
1. Find fx, fy, fxx, fyy dan fxy for the given functions.
a) f(x, y) = 31xy2 + 2x5 – 7y3

b) f(x, y) = 13x3y4 – 6x + 11y2

c) f(x, y) = x8y2 + 9y2 – 6xy

d) f(x, y) = 7xy – 4x3 + 2xy2

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8.2 Applications : Critical Points (maximum, minimum, saddle point)

Finding Critical Points

Given f(x, y), we will find the critical point (a, b) when

fx = 0 and fy = 0.

Example 6:
Given f(x, y) = x2 – 4x + 2y2 + 4y + 7
Solution :
Step 1 Find fx and fy

fx =
fy =
Step 2 Let fx and fy with 0 that is

fx = 0 = ---------------(1)
and
fy = 0 ---------------(2)
Thus, we get two equations.

Step 3 Determine the critical point by solving equations

simultaneously.

Therefore, the critical point is ??.

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Example 7:
2 2
Given f(x, y) = 2x + y – 2xy + 5x – 3y + 1. Determine the critical point.
Solution :

S1 Find fx and fy

S2 Set fx = 0 and fy = 0

S3 Solve the equations (1) and (2)

Therefore, the critical point is ??

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Second-Derivative : Test to determine whether the critical point is

maximum, minimum, or saddle point.

Suppose z = f(x, y) has continuous partial derivatives fxx, fyy, and fxy at all
points (x, y) near the critical point (a, b). Let D be the function defined by

D(a,b) = fxx(a, b) fyy(a, b) – [fxy(a, b)]2

Then

1. If D(a,b) > 0, fxx(a, b) < 0, f has relative maximum at (a, b).

2. If D(a,b) > 0, fxx(a, b) > 0, f has relative minimum at point (a, b).

3. If D(a,b) < 0, there is neither relative maximum nor relative minimum

at (a, b) and we called it as a saddle point.
4. If D(a,b) = 0, no conclusion about an extremum at (a, b) can be
drawn, and further analysis is required.

saddle point

Steps to determine whether the critical point is maximum, minimum, or

saddle point.
1. Find all the critical points.
2. Find second order partial derivatives, fxx, fyy and fxy at the all critical
points.
3. Apply the second-derivative test.

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Example 8:
From Example 1, testify whether the critical point is maximum, minimum or
saddle point.

Solution :
From Example 1

f(x, y) = x2 – 4x + 2y2 + 4y + 7.

We already solved Step 1 in Example 1.

Step 1 Find the critical point

fx = 2x – 4 ; fy = 4y + 4

and the critical point is (2, – 1).

Step 2 Find fxx , fyy and fxy at (2, –1)

fxx = fyy = and fxy =

Thus fxx(2,–1) = , fyy(2,–1) = and fxy(2, –1) =

Step 3 Apply second-derivative test

D(2, –1) = [fxx(2, –1)][fyy(2,–1)] – [fxy(2,–1)]2

=
=
Therefore (2, –1) is max/min/saddle point??.

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EXERCISE:
Find the critical points of the functions. For each critical point, determine,
by the second-derivative test, whether it corresponds to a maximum,
minimum, or saddle point.

(a) f(x, y) = x2 + 3y2 + 4x– 9y + 3

(b) f(x, y) = y – y2 – 3x – 6x2

(c) f(x, y) = x3 – 3xy + y2 + y – 5

(d) f(l, k) = 2lk – l2 + 264k – 10l – 2k2

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8.3 Applications : Lagrange Multiplier

Suppose we have an objective function f(x, y) subject to the constraint

g(x, y)=0. We construct a new function F of three variables x, y, λ called
the Lagrange function defined by the following:

F (x, y, λ) = f(x, y) + λg(x, y).

= objective + λ(constraint)

It can be shown that if (a, b) is a critical point of f, subject to the constraint

g(x, y)=0, there exists a value of λ, say λ0, such that (a, b, λ0) is a critical
point of F.

The number λ0 is called a Lagrange multiplier.

Thus, to find critical points of f, subject to the constrain g(x, y), we instead
find critical points of F. These are obtained by solving the equations

Fx(x, y, λ) = 0
Fy(x, y λ) = 0
Fλ (x, y, λ) = 0

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Example 9:
Find the critical point of
f(x, y) = 5x2 + 6y2 – xy
subject to the constraint x + 2y = 24.

Solution :

Step 1 Rewrite the constraint in the form g(x, y) = 0.

The constraint becomes
x + 2y – 24 = 0, with g(x, y) = x + 2y – 24.

Step 2 Form the Lagrange function F(x, y, λ).

Here
F(x, y, λ) = f(x, y) + λ g(x, y)
= 5x2 + 6y2 – xy + λ (x + 2y – 24)
= 5x2 + 6y2 – xy + λ x + 2λy – 24λ

Step 3 Find Fx, Fy, and Fλ.

Fx = 10x – y + λ
Fy = 12y – x + 2λ
Fλ = x + 2y – 24

Step 4 Form the system of equations Fx = 0, Fy = 0 and Fλ = 0.

10x – y + λ = 0 ------------(1)
12y – x + 2λ = 0 ------------(2)
x + 2y – 24 = 0 ------------(3)

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Step 5 Solve the system of equations from step 4 for x, y and λ.

One way to solve this system is to begin by solving each of the first two
equations for λ, then set the two results equal and simplify, as follows.

10x – y + λ = 0 becomes λ = – 10x + y

12y – x + 2λ = 0 becomes λ=
x −12 y
2

– 10x + y =
x −12 y
2
Equalize the λ.

–20x + 2y = x – 12y
–21x = –14y

x=
2y
3

Now, substitute
2y for x in equation (3).
3
x + 2y – 24 = 0
2y + 2y – 24 = 0
3
2y + 6y – 72 = 0
Let x = 2 y .
3
8y = 72
y=9

Since x =
2y and y = 9, x = 6. It is not necessary to find the value of λ.
3

Therefore, the critical point of f(x, y) = 5x2 + 6y2 – xy subject to the

constraint x + 2y = 24 is (6, 9).

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EXERCISE:

1. Find the critical points of f(x, y) = x2 + 4y2 + 6 subject to 2x – 8y = 20.

2. Find the critical points of f(x, y) = 3x2 + 4y2 – xy – 2 subject to 2x + y =

21.

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3. Maximizing Output : A factory produce two types of bolt namely

type KK and type LL. The total number of bolts to be produced is
determined by the function f(l, k) = 12l + 20k – l2 – 2k2, where k is
the number of KK bolt to be produced and LL is the number of LL
bolt to be produced. The cost to produce one unit of KK bolt is RM4
and for LL bolt is RM8 per unit, respectively. If the firm wants the total
cost to produce these two types of bolts to be RM88, find the
greatest output possible, subject to this budget constraint.

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