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Linear Programming Lecture Notes - Penn State Personal Web Server

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Then the slope of the tangent line is given by:<br />

dy<br />

dx<br />

= −∂z/∂x<br />

∂z/∂y<br />

By zx(x0, y0) we mean ∂z/∂x evaluated at (x0, y0) and by zy(x0, y0) we mean ∂z/∂y evaluated<br />

at (x0, y0). Then the slope of the tangent line to the curve z(x, y) = k at (x0, y0) is:<br />

m = −zx(x0, y0)<br />

zy(x0, y0)<br />

An equation for the tangent line at this point is:<br />

(1.22) y − y0 = m(x − x0)<br />

We can compute a vector that is parallel to this line by taking two points on the line, (x0, y0)<br />

and (x1, y1) and computing the vector (x1 − x0, y1 − y0). We know that:<br />

y1 − y0 = m(x1 − x0)<br />

because any pair (x1, y1) on the tangent line must satisfy Equation 1.22. Thus we have the<br />

vector v = (x1 − x0, m(x1 − x0)) parallel to the tangent line. Now we compute the dot<br />

product of this vector with the gradient of the function:<br />

We obtain:<br />

∇z(x0, y0) = (zx(x0, y0), zy(x0, y0))<br />

∇z(x0, y0) · v = zx(x0, y0) (x1 − x0) + zy(x0, y0) (m(x1 − x0)) =<br />

<br />

−zx(x0, y0)<br />

zx(x0, y0) (x1 − x0) + zy(x0, y0)<br />

zy(x0, y0) (x1<br />

<br />

− x0) =<br />

zx(x0, y0) (x1 − x0) + (−zx(x0, y0)(x1 − x0)) = 0<br />

Thus, ∇z(x0, y0) is perpendicular to v as we expected from Theorem 1.17<br />

Example 1.20. Let’s demonstrate the previous remark and Theorem 1.17. Consider the<br />

function z(x, y) = x 4 + y 2 + 2xy with a point (x0, y0). Any level curve of the function is<br />

given by: x 4 + y 2 + 2xy = k. Taking the implicit derivative we obtain:<br />

d<br />

dx<br />

<br />

x 4 + y 2 + 2xy = k<br />

d<br />

dx<br />

<br />

=⇒ 4x 3 + 2y dy<br />

<br />

d<br />

+ 2y + 2x<br />

dx dx<br />

Note that to properly differentiate 2xy implicitly, we needed to use the product rule from<br />

calculus. Now, we can solve for the slope of the tangent line to the curve at point (x0, y0)<br />

as:<br />

<br />

dy<br />

m = =<br />

dx<br />

−4x30 − 2y0<br />

2y0 + 2x0<br />

Our tangent line is then described the equation:<br />

y − y0 = m(x − x0)<br />

Using the same reasoning we did in the remark, a vector parallel to this line is given by<br />

(x1 − x0, y1 − y0) where (x1, y1) is another point on the tangent line. Then we know that:<br />

y1 − y0 = m(x1 − x0)<br />

9

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