Constrained Minimization Problem - Pen and Paper Calculation
AIM of the project:
To minimize the following function using Lagrange multipliers.
f(x,y)=5-(x-2)^2-2(y-1)^2
Constraint:x+4y=3
The new function with Lagrange multiplier is as follows:
g(x,y)=f(x,y)+ λ(x+4y-3)
=>g(x,y)= 5-(x-2)^2-2(y-1)^2+ λ(x+4y-3)
Now, we must calculate the differential of the above function with respect to x, y and and equate
them to zero, since at minima the differential of a function is zero.
dg/dx= -2(x-2)+ λ=0 => λ-2x+4=0…………………………………………………1
dg/dy= -4(y-1)+4λ= 0 = > λ-y+1=0………………………………………………….2
dg/dλ=x+4y-3= 0 =>x+4y=3……………………………………………………….3
Solving the first two equations,
We get, 2x-y=3…………………………………………………4
Solving the equations 3 and 4,
We get x = 5/3 and y =1/3.
The value of the function at (5/3,1/3) is 4.
The constraint also gets satisfied with these values.
5/3+4*1/3=9/3=3