Constraint Minimization
Problem statement:
Minimize the function 5-(x-2)2-2(y-1)2 subject to x+4y−3=0
Solution:
L=f−λg, where f= 5-(x-2)2-2(y-1)2 and g=x+4y-3
Thus, I solve
L= 5-(x-2)2-2(y-1)2-λ(x+4y-3)
Lx=-2(x-2)-λ=0 →→ EqnI
Ly=−4(y-1)-4λ=0 →→EqnII
Lλ =x+4y-3=0 →→ EqnIII
which gives x=−λ/2 +2 from Eqn I & y=−λ+1 from Eqn II
Substituting x and y equations in EqnIII:
−λ/2+2+4(1−λ)=3
Thus, λ=2/3 and so x=5/3, y=1/3 ensures f has a minimum subject to g=0.