Constraint Minimization using Lagrangian Method
Minimization of following function with respect to constraint equation
function- `f(x,y)=5-(x-2)^2-2*(y-1)^2`
constraint- `lambda(x,y)=``x+4y-3`
solution:-
According to lagrangian method we consider two equations as one new equation
i.e, `g(x,y)=f(x,y) +lambda(x,y)`
for minimization partial derivatives = 0
i.e,`(partialg)/(partialx)=0`
`(partialg)/(partialy)=0`
`(partialg)/(partiallambda)=0`
now
`(partialg)/(partialx)=partial/(partialx)*(f(x,y)+lambda(x,y))`
`=partial/(partialx)*(5-(x-2)^2-2*(y-1)^2+x+4y-3)`
`=-2(x-2)+lambda`
`=-2x+4+lambda` ------->1
`(partialg)/(partialy)=partial/(partialy)*(f(x,y)+lambda(x,y))`
`=partial/(partialy)*(5-(x-2)^2-2*(y-1)^2+x+4y-3)`
`=-4(y-1)+4lambda`
`=-4y+4+4lambda` --------->2
`(partialg)/(partiallambda)=partial/(partialx)*(f(x,y)+lambda(x,y))`
`=partial/(partiallambda)*(5-(x-2)^2-2*(y-1)^2+x+4y-3)`
`=x+4y-3` -------->3
solving equations 1 and 2
eq(2)-4*eq(1)
`-4y+4+4lambda-4*(-2x+4+lambda)=0`
`-4y+4+4lambda+8x-16-4lambda=0`
`8x-4y-12=0` ----------->4
solving eq(3) and eq(4)
eq(3)+eq(4)
`x+4y-3+8x-4y-12=0`
`9x-15=0`
`x=15/9=5/3` ----------->5
substituting x value in eq(3)
we get
`5/3+4y-3=0`
`y=1/3`
substituting x value in eq(1)
`-2*5/3+4+lambda=0`
`lambda=-2/3`
finally
`therefore x=5/3,y=1/3,lambda=-2/3`
Now
`f(x,y)=5-(x-2)^2-2*(y-1)^2`
substituting the values of x,y
`f(x,y)=5-(5/3-2)^2-2*(1/3-1)^2`
`f(x,y)=4`
`therefore` The minimum value of function f(x,y) is 4.