Constraint Minimization - Pen and Paper calculation
Minimize the following function
5-(x-2)^2 -2(y-1)^2
subject to the following constraint
x + 4y = 3
u(x,y)=5-(x-2)^2-2(y-1)^2
const=x+4y-3
f(x,y)=u(x,y)+ʎ(const)
f(x,y)=5-(x-2)^2-2(y-1)^2+ʎ(x+4y-3)
df/dx=-2(x-2)1)+ ʎ
df/dx=-2x+4+ʎ
df/dy=-2*2(y-1)1+4ʎ)
df/dʎ=x+4y-3
df/dʎ=0 df/dy=0 df/dx=0
-2x+4+ʎ=0 --- 1
-4y+4+4ʎ=0 --- 2
x+4y-3=0 - -- 3
Solving eqns 1 – 2
-2x+4y-3ʎ=0 -- 4
df/dy =-4y+4+4ʎ
Solving eqns 3 – 4
-3x-3-3ʎ=0
x=1-ʎ
Put x value in 1
-2(1-ʎ)+4+ʎ=0
3ʎ+2=0
ʎ=-2/3
Put ʎ value in 1
-2x+4-2/3=0
2x=10/3
x=5/3
Put x value in 3
5/3+4y-3=0
4y=4/3
y=1/3
x=5/3
y=1/3
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