Constraint Minimization - Pen and Paper calculation
Problem statement:
Minimize the following function
5-(x-2)^2 -2(y-1)^2
subject to the following constraint
x + 4y = 3
`f(x,y)=5-(x-2)^2-2(y-1)^2`
Which can be written by
`f(x,y)=-x^2-2y^2+4x+4y-1`
Now,
`f(x,y)=-x^2-2y^2+4x+4y-1`
λ is the Lagrange operator.
Now,
`∂g/∂x= -2x+4+λ=0` - eq1
`∂g/∂y=-4y+4λ+4=0` -eq2
`∂g/∂λ=x+4y-3=0` -eq3
Solving above eq1 and 2
We get,
`x=λ/2+2` -eq4
`y= λ+1` -eq5
substituting values of x,y in equation 3,
`y= λ+1`
we get
`λ= -2/3`
substituting value of λ in eq.4 & eq.5
`x=5/3 and y=1/3`
RESULT: so, at `x=5/3 and y=1/3` the `f(x,y)` is minimized and also satisfies the constrain equation `x+4y=3`.