Constraint Minimization Problem - Pen & Paper Calculation
Problem statement:
- Minimize the function given below
`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)`
`L_x=-2(x-2)-λ=0→Eq^n I`
`L_y=-4(y-1)-4λ=0→Eq^n II`
`L_λ=x+4y-3=0→Eq^n III`
which gives
`x=-λ/2+2` from `Eq^n I` and `y=-λ+1` from `Eq^n II`
Substituting x and y equations in `Eq^n III` :
`-λ/2+2+4(1-λ)=3`
thus,
`λ=2/3` and `x=5/3` `y=1/3`
ensures a minimum subject to `g = 0`
Function is minimized