How Do You Apply Lagrange Multipliers to Optimize a Function with Constraints?

In summary, the problem involves finding the minimum of the function f(x,y) = -2x^2-2xy+y^2+2, subject to the constraint 4x-y = 6. To solve this, we use Lagrange multipliers and set up the Lagrangean with the equality constraint. Then, we apply the first order conditions and do not need to check the second order conditions.
  • #1
peace89
8
0
Let f(x,y)= -2x^2-2xy+y^2+2 Use Lagrange multipliers to find the minimum of f subject to the constraint 4x-y = 6

∂F / ∂x =.....
i got -4x-2y+2y but i coming out as wrong what am i missing
∂F/ ∂Y= ...

The function f achieves its minimum, subject to the given constraint, where
x =
y =
λ=
f =
thank you
 
Last edited:
Physics news on Phys.org
  • #2
Quoting from the forum rules:

NOTE: You MUST show that you have attempted to answer your question in order to receive help. You MUST make use of the homework template, which automatically appears when a new topic is created in the homework help forums. Once your question or problem has been responded to, do not go back and delete (or edit) your original post.
 
  • #3
thanks just sign up here so don't know how things work here. learning
 
  • #4
peace89 said:
Let f(x,y)= -2x^2-2xy+y^2+2 Use Lagrange multipliers to find the minimum of f subject to the constraint 4x-y = 6

∂F / ∂x =.....

∂F/ ∂Y= ...

The function f achieves its minimum, subject to the given constraint, where
x =
y =
λ=
f =
thank you

Set up your Lagrangean with the equality constraints.

This is a nonlinear program with equality constraints and thus it should be straightforward.

Apply your first order conditions.

Notice you don't need to check the second order conditions (Why?)
 

Related to How Do You Apply Lagrange Multipliers to Optimize a Function with Constraints?

1. What is the Lagrange multiplier method?

The Lagrange multiplier method is a mathematical optimization technique used to find the maximum or minimum value of a function subject to constraints. It involves using a Lagrange multiplier, a constant that helps incorporate the constraints into the function and find the optimal solution.

2. When is the Lagrange multiplier method used?

The Lagrange multiplier method is typically used in optimization problems where the objective function and constraints are differentiable. It is commonly used in economics, engineering, and physics to find the optimal solution to a problem.

3. How do I solve a problem using the Lagrange multiplier method?

To solve a problem using the Lagrange multiplier method, you will need to follow these steps:

  1. Formulate the objective function and constraints.
  2. Set up the Lagrangian function by multiplying the constraints by the Lagrange multiplier.
  3. Take the partial derivatives of the Lagrangian function with respect to all variables.
  4. Set the derivatives equal to zero and solve the resulting system of equations.
  5. Substitute the values back into the objective function to find the optimal solution.

4. Can the Lagrange multiplier method be used for non-linear problems?

Yes, the Lagrange multiplier method can be used for both linear and non-linear problems. However, it is more commonly used for linear problems because it can be more complex and time-consuming to solve non-linear problems using this method.

5. Are there any limitations to using the Lagrange multiplier method?

One limitation of the Lagrange multiplier method is that it can only be used for problems with equality constraints. It cannot be used for problems with inequality constraints. Additionally, the method may not always provide the global optimal solution, but rather a local optimal solution.

Similar threads

  • Calculus and Beyond Homework Help
Replies
8
Views
559
  • Calculus and Beyond Homework Help
Replies
2
Views
600
  • Calculus and Beyond Homework Help
Replies
16
Views
2K
  • Calculus and Beyond Homework Help
Replies
6
Views
916
  • Calculus and Beyond Homework Help
Replies
18
Views
1K
  • Calculus and Beyond Homework Help
Replies
10
Views
599
  • Calculus and Beyond Homework Help
Replies
4
Views
908
  • Calculus and Beyond Homework Help
Replies
9
Views
1K
  • Calculus and Beyond Homework Help
Replies
2
Views
510
Replies
1
Views
850
Back
Top