Lagrange multiplier problem

In summary, the speaker has a problem where they want to minimize a function F(a, b) while ensuring that a related function G(a, b) is at its maximum. They are unsure of how to set up this problem and are seeking advice on how to translate the second partial derivative test into a constraint for a Lagrange multiplier problem. They also have a related question about the geometrical interpretation of using critical points as constraints in a Lagrange multiplier problem.
  • #1
bitrex
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I have a problem where I'd like to minimize a certain function subject to the constraint that a related function is at a maximum, that is I have a function F(a,b) I would like to know what its minimum is when G(a,b) is at a maximum. I'm not sure how to set this problem up, I know that for the function G to have a maximum I have to apply the second partial derivative test but I am not sure how to translate this test into a form useful as a constraint for a Lagrange multiplier problem. Thanks for any advice!
 
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  • #2
What, precisely, is G(a,b)? You say you want to minimize F(a, b) when G(a,b) is a maximum but if G(a,b) is maximum at a specific point (a, b), the requires F(a,b) to be a specific number and cannot be "minimized". This problem only makes sense when G(a,b) reaches a maximum at every point of some curve or other set.
 
  • #3
Thank you for your reply, and sorry for the delay in mine. What I really wanted to do in my problem was find the maximum value of the difference between two functions, and to do that Lagrange multipliers weren't really necessary. I guess I just had a hammer looking for a nail. :rolleyes:

My mistake does lead me to a related question about Lagrange multipliers though - if one takes a function A of say two variables and sets their partial derivatives equal to zero, and finds that these critical points are minima, maxima, or a saddle point of the function, and then uses those partial derivatives equal to zero as the constraint functions B and C for another function D in a Lagrange multiplier problem - what geometrical interpretation does the minimized function with those constraints have to the original function A, if any?
 

Related to Lagrange multiplier problem

What is the Lagrange multiplier problem?

The Lagrange multiplier problem is a mathematical optimization problem that involves finding the maximum or minimum value of a function subject to a set of constraints. It was first introduced by Joseph-Louis Lagrange in the late 18th century.

What is the purpose of using Lagrange multipliers?

The purpose of using Lagrange multipliers is to find the optimal solution to a constrained optimization problem. It allows us to incorporate constraints into the objective function and find the maximum or minimum value without having to solve a system of equations.

How do you solve a Lagrange multiplier problem?

To solve a Lagrange multiplier problem, we first set up the objective function and the constraints. Then, we use the method of Lagrange multipliers to find the critical points of the function. Finally, we evaluate the critical points to determine which one gives the maximum or minimum value.

What are the assumptions made in the Lagrange multiplier method?

The main assumptions made in the Lagrange multiplier method are that the objective function and the constraints are continuous and differentiable, and that the constraints are independent of each other.

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

Yes, the Lagrange multiplier method can be used for non-linear problems. However, it may require more computational effort and may not always result in an exact solution, but rather an approximation.

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