Lagrange Multipliers(just need confirmation)

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In summary: So, in summary, the goal is to find the maximum and minimum values of the function f(x1,x2,...,xn) = x1 + x2 + ... + xn subject to the constraint (x1)^2 + (x2)^2 + ... + (xn)^2 = 1. This can be achieved by using Lagrange multipliers, which will result in solutions where all xi values are either 1/√n or -1/√n. Substituting these values back into the function, we can see that the maximum and minimum values of f are not equal to 1, but rather 2/√2 and -2/√2 respectively. Additionally, for n=2
  • #1
arl146
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Homework Statement


Use Lagrange multipliers to find the max and min values of the function subject to the given constraints:

f(x1,x2,...,xn) = x1 + x2 + ... + xn
constraint: (x1)^2 + (x2)^2 + ... (xn)^2 = 1


The Attempt at a Solution



fo x1 to xn values, x must equal 1/sqrt(n) in order to equal 1. [ g(x)=k --> the constraint ]

so (1/sqrt(n))^2 + (1/sqrt(n))^2 + (1/sqrt(n))^2 + ETC = 1

right? so how else could i answer that? how would a give a value for the min/max?
 
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  • #2
arl146 said:
fo x1 to xn values, x must equal 1/sqrt(n) in order to equal 1. [ g(x)=k --> the constraint ]

The sum of xi2 has to be equal to 1. So you have to solutions xi=1/√n or xi=-1/√n.

ehild
 
  • #3
but what about the max/min ... or did i technically answer that?
 
  • #4
arl146 said:
but what about the max/min ... or did i technically answer that?
What is the value of the function f if all xi-s are 1/√n ? and when all xi=-1/√n ?

ehild
 
  • #5
always 1 ... so there is no max or min ? its just flat?
 
  • #6
arl146 said:
always 1 ... so there is no max or min ? its just flat?
f = ∑ xi. Why is it 1??

ehild
 
  • #7
...i don't know ...
 
  • #8
Say n=2. f(x1,x2)=x1+x2. The constraint is x12+x22=1.
You found that the extrema are when x1=x2=1/√2 or x1=x2=-1/√2. Substitute back to f:

f=x1+x2=1/√2+1/√2=2/√2 or

f=x1+x2=-1/√2+(-1/√2)=-2/√2

Are the values of f equal to 1?

ehild
 
  • #9
arl146 said:
always 1 ... so there is no max or min ? its just flat?

Is the function x1 + x2 + ...+ xn constant for all (x1, x2, ...,xn) on the sphere? Look at the cases of n = 2 and n = 3.

RGV
 

Related to Lagrange Multipliers(just need confirmation)

1. What are Lagrange Multipliers?

Lagrange Multipliers are a mathematical technique used in optimization problems to find the maximum or minimum value of a function subject to constraints. They were developed by mathematician Joseph-Louis Lagrange in the late 18th century.

2. How do Lagrange Multipliers work?

Lagrange Multipliers work by introducing a new variable, known as the Lagrange multiplier, to the original function and its constraints. This creates a system of equations that can be solved to find the optimal values for both the function and the constraints.

3. What types of problems can Lagrange Multipliers solve?

Lagrange Multipliers can solve optimization problems with one or more constraints, which can be either equalities or inequalities. They are commonly used in economics, physics, and engineering to find the maximum or minimum values of functions subject to various constraints.

4. What are the advantages of using Lagrange Multipliers?

One of the main advantages of using Lagrange Multipliers is that they provide a general method for solving optimization problems with constraints, regardless of the complexity of the function or the constraints. They also allow for the use of calculus techniques to find the optimal solution.

5. Are there any limitations to using Lagrange Multipliers?

While Lagrange Multipliers are a powerful tool for solving optimization problems, they do have some limitations. They may not always provide the global optimal solution, and they can become computationally intensive for complex functions and constraints. Additionally, they may not work well with non-differentiable or discontinuous functions.

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