The method of Lagrange multipliers

In summary, the conversation discusses the use of the method of Lagrange multipliers to find the unique global solution for the problem of minimizing f(x1, x2) = x1^3 subject to (x1 + 1)^3 = (x2 − 2)^2. The conversation also mentions the need to deal with the issue of whether a constraint qualification holds. Another problem is mentioned, which involves minimizing f(x)= 2x1^2+ x2^2+2x1*x2 -4x1-5x2+x3 subject to 2x1+x2+x3=0 and using the method of Lagrange multipliers. However, there is confusion about the variables and equations involved in
  • #1
yeland404
23
0

Homework Statement


The problem of minimizing f(x1, x2) = x1^3
subject to
(x1 + 1)^3 = (x2 − 2)^2 is known to have a unique global solution. Use the method of Lagrange
multipliers to find it. You should deal with the issue of whether a constraint qualification holds.


Homework Equations



The problem of minimizing f(x) = 2x1^2+ x2^2+2x1*x2 -4x1-5x2+x3 subject to
2x1+x2+x3=0 is known to have a solution. Use the method of Lagrange
multipliers to find it. You should deal with the issue of whether a constraint qualification holds.

The Attempt at a Solution


I know for the queation be , the first step is to get the gradient of 2x1+x2+x3=0 then show is it nonzero everywhere, then use the Lagrange multiplier , but how about (x1 + 1)^3 = (x2 − 2)^2?
 
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  • #2
First off, it doesn't make sense to say you're calculating the gradient of an equation. You calculate the gradient of a function.

You want to write the constraint in the form ##g(x_1,x_2) = c## where c is a constant. You then calculate ##\nabla g##.
 
  • #3
What, exactly, is the question? You first say "minimize [itex]f(x_1,x_2)= x_1^3[/itex]" but under "relevant equations" you say "minimize [itex]f(x)= 2x_1^2+ x_2^2+2x_1*x_2 -4x_1-5x_2+x_3[/itex]". Are these two separate problems? Also how are [itex]x_1[/itex], [itex]x_2[/itex], and [itex]x^3[/itex] connected with x? Did you mean [itex]f(x_1, x_2, x_3)[/itex]?
 

FAQ: The method of Lagrange multipliers

What is the method of Lagrange multipliers?

The method of Lagrange multipliers is a mathematical technique used to find the maximum or minimum values of a function subject to constraints. It involves using the Lagrange multiplier, a scalar value, to incorporate the constraints into the optimization problem.

When is the method of Lagrange multipliers used?

The method of Lagrange multipliers is commonly used in optimization problems where there are constraints that need to be taken into account. It is also used in physics and engineering to find the equilibrium points of a system.

How does the method of Lagrange multipliers work?

The method of Lagrange multipliers works by creating a new function called the Lagrangian, which combines the objective function with the constraints using the Lagrange multiplier. The partial derivatives of the Lagrangian are then set equal to zero to find the maximum or minimum values.

What are the advantages of using the method of Lagrange multipliers?

The method of Lagrange multipliers has several advantages, including its ability to handle multiple constraints, both equality and inequality, and its ability to find both maximum and minimum values. It also allows for the use of calculus to solve optimization problems.

What are the limitations of the method of Lagrange multipliers?

One limitation of the method of Lagrange multipliers is that it can only be used for differentiable functions. It also requires that the constraints be independent, and in some cases, it may not be able to find a solution. Additionally, it can be computationally intensive for problems with a large number of variables and constraints.

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