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alekssr [168]
4 years ago
7

Find the minimum and maximum of f(x,y,z)=x^2+y^2+z^2 subject to two constraints, x+2y+z=4 and x-y=8.

Mathematics
1 answer:
Alika [10]4 years ago
7 0
The Lagrangian for this function and the given constraints is

L(x,y,z,\lambda_1,\lambda_2)=x^2+y^2+z^2+\lambda_1(x+2y+z-4)+\lambda_2(x-y-8)

which has partial derivatives (set equal to 0) satisfying

\begin{cases}L_x=2x+\lambda_1+\lambda_2=0\\L_y=2y+2\lambda_1-\lambda_2=0\\L_z=2z+\lambda_1=0\\L_{\lambda_1}=x+2y+z-4=0\\L_{\lambda_2}=x-y-8=0\end{cases}

This is a fairly standard linear system. Solving yields Lagrange multipliers of \lambda_1=-\dfrac{32}{11} and \lambda_2=-\dfrac{104}{11}, and at the same time we find only one critical point at (x,y,z)=\left(\dfrac{68}{11},-\dfrac{20}{11},\dfrac{16}{11}\right).

Check the Hessian for f(x,y,z), given by

\mathbf H(x,y,z)=\begin{bmatrix}f_{xx}&f_{xy}&f_{xz}\\f_{yx}&f_{yy}&f_{yz}\\f_{zx}&f_{zy}&f_{zz}\end{bmatrix}=\begin{bmatrix}=\begin{bmatrix}2&0&0\\0&2&0\\0&0&2\end{bmatrix}

\mathbf H is positive definite, since \mathbf v^\top\mathbf{Hv}>0 for any vector \mathbf v=\begin{bmatrix}x&y&z\end{bmatrix}^\top, which means f(x,y,z)=x^2+y^2+z^2 attains a minimum value of \dfrac{480}{11} at \left(\dfrac{68}{11},-\dfrac{20}{11},\dfrac{16}{11}\right). There is no maximum over the given constraints.
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