For questions on Lagrange multipliers, a strategy to solve constrained optimisation problems.

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2answers
173 views

Closest distance between two quadratic curves

I'm having trouble with the following problem : "find the closest distance between $x^2+4y^2=4$ and $xy=4$" I tried to solve using the properties of ellipse and hyperbola, but the relatively tilted ...
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0answers
20 views

What is the meaning of positive lagrange multiplier?

I'm handling a maximization problem with a constraint and there is a sentence "but, the lagrange multiplier is positive". I can't understand why that sentence is needed. Is there any difference ...
3
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2answers
143 views

Maximizing Area of Triangle in Circle

I was playing around with another example that I made up where I am trying to maximize the area of a triangle inscribed in a circle of radius. I want to do the problem using the method of Lagrange ...
0
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2answers
47 views

Optimizing elementary symmetric polynomial on the unit sphere

I'd like to optimize $x_1 x_2 x_3 + x_1 x_2 x_4 + x_1 x_3 x_4 + x_2 x_3 x_4$ on the unit 4-sphere. I'm thinking I should do lagrangian optimization, but I'm having trouble solving the resulting ...
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3answers
66 views

Related Methods: Lagrange Multipliers

It really pains me to ask this question, but I was working on an optimization problem and wanted to show a friend how we could also use Lagrange Multipliers to solve it. I was considering the ...
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2answers
26 views

Tips on resolving a Lagrange Multipliers equation system

I'm having a very hard time resolving the system of equations after using the Lagrange Multipliers optimization method. For instance: The plane $ x + y + 2z = 2 $ intersects the paraboloid $ z = x^2 ...
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2answers
49 views

Lagrange Multiplier inconsistent

max $f(x,y,z)$ subject to $x+y+z=1$ $$f(x,y,z)= - (x+0.5y)\log(x+0.5y) -2(0.25y+0.5z)\log(0.25y+0.5z)-\log(2)(1.5y+z)$$ $$\frac{\partial F}{\partial x} = - (1+\log(x+0.5y))$$ $$\frac{\partial ...
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0answers
22 views

Lagrange multipliers (distance)

Find the closest point of the surface $z=xy-1$ to the origin. How would you do that with Lagrange multipliers?
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0answers
26 views

maximum and minimum values of a function

HI! I am currently working on some calc3 online homework problems and this one is giving me a bit of tough time. I found the gradient of f to be <16x,10y> and the gradient of g to be <4,20>. I ...
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0answers
26 views

Lagrange multipliers: optimizing with a constant

Hi! I am currently working on some Calc3 online homework questions in preparation for an upcoming test. I really wish I could provide work that I have done in an attempt to answer this problem, but ...
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1answer
40 views

Maximization of Function with two restrictions.

Maximize $$f(x,y,z)=xy+z^2,$$ while $2x-y=0$ and $x+z=0$. Lagrange doesnt seem to work.
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0answers
30 views

Explain notation?

What is the meaning of this notation $$S = g^{\mathrm{pre}(c)}$$ for some constant $c$ and a set $S$? (Context: This $g$ is the constraint in a Lagrange multipliers problem).
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1answer
21 views

Unable to solve system of equations in Lagrange multiplier problem.

The problem: Find the right triangular prism of given volume and least area if the base is required to be a right triangle. As for parameters of the right triangular prism, $V$ is volume, $A$ is ...
0
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0answers
30 views

Help getting a closed-form solution to a maximisation problem

I'm working through a maximisation problem that I can't seem to get a closed-form solution to. It may be the case that there is no closed-form solution, but I would like a second opinion, since I've ...
0
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0answers
12 views

Finding extremes on set with one constraint

I have $f(x,y)=x*y*e^{-x^2-y^2}$ and I have set $A=\{[x,y]\in \mathbb{R}^2,x^2+2y^2\ge2\}$. I have to find extremas on set A. How do I do it? It is first time when I am encountering problem with only ...
2
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3answers
92 views

Lagrange Method Problem

I am from engineering background and I am currently studying calculus. I had a question from assignment to be solved from a course on coursera but I could not do it. People have posted solution in the ...
0
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2answers
74 views

Distance from Ellipsoid to Plane - Lagrange Multiplier

Find the distance from the ellipsoid $x^2 + y^2 + 4z^2 = 4$ to the plane $x + y + z = 6$. I'm trying to do it using Lagrange multipliers over the distance equation, but then it just gets ...
0
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1answer
58 views

Finding max/min through lagrangian

I am trying to solve this problem, but I am doing something wrong: $$f(x,y,z)=x^2-y^2,M=\{[x,y,z]\in\mathbb{R}^3:x^2+y^2+z^2=9,x+z\ge1\}$$ And let $g(x,y,z)=x^2+y^2+z^2-9$. Set M is closed and ...
0
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3answers
40 views

find extrema of $2-\left(z-\sqrt{x^2+y^2}\right)^2+\left(z-\sqrt{x^2+y^2}\right)^3$

$$f(x,y,z)=2-\left(z-\sqrt{x^2+y^2}\right)^2+\left(z-\sqrt{x^2+y^2}\right)^3$$ Find maximum and minimum of the function.
0
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1answer
79 views

Extreme value Lagrange multiplier (max or min?)

I am to determine the the range of the volume of a tetrahedron enclosed by the coordinate axes and a tangentplane on the ellipsoid $x^2 + 2y^2 + 3z^2 = 1$. The volume of the tetrahedron can be derived ...
0
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2answers
46 views

Method of Lagrange multipliers to find all critical points of a function

I am having difficulties in understanding the steps/method required to find the critical points of a function using the method of Lagrange multipliers. I have read through my text book and tried my ...
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1answer
37 views

extrema of funcion

$f(x,y,z)=x+2z$ and $M=\{[x,y,z]\in\mathbb{R}^3:x^2+2y^2=4,z+y\le 1\}$. I found out that M is not bounded from below so it does not have minimum or infimum. But how do I find maximum? I tried to use ...
2
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2answers
25 views

In regards to lagrange multipliers, Confusion about derivation.

In my calculus III textbook, the following sentence is causing trouble for me and preventing me from understanding the theory behind Lagrange multipliers. "Since the gradient vector for a given ...
0
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2answers
39 views

Simple Lagrange Multiplier Problem, not working out

The question should be simple. Use the Lagrange Multiplier to maximize $f(x,y) = 4x^2 + 10y^2$ subject to the constraint $x^2 + y^2 = 4$. But when I set it up I get two different values for ...
0
votes
1answer
28 views

using the method of LaGrange multipliers find the extreme values of the function

using the method of LaGrange multipliers find the extreme values of the function $f(x,y)=x^3+4y^2$ with constraint $x^2+y^2=1$ currently I have that: $3x^2=2Lx$ which leads to $x=0$ or $L=3/2$ and: ...
3
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1answer
40 views

Explain Lagrange multipliers?

I am having serious issues with comprehension of this method. In particular, I don't understand the conditions. Thus far, I think it's something like; Given an objective $f: A \to \mathbb{R}^1$ and ...
1
vote
1answer
43 views

Lagrange's Multiplier Method

I need to find the distance between the ellipse $\frac{x^2}{4} + \frac{y^2}{9} = 1$ and the line $y = 10 - 2x$ using Lagranges' Multiplier Method. So far I know how to find the minimum distance ...
1
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1answer
36 views

Use Lagrange Multipliers to determine max and min

Using Lagrange Multipliers, determine the maximum and minimum of the function $f(x,y,z) = x + 2y$ subject to the constraints $x + y + z = 1$ and $y^2 + z^2 = 4$: Justify that the points you have found ...
0
votes
1answer
32 views

Finding critical points using Lagrange multipliers

So I got a bit stuck with the technicalities of this exercise. Let $f(x,y,z)=\sqrt {x^2+y^2+z^2}$. Find $f$ minimal points under the constraints $x^2+y^2=1$ and $x^2-xy+y^2-z^2=1$ using Lagrange ...
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0answers
13 views

Lagrangian method for Numerical Optimization

I know of a technique, but I don't know of its name and I don't have any real literature on the technique. On the wikipedia page for Lagrange multipliers a method is provided to convert a Lagrangian ...
0
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2answers
38 views

Solving lagrange multiplies

The problem is: $$ \begin{align} \operatorname{max} & \quad ax+by \\ \text{subject to} & \quad x+y=m. \end{align} $$ The Lagrangian is: $$L(x,y) = ax+by−λ(x+y−m).$$ And so far I have: $$ ...
0
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3answers
60 views

Use Lagrange Multipliers to find the absolute extrema

Use Lagrange Multipliers to find the absolute extrema (if any) of: $f(x,y) = 4x^2 + 9y^2$; subject to $2x +3y = 6$. Using Lagrange I end up with one point: $(\frac{3}{2}, 1)$ I'm just not sure how ...
0
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3answers
76 views

Using Lagrange multipliers to find minimum value

Use Lagrange multipliers to find the minimum value of $$ T = \frac {a}{v \cos \alpha} + \frac {b}{v\cos\beta} $$ subject to the constraint $$ L = a\tan \alpha + b\tan\beta $$ where $a, b, v$ ...
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1answer
32 views

Optimization of a convex target function with inequality constraints

I want to solve the following optimization problem: \begin{equation} \begin{split} \text{maximize} &\;\;\; \ln x_1+\ln x_2+\ln x_3+\ln x_4 \\ \text{s.t} &\;\;\; x_4\le4 \\ ...
0
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1answer
44 views

Maximizing the volume of a box using Lagrange multipliers

We are given a box of surface area $64$. As such, I wish to maximize $f(x,y,z) = xyz$ subject to $g(x,y,z) = 2(xy+xz+yz) - 64$. If I have understood in correctly, I am to find the critical points of ...
4
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0answers
39 views

Can Lagrange multipliers be used to give a good bound on the number of critical points?

I will explain my problem by illustrating a simple case. Easy question: Let $f(x,y)$ be a "generic" polynomial in two variables, of total degree $\le D$. What's a good upper bound for how many ...
0
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1answer
39 views

How to interpret Lagrangian function (specifically not Lagrangian multiplier)

I am reading the following tutorial on Lagrangian multipliers (http://www.cs.berkeley.edu/~klein/papers/lagrange-multipliers.pdf). My goal is to gain an intuitive understanding of why the Lagrangian ...
3
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1answer
88 views

Eigenvalues of a symmetric matrix with Lagrange multipliers

Problem: Using Lagrange multipliers, prove that all symmetric matrices $A \in \mathbb{R}^{n \times n}$ have all real eigenvalues. Proof: Consider $f: \mathbb{R}^n \rightarrow \mathbb{R}$ defined by ...
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1answer
71 views

The shortest path connecting three points

I have 3 points X,Y,Z, lets call them buildings. I need to find the shortest amount of path that connects the 3 buildings, these buildings can be in any sort of shape and any distance from each ...
0
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0answers
28 views

Convex Minimization Problem with double sum

Given fixed natural number $n$ and two real numbers $A$ and $B$. I'd like to find $c_{12},\dots c_{(n-1)n}$, i.e., ${n\choose2}$ real numbers, such that $\sum_{1\le i<j\le n}^nc_{ij}=1$ which ...
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1answer
21 views

Question about vector optimization using Lagrange Multiplier

I try to find the vector $x = (x_1, \cdots, x_n)$ to maximize function $f(x)=f(x_1, \cdots, x_n)$ subject to the constraint $x_1^2 + \cdots +x_n^2 = a$, where $a$ is a positive constant. I use ...
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1answer
49 views

Maximum distance from the origin to the surface

I am having trouble getting the maximum distance from the origin to the surface $$ \frac{x^4}{16} +\frac{y^4}{81} + z^4 = 1 $$ Knowing I have to maximize $x^2 +y^2+ z^2$ and that the constrain ...
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1answer
48 views

Finding the shortest distance between two planes using Lagrange multipliers

A problem (among a list of Lagrange multipliers problems in Earl Swokowski's Calculus) states as follows: find the shortest distance between $2x+3y-z = 2$ and $2x+3y-z=4$. I can see that the ...
0
votes
1answer
42 views

First derivative of Lagrange polynomial

Given the Lagrange basis polynomial as: $L_i(x)= \prod_{m=0, m \neq i}^n \frac{x-x_m}{x_i-x_m} $ is there a generic equation for the first derivative ${L_i}'(x)$ for any order,t hat is for any $n$?
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1answer
44 views

Optimal String Shape Problem

So here is the problem I am working on, Given a curve of length L connecting the points (0,1) and (1,0) find an expression for the equation of the curve that minimizes the area underneath it. In ...
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2answers
44 views

total least squares derivation with matrices

Taken from a computer vision book: "to minimize the sum of the perpendicular distances between points and lines, we need to minimize $$ \sum_i (ax_i + by_i +c)^2$$ subject to $a^2 +b^2 =1$. Now using ...
2
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3answers
56 views

Extrema of $x+y+z$ subject to $x^2 - y^2 = 1$ and $2x + z = 1$ using Lagrange Multipliers

Find the extrema of $x+y+z$ subject to $x^2 - y^2 = 1$ and $2x + z = 1$ using Lagrange multipliers. So I set it up: $$ 1 = 2x\lambda_1 + 2\lambda_2 \\ 1 = -2y\lambda_1 \\ 1 = \lambda_2 $$ Plug ...
0
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0answers
12 views

Trouble with Largrange Multipliers and expectation.

I am reading the following argument: Maximize $E[Log(X(T))]$ subject to $E[Z(T) X(T)]=x$, where $X(T),Z(T)$ are random variables, $x$ is a constant, and E is expected value (You can read this as ...
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0answers
37 views

KKT Conditions and Convexity

min $x^2 -xy +y^2 -5x+6y$ subject to $1 \leq y$, $y^3 \leq 2x$, and $x \leq 8$ Write out the KKT conditions for this problem. Show that $(x,y) = (4,2)$ is a KKT point, and is therefore a global ...
2
votes
1answer
30 views

Lagrange multipliers…what is my constraint?

How would I use Lagrange multipliers to determine which point on the surface $\frac{1}{x}+\frac{1}{y}+\frac{1}{z}=1$ with $x,y,z>0$ is closest to the origin? I'm not sure what the constraint would ...