# Tagged Questions

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

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### Calculus of variations: Lagrange multipliers

Given a functional $$J(y)=\int_a^b F(x,y,y')dx, \tag{1}$$ where $y$ is a function of $x$, and a constraint $$\int_a^b K(x,y,y')dx=l, \tag{2}$$ if $y=y(x)$ is an extreme of (1) under the ...
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### Lagrange multipliers in Calculus of Variations

I am trying to learn about Calculus of Variations and I am beginning to see some constrained optimization problems in the domain of functionals, by using Lagrange multipliers. It seems that things ...
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### Lagrange Multiplier Question and my attempt

Question is Find the extrema of $xyz$ when $x+y+z=a$ , a>0. Strating with usual Lagrange Multiplier method i get $f_x$ = $yz$ +$\lambda$ =0 $f_y$ = $xz$ +$\lambda$ ...
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### are elementary symmetric polynomials concave on probability distributions?

Let $S_{n,k}=\sum_{S\subset[n],|S|=k}\prod_{i\in S} x_i$ be the elementary symmetric polynomial of degree $k$ on $n$ variables. Consider this polynomial as a function, in particular a function on ...
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### How to use Lagrange Multiplier in this question?

I have to find absolute maximum and minimum values of $f(x,y)$ = $4x^{2} + 9y^{2} -8x - 12y + 4$ over rectangle in first quadrant bounded by lines $x=2 , y=3$ and coordinate axes I have checked ...
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### Book on applied mathematics/analysis

My Applied Mathematics course covers these subjects: -Calculus of Variations -Laplace Transform -Fourier Analysis -Special Functions -Integral Equations And as an introduction to the subject it has ...
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### Can anyone tell me if this is correct?

Suppose that the temperature of a metal plate is given by $T(x; y) = x^2 +2x+y^2$, for points $(x, y)$ on the elliptical plate de fined by $x^2 + 4y^2 <= 24$. Find the maximum and minimum ...
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### Simple explanation of lagrange multipliers with multiple constraints

I'm studying support vector machines and in the process I've bumped into lagrange multipliers with multiple constraints and Karush–Kuhn–Tucker conditions. I've been trying to study the subject, but ...
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### Lagrange multiplier sign issue

When one has a function of more variables $f(x_1,\dotsc,x_n)$ and wants to find its maxima and minima on a subset of $\mathbb{R}^n$ defined by $f_1(x_1,\dotsc,x_n)=c_1,\dotsc,f_k(x_1,\dotsc,x_n)=c_k$ ...
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### Lagrange multiplier - space probe

i am stuck on this question which uses the Lagrange multiplier. I am trying to construct the equations using the partial derivatives but the $x$'s and $y$'s cancel. can anyone help? A space probe in ...
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### Pointwise infimum of affine functions is concave

So I was just starting on convex optimization and was having a slightly hard time visualizing the lagrangian being always concave because it is the pointwise infimum of a family of affine functions. ...
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### Is this a known result?

I heard the following result and I am wondering if anyone can verify its correctness and also provide a source to cite. If the Lagrangian $L(x,\lambda)$ is convex in $x$ at the optimal Lagrange ...
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### Minimize Frobenius norm with unitary constraint

I am trying to find a unitary tramsformation, $M$, that minimizes $\Vert MA-B \Vert_F^2$ where $A$ and $B$ are $N\times L,\;L\ge N$. I know how to solve it without the unitary constraint. I thought ...
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### How can I find the two critical points of this system of equations?

I'm currently trying to use Lagrange Multipliers to find the 2 critical points of the function $$f(x,y,z) = \frac{1}{2}x^{2}+yz+\frac{1}{3} y^{3} - z^{2}$$ subject to $$h(x,y,z) = x+y+z-2 = 0$$ ...
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### Why is the Lagrange Multipliers Theorem not working?

Consider the function $h: K \to \mathbb{R}$ where $K := \{x \in \mathbb{R}^3:x,y,z \geq 0, x+2y+3z\leq 6\}$. $h$ is defined as: $$h(x) = xe^{(x+2y+3z)}$$ Find the supremum and the ...
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### Finding maximum and minimum with 2 constraints

Let $C$ be the curve of intersection of the plane $x+y-z=0$ and the ellipsoid $$\frac{x^2}4+\frac{y^2}5+\frac{z^2}{25}=1$$ Find the points on $C$ which are farthest and nearest from the origin When ...
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### I'm walking towards my car - when should I try the remote, in an optimal sense?

I'm interested to learn about how discrete/'event' based elements are incorporated into optimisation problems. Hopefully this is an interesting problem in its own regard, it's inspired by a daily ...
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### Positive Lagrange multipliers of an equality constraint

Consider the problem \begin{align} \max_{x\in\mathbb{R}^n} f(x)\\ \text{subject to }\quad h(x) = 0\\ x\in X \end{align} where $X$ is a convex and compact subset of $\mathbb{R}^n$. I also know that ...
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### How to use the Karush–Kuhn–Tucker conditions?

From what I read, the Karush-Kuhn-Tucker conditions are a generalization of the Lagrange Multiplier Method. For the Lagrange Multiplier Method I have been able to find a serie of steps I must do to ...
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### Proving Lagrange method by using Implicit Function Theorem

I am trying to show the proof of the Lagrange multiplier method. According to this in general, if $f$ and $g$ are $D+1$ dimensional functions such that $f,g : \mathbb{R}^{D+1} \mapsto \mathbb{R}$, and ...
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### 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 ...
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### Calculus of variations: Isoperimetric and holonomic constraints.

A functional $$J(y)=\int_a^b F\left(x,y(x)\right)dx, \tag{1}$$ subject to an isoperimetric constraint $$\int_a^b K(x,y)dx=l, \tag{2}$$ and a holonomic constraint $$g(x,y)=0. \tag{3}$$ Most ...
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### Optimization with symmetric matrix constraint

Consider the following optimization problem: ''Minimize some objective $f(A)$ over all matrices $A$ s.t. $A \mathbf{1} = \mathbf{1}$ and $A = A^T$.'' I wonder in which ways one can handle the ...
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### Use Lagrange's method to find the maximum value

Use Lagrange's method to find the maximum value of $\langle A\mathbf{x},\mathbf{x}\rangle$ subject to condition $\langle \mathbf{x},\mathbf{x}\rangle=1$ and $\langle \mathbf{u}_1,\mathbf{x}\rangle =0$ ...
### Why Lagrange multipliers don't help to find the minimum of $f(x,y)=x^2+y^2$ with the constraint $y=1$?
Please help me understand why the following doesn't work. Say I want to find the minimum of the function $f(x,y)=x^2+y^2$ with the constraint $y=1$. So I declare the helper function $g(x,y)=(y-1)^2=0$...
$f(x,y)=x^{4}-x^{2}+y^{2}$ $B={(x,y)\in \mathbb R, x^{2}+y^{2}\leq 1 }$ I should find minimum and maximum of this function on the range B. I tried it with Lagrange Multiplier and I got these points ...