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

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12
votes
2answers
589 views

the least value for :$\frac{a}{b^3+54}+\frac{b}{c^3+54}+\frac{c}{a^3+54}$

For every $a,b,c$ non-negative real number such that:$a+b+c=1$ how to find the least value for : $$\frac{a}{b^3+54}+\frac{b}{c^3+54}+\frac{c}{a^3+54}$$
9
votes
4answers
230 views

Maximum of $(1-q_1)(1-q_2)\ldots(1-q_n)$

I'm trying to find the maximum of $(1-q_1)(1-q_2)\ldots(1-q_n)$ where $n\ge 2$, on a the set $\{(q_1,\ldots , q_n) :q_1^2+q_2^2+\ldots+q_n^2=1 \ q_i\ge 0 \}$ (With the condition $q_i\ge0$ this is just ...
6
votes
4answers
1k views

Is it possible for the Lagrange multiplier to be equal to zero?

I would like to find the extrema of the function $f(x,y)=x^2+4xy+4y^2$ subject to $x^2+2y^2=4$ using Lagrange Multipliers. Is it possible to get for the Lagrange multipliers the value zero? I don't ...
6
votes
2answers
314 views

Maximum and minimum absolute of a function $(x,y)$

I want to know the maximum and minimum absolutes values of this function: $\ f(x,y)= 4x^2 + 9y^2 - x^2y^2 $ $\nabla f(x,y)=(8x-2xy^2,18y-2yx^2) $ I find these critical points: $\ ...
6
votes
3answers
258 views

Lagrange multiplier method, find maximum of $e^{-x}\cdot (x^2-3)\cdot (y^2-3)$ on a circle

I attempted to design an exercise for my engineer students and couldn't solve it myself. Maybe here are some experts in calculus who have some better tricks than I do: The exercise would be to ...
5
votes
3answers
685 views

Lagrange multipliers and KKT conditions - what do we gain?

I'm working through an optimization problem that reformulates the problem in terms of KKT conditions. Can someone please have a go at explaining the following in simple terms? What do we gain by ...
4
votes
2answers
180 views

Lagrange multipliers method

I am currently doing some exercise on the Lagrange multipliers methods and have come upon some confusion. following my lectures notes is says: $$L= f(x,y) + \lambda g(x,y) $$ and in some online ...
4
votes
1answer
1k views

Constrained variational problems intuition

Problem: minimise $F(x,y,y')$ over $x$, constrained by $G(x,y,y')=0$. $$J_1(x,y,y')=\large \int_{x_0}^{x_1}F(x,y,y')+ \lambda (x) G(x,y,y')dx$$ I understand the Euler-Lagrange equation and Lagrange ...
4
votes
2answers
69 views

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 ...
4
votes
1answer
288 views

How to use lagrange multipliers here?

I have a simple QP as below: $\min L(x,y) = (x-5.1)^2+y^2$ such that $(x-3)^2+y^2\geq1$ $(x-5.3)^2+y^2\geq1$ $(x-7)^2+y^2\geq1$ Intuitively, I think the optimal solution of the problem is ...
4
votes
1answer
98 views

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 ...
4
votes
1answer
81 views

A question about Lagrange optimization.

This is a statement from a finance textbook - I find it pretty clear everywhere else, but this particular part I am clueless. Hopefully you guys can figure it out. The problem is solving: ...
4
votes
0answers
47 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 ...
4
votes
0answers
87 views

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 $\langle \mathbf{u}_1,\mathbf{x}\rangle =0$ ...
3
votes
2answers
1k views

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 ...
3
votes
2answers
71 views

Help with Optimization Problem: Matrix Calculus

Can someone please help me with this problem? I am clueless :( $$ \left\{ \begin{array}{rclrcl} \min f(u) &=& u^tAu\\ \text{s.$\,$t.} \sum_{j=1}^n u_j &=& 0,& ...
3
votes
1answer
92 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 ...
3
votes
2answers
149 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 ...
3
votes
2answers
144 views

How to use Lagrange Multipliers, when the constraint surface has a boundary?

The method called Lagrange Multipliers is used to find critical points of $f(x_1,x_2,\ldots,x_n)$, when $f$ is constrained to the level set $S = \{ x\in \mathbb{R}^n \, | \, g(x_1,x_2,\ldots,x_n)=0 ...
3
votes
1answer
44 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 ...
3
votes
1answer
290 views

Largest box fitting inside an ellipsoid

Find the volume of the largest box with sides parallel to the $xy$, $xz$, and $yz$ planes that can fit inside the ellipsoid $(x/a)^2 + (y/b)^2 + (z/c)^2 = 1$. My answer: We want to maximize $f(x,y,z) ...
3
votes
1answer
462 views

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. ...
3
votes
2answers
179 views

Minimize $x^TAx$, subject to $||x||=1$. Show that ${x^*}^TAx^*$ is the smallest eigenvalue of $A$ in magnitude.

I'm solving constrained optimization exercises for preparing my final exam. I got stuck at this question. $$ \begin{array}{ll} \text{min} & \mathbf{x}^T\mathbf{A}\mathbf{x} \\ \text{s.t.} & ...
3
votes
3answers
55 views

Maximize $x^2+y^2+z^2$ on $x^2+y^2+4z^2 = 1$

Hi this is a lagrangian optimization problem. Essentially as the title says, the question is asking us to maximize (if possible) $x^2+y^2+z^2$ on $x^2+y^2+4z^2=1$. I started by the standard ...
3
votes
1answer
154 views

Proving the AM-GM Inequality with Lagrange Multipliers

Exercise: Let $x_1,x_2,...,x_n$ be real positive numbers. Prove the arithmetic-geometric mean inequality, $(x_1x_2...x_n)^{1/n}\le (x_1+x_2+...+x_n)/n$. Hint: Consider the function ...
3
votes
1answer
482 views

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 ...
3
votes
1answer
71 views

Can this system of equations be solved?

I'm doing some Lagrange multiplier examples that I thought up and I was trying to think of an example where the method of 'solving the constraint explicitly' fails. I'm trying to maximize ...
3
votes
1answer
416 views

Lagrange Multipliers for Function Spaces

For some constant $A > 1$ I am trying to solve the constrained minimization problem minimize $F(u)$ in $C$ subject to $H(u) = 0$. Here $F(u) = \int -u dx$ and $H(u) = \int \sqrt{1 + (u')^2} dx - ...
3
votes
0answers
38 views

Strong duality: When does the optimal primal variable coincide with the primal variable giving the dual function.

I'm considering the inequality-constrained optimization problem of finding $$ x^{\star} = \arg \min_{x} f(x) \;\; \text{s.t.} \;\; h(x) \le 0 $$ which is assumed to have a unique minimizer. The ...
2
votes
3answers
213 views

Lagrange multiplier problem of looking for the point on $\frac1x + \frac1y + \frac1z =1$ closest to the origin

Use Lagrange multipliers to find the point on the surface $$\frac1x + \frac1y + \frac1z =1$$ which is closest to the origin. I was wondering if I would start off by using the distance formula, ...
2
votes
3answers
162 views

How to determine wether critical points (of the lagrangian function) are minima or maxima? [duplicate]

$f(x,y) = 2x+y$ subject to $g(x,y)=x^2+y^2-1=0$. The Lagrangian function is given by $$ \mathcal{L}(x,y,\lambda)=2x+y+\lambda(x^2+y^2-1), $$ with corresponding $$ \nabla \mathcal{L}(x,y,\lambda)= ...
2
votes
3answers
57 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 ...
2
votes
3answers
145 views

Using LaGrange multipliers to solve for minimum

I am having troubles with one part of this homework problem. Hopefully somebody can help me out: Find the minimum and maximum values of the function $f(x,y)=x^2+y^2$ subject to the given constraint ...
2
votes
2answers
66 views

System of equations in Lagrange multiplier problem

Continuing from Confounding Lagrange multiplier problem: I'm having trouble solving the system of equations below arisen from a Lagrange multiplier problem where we are to optimize $f(x,y,z) = 4x^2 + ...
2
votes
1answer
83 views

The meaning of $\lambda$ in Lagrange Multipliers

This is related to two previous questions which I asked about the history of Lagrange Multipliers and intuition behind the gradient giving the direction of steepest ascent. I am wondering if the ...
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 ...
2
votes
3answers
59 views

Prove $\sin \frac{\alpha}{2}\sin \frac{\beta}{2}\sin \frac{\gamma}{2}\leq \frac {1}{8}$, $\alpha, \gamma\, \beta$ being angles of a triangle

Prove $\sin \frac{\alpha}{2}\sin \frac{\beta}{2}\sin \frac{\gamma}{2}\leq \frac {1}{8}$ I defined $f(x,y,z)=\sin \frac{\alpha}{2}\sin \frac{\beta}{2}\sin \frac{\gamma}{2}$, and wanted to find max/min ...
2
votes
3answers
104 views

Lagrange multipliers from hell

I was asked to solve this question, decided to try and solve it with lagrange multipliers as I see no other way: "Find the closest and furthest points on the circle made from the intersection of the ...
2
votes
3answers
95 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 ...
2
votes
2answers
179 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 ...
2
votes
1answer
98 views

Using Lagrange multipliers to maximize function

Use Lagrange multipliers to maximize function $$f(x,y)=6xy,$$ subject to the constraint $$2x+3y=24.$$ $$F(x,y,\lambda)=6xy+\lambda(2x+3y-24)$$ $$F_{x}=6y+2\lambda=0$$ $$F_{y}=6x+3\lambda=0$$ ...
2
votes
2answers
70 views

Lagrange multiplier. What happen when gradient of boundaries is null

Suppose that you have to maximize the function $f(x)$ ($f : \mathbb{R} \rightarrow \mathbb{R}$), continuous and differentiable for each $x \in A = \left\{ x |g(x) =c \right\}$, where $g : \mathbb{R} ...
2
votes
1answer
87 views

What justifies assuming that a level surface contains a differentiable curve?

My textbook's proof that the Lagrange multiplier method is valid begins: Let $X(t)$ be a differentiable curve on the surface $S$ passing through $P$ Where $S$ is the level surface defining the ...
2
votes
1answer
72 views

Solving Lagrange multipliers system

I need help solving this system: $$ \begin{cases} 2(x-1) = \lambda2x \\ 2(y-2) = \lambda2y \\ 2(z-2) = \lambda2z \\x^2 + y^2+z^2 = 1 \end{cases} $$ I can find $$ \lambda = (x-1)/x $$ but can't go ...
2
votes
1answer
105 views

lagrange multipliers fails

I am looking for a certain counter example. Assume a $C^1$ function $f$ is to be optimized with respect to a $C^1$ constraint $g=0$, and we have at a point $(x,y)$, the existence of a lagrange ...
2
votes
2answers
437 views

How can I solve Lagrange multiplier equation with multi constraints?

This site is really awesome. :) I hope that we can share our ideas through this site! I have an equation as below, $$ min \ \ w^HRw \ \ subject \ \ to \ \ w^HR_aw=J_a, \ w^HR_bw=J_b$$ If there is ...
2
votes
4answers
397 views

Minimize $\sum a_i^2 \sigma^2$ subject to $\sum a_i = 1$

$$\min_{a_i} \sum_{i=1}^{n} {a_i}^2 \sigma^2\text{ such that }\sum_{i=1}^{n}a_i=1$$ and $\sigma^2$ is a scalar. The answer is $a_i=\frac{1}{n}$. I tried Lagrangian method. How can I get that ...
2
votes
2answers
27 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 ...
2
votes
1answer
285 views

How to restrict Lagrange multiplier on positive values?

Here's the function that i want to optimize: $$f(x,y) = x-2y$$ and the constraint is: $$g(x,y) = x^2 + y - 10 = 0$$ Solving with Lagrange multiplier I get: $$F(x,y) = x-2y - x^2\lambda - y\lambda ...
2
votes
1answer
128 views

Lagrange multiplier constrain critical point

When using Lagrange multipliers in an inequelity, $$ f(x,y) = x^2+y $$ with the constraint $$ x^2+y^2 \leq 1. $$ I have to find the critical points inside the "disk" right? I've done $$ f_x = 2x ...