# Tagged Questions

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### Augmented Lagrangian

Consider the following equality constraint minimization problem: minimize $\text{ }f(x)$ subject to $Ax=b$ Its Lagrangian is then: $L(x,y) = f(x) + y^T(Ax-b)$ We can use then gradient ascent to ...
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### Optimization with Lagrange multipliers

I am new to Lagrange multipliers. Could some one show me how to minimize the following function: \begin{align} f(x,y)=ax+by-\sqrt{cxy} \end{align} subject to: \begin{align} 0 &\le x\\ 0 &\le y ...
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### When does a polynomial have finitely many critical points on a level set of another polynomial?

Suppose I have two polynomial functions $f$ and $g$ and I am interested in the critical points that $f$ has on a level set of $g$, i.e. $\{x\in \mathbb R^n : g(x)=a_1\}$ for some $a_1\in \mathbb R$ . ...
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### How to computer the Lagrange multipliers associated with an optimal solution

Suppose I have a solution $x^*\in\mathbb{R}^n$ to the following problem \begin{align*} \text{minimize}_{x}& \sum_{i=1}^n f_i(x)\\ \text{subject to}\quad &g_i(x) = 0\,\,i=1,\ldots,m\\ ...
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### How to find the absolute extrema of a function on an elliptical cylinder using Lagrange multipliers?

Optimize the function $f(x,y) = x^2y$ on the elliptical cylinder $\ x^2 \ + \ 2y^2 \ \le \ 6 \$ using Lagrange Multipliers. Well, from what I know that I have to find the gradient then to ...
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### 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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### 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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### 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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### 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 ...
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### 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 ...
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### 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.
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### 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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### 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 ...
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### 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 ...
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### 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 ...
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### Optimization of a convex target function with inequality constraints

I want to solve the following optimization problem: \begin{split} \text{maximize} &\;\;\; \ln x_1+\ln x_2+\ln x_3+\ln x_4 \\ \text{s.t} &\;\;\; x_4\le4 \\ ...
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### 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 ...
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### 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 ...
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### 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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### 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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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### Can someone explain Method of Lagrangian multipliers

Can someone explain Method of Lagrangian multipliers to a beginner? I need some knowledge about solving problems using this method. If someone can provide the basic details in a simple manner along ...
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### 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 ...
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### Maximize/minimize $1/3 x^3 + y$ with constraint $x^2 + y^2 = 1$?

I keep running around in circles when I use the Lagrangian multiplier method getting $x = 1/y$ But then when I substitute $(1/y)^2 + y^2 = 1$ I then get $1/y^2 + y^2 = 1$ and this doesn't give me ...
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### 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 ...
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### Inequality constraints in Lagrangian

I was reading Lagrangian multipliers . In the above text I can't understand why $\lambda \ge 0$ for $g(x)\ge0$ and vice versa . Can anyone give me the explanation to this ?
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### Lagrangian Method Proof

Suppose $f(\mathbf x)$, $g(\mathbf x)$ are smooth functions where $\mathbf x^*$ is a constrained local minimizer of $f(\mathbf x)$ subject to $g(\mathbf x)=0$. If $\nabla g(\mathbf x^*) \neq 0$ and ...
In Image Restoration, a true image f (in vector form)can be related to degraded data y through a linear model of the form $$y = Hf + n$$ where H is 2d blurring matrix and n denotes noise vector and ...