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Problem 2:: Theory

The document discusses using Lagrange multipliers and contour plots to find the maximum and minimum values of a function subject to a constraint. It defines Lagrange multipliers as using an additional variable to convert a constrained optimization problem into an unconstrained problem that can be solved using calculus. Contour plots are described as a way to represent a 3D surface in 2D by drawing constant z-value lines to show where combinations of x and y occur. The document provides references on Lagrange multipliers and contour plots.

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Hau Nguyen
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39 views4 pages

Problem 2:: Theory

The document discusses using Lagrange multipliers and contour plots to find the maximum and minimum values of a function subject to a constraint. It defines Lagrange multipliers as using an additional variable to convert a constrained optimization problem into an unconstrained problem that can be solved using calculus. Contour plots are described as a way to represent a 3D surface in 2D by drawing constant z-value lines to show where combinations of x and y occur. The document provides references on Lagrange multipliers and contour plots.

Uploaded by

Hau Nguyen
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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Problem 2:

Find the maximum and minimum values of subject to the


single constraint
(a) Using Lagrange multiplier method.
(b) Using contour plot (Draw the contour plot of the function and
the constraint curve in the same figure).
 Theory:
Lagrange multiplier method:
 The Lagrange multiplier technique lets you find the maximum or
minimum of a multivariable function f(x,y,….) when there is some
constraint on the input values you are allowed to use.
 The basic idea is to convert a constrained problem into a form such
that the derivative test of an unconstrained problem can still be
applied.[1]
 To find the maximum or minimum of a function f (x) subjected to the
equality constrained g ( x )=0, form the Lagrangian function:
ℒ ( x , λ )=f ( x )+ λg( x)
and find the stationary points of ℒ considered as a function of x and
the Lagrange multiplier λ [2]. The solution corresponding to the original
constrained optimization is always a saddle point[3] of Lagrange function,
which can be identified among the stationary points from the
definiteness of the bordered Hessian matrix.
A contour plot
 A contour plot is a graphical technique for representing a 3-
dimensional surface by plotting constant z slices, called contours, on
a 2-dimensional format. That is, given a value for z, lines are drawn
for connecting the (x,y) coordinates where that z value occurs.
The contour plot is an alternative to a 3-D surface plot[4]

This contour plot shows that the surface is symmetric and peaks in the center.
Reference:
[1] : Beavis, Brian; Dobbs, Ian M. (1990). "Static Optimization". Optimization and
Stability Theory for Economic Analysis. New York: Cambridge University Press.
p. 40. ISBN 0-521-33605-8. Source:
https://en.wikipedia.org/wiki/Lagrange_multiplier#:~:text=In%20mathematical
%20optimization%2C%20the%20method,chosen%20values%20of%20the
%20variables).
[2] : Protter, Murray H.; Morrey, Charles B., Jr. (1985). Intermediate
Calculus (2nd ed.). New York: Springer. p. 267. ISBN 0-387-96058-9.Source:
https://en.wikipedia.org/wiki/Lagrange_multiplier#:~:text=In%20mathematical
%20optimization%2C%20the%20method,chosen%20values%20of%20the
%20variables).
[3] : Walsh, G. R. (1975). "Saddle-point Property of Lagrangian
Function". Methods of Optimization. New York: John Wiley & Sons. pp. 39–
44. ISBN 0-471-91922-5. Source:
https://en.wikipedia.org/wiki/Lagrange_multiplier#:~:text=In%20mathematical
%20optimization%2C%20the%20method,chosen%20values%20of%20the
%20variables).
[4] :Statistic show to; “What are contour plot and types?”; Source:
https://www.statisticshowto.com/contour-plots/

 Solution:
(a) (Hand-writing solution):

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