Constrained optimization troubles

In summary, the conversation discusses trying to find the regular parallelepiped with sides parallel to the coordinate axis inscribed in the ellipsoid x[2]/a[2] + y[2]/b[2] + z[2]/c[2] = 1 that has the largest volume. The Lagrangian method is used, but the resulting linear system of equations has multiple solutions, including x=0, y=0, z=0. The LaGrange multiplier method is then used to eliminate the multiplier and solve for the remaining variables, resulting in a solution of x= bx/a, y= cx/a, and z= cx/a.
  • #1
Eric Worceste
1
0
I'm trying to find the regular parallelepiped with sides parallel to the coordinate axis inscribed in the ellipsoid x[2]/a[2] + y[2]/b[2] + z[2]/c[2] = 1 that has the largest volume. I've been trying the Lagrangian method: minimize f = (x)(y)(z), subject to the constraint (x[2]/a[2] + y[2]/b[2] + z[2]/c[2] - 1 = 0.

My new function F = (x)(y)(z) + L(x[2]/a[2] + y[2]/b[2] + z[2]/c[2] - 1) however leads to zeroes after differentiation and the linear system is solved. I'm stuck . . .
 
Physics news on Phys.org
  • #2
The linear system is solved? What's bad about that? If you mean x= 0, y= 0, z= 0 are solutions, that's a solution but is not the only solution.
What you get, using the LaGrange multiplier method, is:
[itex]yz=2\lambda x/a[/itex]
[itex]xz= 2\lamda y/b[/itex]
[itex]xy= 2\lambda z/c[/itex]

Since anyone of those being 0 will give volume 0, that's obviously the minimum. Assuming none are 0, we can eliminate [itex]\lambda[/itex] by dividing one equation by another. For example, dividing the second equation by the first gives x/y= ay/bx which, in turn gives [itex]y^2= b^2x/a^2[/itex] so (we can assume x and y are positive here) y= bx/a. Similarly, dividing the second equation by the third results in z= cx/a. replace y and z in [itex]x^2/a^2+ y^2/b^2+ z^2/c^2= 1[/itex] and solve for x.
 

1. What is a constrained optimization problem?

A constrained optimization problem is a type of mathematical problem where the goal is to find the best possible solution to an objective function, while also satisfying a set of constraints. These constraints limit the range of possible solutions and make the problem more complex.

2. What are some common examples of constrained optimization problems?

Some common examples of constrained optimization problems include finding the most cost-effective way to allocate resources, maximizing profit while minimizing costs, and optimizing production levels while staying within resource limitations. Other examples can be found in fields such as engineering, economics, and computer science.

3. How do you solve a constrained optimization problem?

Solving a constrained optimization problem involves using mathematical techniques such as linear programming, quadratic programming, or nonlinear programming. These methods involve finding the optimal values for the decision variables that satisfy the constraints and optimize the objective function.

4. What challenges are involved in solving a constrained optimization problem?

One of the main challenges in solving a constrained optimization problem is finding the right balance between the objective function and the constraints. It can also be difficult to determine the appropriate mathematical technique to use and to find the optimal solution, especially for complex problems with many variables and constraints.

5. How are constrained optimization problems used in real-world applications?

Constrained optimization problems are used in a wide range of real-world applications, such as resource allocation, portfolio optimization, and logistics planning. They are also commonly used in engineering and scientific research to find optimal solutions for problems with multiple constraints and variables.

Similar threads

Replies
1
Views
1K
Replies
20
Views
2K
Replies
4
Views
322
Replies
3
Views
1K
Replies
12
Views
1K
Replies
3
Views
1K
Replies
3
Views
1K
Replies
5
Views
365
Replies
3
Views
305
Back
Top