Constrained Extrema and Lagrange Multipliers

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SUMMARY

The discussion focuses on optimizing a function f(x,y) using Lagrange multipliers under the constraint g(x,y)=0. The extrema occur at points (x,y) satisfying the equations Hy=0, Hx=0, and g(x,y)=0. To determine whether the solutions (a,b) and (c,d) are maxima or minima when f(a,b)=f(c,d), one effective method is to evaluate the function slightly away from these test points, providing a practical approach to identifying the nature of the extrema.

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throneoo
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Suppose I have a function f(x,y) I would like to optimize, subject to constraint g(x,y)=0.

Let H=f+λg,

The extrema occurs at (x,y) which satisfy
Hy=0
Hx=0
g(x,y)=0

Suppose the solutions are (a,b) and (c,d).

If f(a,b)=f(c,d) , how do I determine whether they are maxima or minima?
 
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One way is brute force. Evaluate the function slightly away from the test point.
 

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