Using Lagrange Multipliers to Solve Constrained Optimization Problems

In summary, the equations provided are used to find the value of lambda in the expression \nabla f = \lambda \nabla g. After solving for lambda using the first two equations, the third equation provides a condition where x = 0 and y can be any value. Therefore, lambda can equal -4 or 1, and y can be any value when x is 0.
  • #1
ElijahRockers
Gold Member
270
10

Homework Statement



f(x,y) = y2-x2, g(x,y) = x2/4 +y2=9

Homework Equations



[itex]\nabla f = \lambda \nabla g[/itex]

[itex]-2x = \lambda \frac{x}{2}[/itex]
[itex]2y = 2\lambda y[/itex]
[itex]\frac{1}{4} x^2 + y^2 = 9[/itex]

The Attempt at a Solution



I arrived at the three equations above. So according to the first equation, lambda can equal -4. According to the second equation, it can equal 1. After this, I am algebraically lost. The x's and y's cancel themselves out from the first two equations. What does this mean?
 
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  • #2
−2x=λx/2 means EITHER λ=(-4) OR x=0. You have to check both options.
 
  • #3
ElijahRockers said:

Homework Statement



f(x,y) = y2-x2, g(x,y) = x2/4 +y2=9

Homework Equations



[itex]\nabla f = \lambda \nabla g[/itex]

[itex]-2x = \lambda \frac{x}{2}[/itex]
[itex]2y = 2\lambda y[/itex]
[itex]\frac{1}{4} x^2 + y^2 = 9[/itex]

The Attempt at a Solution



I arrived at the three equations above. So according to the first equation, lambda can equal -4. According to the second equation, it can equal 1. After this, I am algebraically lost. The x's and y's cancel themselves out from the first two equations. What does this mean?

If x ± 0 then λ = -4, so in the second equation you must have y = 0.

RGV
 
Last edited:
  • #4
Ray Vickson said:


If x ± 0 then λ = 4, so in the second equation you must have y = 0.

RGV

What are you talking about?
 
  • #5
Dick said:
What are you talking about?

I had the typo λ = 4 instead of the correct λ = -4, but that still implies we need y = 0 to satisfy the second equation (which would be 2y = -8y).

RGV
 
  • #6
Ok, well a lambda of -4 makes the other equation untrue. So lambda can not be -4 then, right?
 
  • #7
ElijahRockers said:
Ok, well a lambda of -4 makes the other equation untrue. So lambda can not be -4 then, right?

Yes, it can. lambda can be -4 if y is zero.
 
  • #8
Duh, ok, I think I got it. Thanks again.
 

1. What is a Lagrange multiplier?

A Lagrange multiplier is a mathematical tool used to solve optimization problems with one or more constraints. It is a scalar value that helps find the maximum or minimum value of a function subject to certain constraints.

2. How do you use a Lagrange multiplier to solve a problem?

To use a Lagrange multiplier, you first write down the objective function and the constraint equations. Then, you use the Lagrange multiplier to form a new equation, known as the Lagrangian. Finally, you solve the Lagrangian to find the optimal solution to the problem.

3. Can a Lagrange multiplier be negative?

Yes, a Lagrange multiplier can be negative. The sign of the Lagrange multiplier depends on the type of optimization problem being solved. In some cases, it may be positive, while in others it may be negative.

4. What is the difference between a Lagrange multiplier and a KKT multiplier?

A Lagrange multiplier is used to solve constrained optimization problems, while a KKT (Karush-Kuhn-Tucker) multiplier is used to solve constrained nonlinear optimization problems. The KKT multiplier includes additional terms to account for the nonlinearity of the problem.

5. What are some real-world applications of the Lagrange multiplier?

The Lagrange multiplier has many applications in fields such as economics, finance, physics, and engineering. Some examples include finding the optimal production level for a company subject to resource constraints, maximizing profits in a portfolio while minimizing risk, and determining the maximum volume of a box that can be made from a given sheet of material.

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