Multivariable function optimization inconsistency

Click For Summary
SUMMARY

This discussion centers on the optimization of a multivariable function, specifically the function ##f(r_1,r_2,q_1,q)=3r_1+r_2+q_1^2/r_1+2(q-q_1)^2/(r_2-r_1)##. The user initially derived critical points for the variables ##r_1## and ##q_1##, leading to the formulation of a function dependent on ##r_2##. However, inconsistencies arose when evaluating the minima of the function at specific points, particularly when setting ##r_1## and ##q_1## to zero. The user ultimately resolved their confusion by identifying a calculation error related to the function's definition.

PREREQUISITES
  • Understanding of multivariable calculus, specifically partial derivatives.
  • Familiarity with optimization techniques for functions of multiple variables.
  • Knowledge of LaTeX for mathematical notation.
  • Experience with function behavior in constrained domains.
NEXT STEPS
  • Study the method of Lagrange multipliers for constrained optimization.
  • Learn about the implications of singularities in multivariable functions.
  • Explore the concept of critical points and their classification in optimization.
  • Review examples of optimization problems involving multiple variables and constraints.
USEFUL FOR

Mathematicians, engineers, and students involved in optimization problems, particularly those dealing with multivariable functions and calculus.

RickRazor
Messages
17
Reaction score
3
TL;DR
Missing conceptual detail in optimization problems
Mentor note: For LaTeX here at this site, don't use single $ characters -- they don't work at all. See our LaTeX tutorial from the link at the lower left corner of the input text pane.
I have a function dependent on 4 variables ##f(r_1,r_2,q_1,q)##. I'm looking to minimize this function in the domain ##0\leq r_1 \leq r_2 \leq 1## with respect to the variables ##r_1, r_2## and ##q_1##.

To find the minima, I first solved ##\frac{\partial f}{\partial r_1}=0## and ##\frac{\partial f}{\partial q_1}=0##, giving ##r_1^*(r_2,q)## and ##q_1^*(r_2,q)##. Now I have the function of the form ##f(r_1^*(r_2,q),r_2,q_1^*(r_2,q),q).##

Now I solved ##\frac{\partial f(r_1^*(r_2,q),r_2,q_1^*(r_2,q),q)}{\partial r_2}=0## for ##r_2^*(q)##.

So, the final function is of the form ##f(r_1^*(r_2^*(q),q),r_2^*(q),q_1^*(r_2^*(q),q),q)## which is fine. Now I see later that ##r_1^*(r_2^*(q),q)=0## and ##q_1^*(r_2^*(q),q)=0##.

So, if I directly look for the function ##f(0,r_2,0,q)## and it's minima wrt ##r_2##, it's giving a different result, i.e. I have

##\min_{r_2} f(0,r_2,0,q) \neq f(r_1^*(r_2^*(q),q),r_2^*(q),q_1^*(r_2^*(q),q),q)## even though ##r_1^*(r_2^*(q),q)=0## and ##q_1^*(r_2^*(q),q)=0##. Why is this the case? Are there other simple examples?

The function is
##f(r_1,r_2,q_1,q)=3r_1+r_2+q_1^2/r_1+2(q-q_1)^2/(r_2-r_1)## and

##f(0,r_2,0,q)=r_2+2(q-q_1)^2/r_2##

##r_2^*(q)=\sqrt{\frac{2}{3}}q##,
##r_1(r_2^*(q),q)=0## and ##q_1(r_2^*(q),q)=0##.
 
Last edited by a moderator:
Physics news on Phys.org
Hi,

I have diffculty following the steps; perhaps you can post them ?

And I don't see how ##r_1(r_2^*(q),q)=0## can come out: ##f## does not exist for ##r_1 = 0## ...

##\ ##
 
I had made some trivial mistake in calculation. Solved it now. Thanks.
 
  • Like
Likes   Reactions: scottdave
RickRazor said:
I had made some trivial mistake in calculation. Solved it now. Thanks.
I'm glad you solved it.

Did it have to do with having r1 in the denominator in one instance then r2 in the denominator in the second instance?
 

Similar threads

  • · Replies 23 ·
Replies
23
Views
2K
  • · Replies 12 ·
Replies
12
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 6 ·
Replies
6
Views
2K
  • · Replies 42 ·
2
Replies
42
Views
4K
Replies
16
Views
3K
  • · Replies 6 ·
Replies
6
Views
2K
  • · Replies 3 ·
Replies
3
Views
4K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K