How do you minimize and maximize f(x,y)=(x-2)^2/9+(y-3)^2/36f(x,y)=(x2)29+(y3)236 constrained to 0<x-y^2<50<xy2<5?

1 Answer
Jun 21, 2016

Local minima at
x = 2.13184, y = 1.46008x=2.13184,y=1.46008
x = 1.57632, y = -1.25551x=1.57632,y=1.25551
x =5.01427, y = 0.119455x=5.01427,y=0.119455

Local maximum at
x = 0.0418471, y = -0.204566x=0.0418471,y=0.204566

Explanation:

Using slack variables s_1,s_2s1,s2 to reduce the optimization problem to an equality restrictions one, the formulation can be stated as

min/max

f(x,y) = (x - 2)^2/9 + (y - 3)^2/36f(x,y)=(x2)29+(y3)236

subjected to

g_1(x,y,s_1) = x - y^2 - s_1^2g1(x,y,s1)=xy2s21
g_2(x,y,s_1) = x - y^2 + s_2^2-5g2(x,y,s1)=xy2+s225

The lagrangian

L(x,y,s_1,lambda_1,s_2,lambda_2) = f(x,y)+lambda_1g_1(x,y,s_1)+lambda_2g_2(x,y,s_2)L(x,y,s1,λ1,s2,λ2)=f(x,y)+λ1g1(x,y,s1)+λ2g2(x,y,s2)

is analytical so the determination of stationary points include the local maxima/minima points.

The stationary points are solutions of

grad L(x,y,s_1,lambda_1,s_2,lambda_2) = vec 0L(x,y,s1,λ1,s2,λ2)=0

for x,y,s_1,lambda_1,s_2,lambda_2x,y,s1,λ1,s2,λ2

{ (lambda_1 + lambda_2 + 2/9 (x-2)=0), (1/18 (y-3) - 2 lambda_1 y - 2 lambda_2 y=0), (-s_1^2 + x - y^2=0),( -2 lambda_1 s_1=0),( -5 + s_2^2 + x - y^2=0), (2 lambda_2 s_2=0) :}

giving

( (x = 2.13184, y = 1.46008, lambda_1 = -0.0292967, s_1 = 0., lambda_2 = 0., s_2 = -2.23607), (x = 0.0418471, y = -0.204566, lambda_1 = 0.435145, s_1 = 0., lambda_2 = 0., s_2 = -2.23607), (x = 1.57632, y = -1.25551 , lambda_1 = 0.0941516, s_1 = 0., lambda_2 = 0., s_2 = -2.23607), (x =5.01427, y = 0.119455, lambda_1 = 0., s_1 = -2.23607, lambda_2 = -0.669838, s_2 = 0.) )

The first three points are located in the boundary defined by g_1(x,y,0)=0 so must be qualified by f_{g_1}. The last is located in the boundary defined by g_2(x,y,0)=0 and must be qualified by f_{g_2}

f_{g_1}(x) = 1/36 (25 + 6 sqrt[x] - 15 x + 4 x^2)
d^2/(dx^2)f_{g_1}(x) = 2/9 - 1/(24 x^(3/2))

d^2/(dx^2)f_{g_1}(2.13184) = 0.208836 local minimum
d^2/(dx^2)f_{g_1}( 0.0418471) =-4.64511 local maximum
d^2/(dx^2)f_{g_1}( 1.57632) =0.201169 local minimum

and

f_{g_2}(x) =1/36 ((sqrt[x-5])^2 + 4 (x-2)^2-3)
d^2/(dx^2)f_{g_2}(x) = 2/9 - 1/(24 (x-5)^(3/2))

d^2/(dx^2)f_{g_2}( 5.01427) =24.6667 local minimum

Attached the local extrema location with objetive function contours
and the surfaces involved.

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