Find local minimizers for x21 x22 subject to x21 2x1x2 x2
Solution
Let x1=x and x2=y.
Let f:=x2+y2
g:= x2+2xy+y2-1
h:=x2-y2
The equations are: (fx , fy)=K(gx, gy)+L(hx ,hy) , g=0, and h=0.
2x=K(2x+2y)+L(2x) -----(1)
2y=K(2x+2y)+L(-2y) -----(2)
x2+2xy+y2-1=0 ------(3)
x2-y2=0 -------(4)
From (3) x2+2xy+y2-1=0 i.e. (x+y)2 =1 i.e (x+y)=+1 or x+y=-1.------(5)
From (4) x2-y2=0 implies (x-y)(x+y)=0 implies x-y=0....(Since from (5) x+y is non zero).So, (x-y)=0---(6)
Now, subtracting eq. (2) from eq.( 1) we get,
2(x-y)=0+2L(x+y).
(Since x-y=0) we get 2L(x+y)=0
which implies L=0.(since x+y is non zero). So, L=0-----(7)
Now putting L in(1) and (2) we get,
2x=2K(x+y) ----(8)
2y=2K(x+y) -------(9)
Now adding (8) and (9) we get
2(x+y)=4K(x+y) (since (x+y) is nonzero)
2=4K which implies K=1/2. K=1/2 ----------(10)
case (i)... (x+y)=1
Substitute K in (8) and (9) we get x=1/2 and y=1/2.
case (ii)... (x+y)=-1
Substitute K in (8) and (9) we get x=-1/2 and y=-1/2.
These two points satisfy the conditions x2+2xy+y2 =1 and x2-y2 <=0.
The value of f at (1/2,1/2) is 1/2 and at (-1/2,-1/2) is 1/2.
Hence both points (1/2,1/2) and (-1/2, -1/2) are minimizers of f and the minimium value is 1/2.
