Optimization problem Analytically find the optimum solutions
Optimization problem.
Analytically, find the optimum solutions and optimum function variable to the following optimization problem. min_x, y f(x, y) = (x - 2)^2 + (y + 1)^2 subject to: 2x + 3y - 4 = 0Solution
We solve this problem using method of Lagrangians
Let, g(x,y)=2x+3y-4=0
Sol Lagrangian for htis problem is
L=f(x,y)+t g(x,y)
L_x=2(x-2)+2t=0
L_y=2(y+1)+3t=0
HEnce,
3(x-2)=4(y+1)
(x-2)=4(y+1)/3
x=2+4y/3+1/3=4y/3+7/3
x=4y/3+7/3
2x+3y=4
8y/3+14/3+3y=4
8y+14+9y=12
17y=-2
y=-2/17
x=4y/3+7/3
x=-8/51+7/3=(111)/51=37/17
f(x)_min=(37/17-2)^2+(-2/17+1)^2=(3/17)^2+(15/17)^2=9/289+225/289=234/289
