Multivariable Calculus · 免费预览

单个约束下的拉格朗日乘数法

通过梯度平行条件、带约束方程的乘数方程组,以及对乘数本身的解释来研究约束优化。

1. The champion on the constraint has parallel gradients

The champion on the constraint has parallel gradients

2. A worked constrained problem

A worked constrained problem

3. The multiplier carries information

The multiplier carries information

4. Practical notes on solving the system

Practical notes on solving the system

5. Setting up the system

To optimize f(x,y)=x+2yf(x, y) = x + 2y subject to x2+y2=5x^2 + y^2 = 5, which Lagrange system is correct?

6. Solving and comparing

Solving the system gives candidates (1,2)(1, 2) and (−1,−2)(-1, -2) for f=x+2yf = x + 2y on x2+y2=5x^2 + y^2 = 5. What are the constrained maximum and minimum?

7. Reading the multiplier

At a constrained optimum, the multiplier is found to be λ=0\lambda = 0. What does this report?

8. Distance interpretation of the optimum

Among points of the circle x2+y2=5x^2 + y^2 = 5, the point (1,2)(1, 2) maximizes f=x+2yf = x + 2y. Give the value of ff there, as a plain number.

9. Multiplier sensitivity

A constrained optimum has λ=3\lambda = 3, and the constraint level is nudged from c=10c = 10 to c=10.4c = 10.4. Estimate the change in the optimal value of ff, as a decimal like 1.2.

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