Static Optimization problem assumptions












0












$begingroup$


Consider the following Constrained Optimization Problem:



$$max: -2(x+y)^2 +5x-y$$ Subject to:
$$x≤B$$ $$-x+2y≤3$$ $$y≥0$$
with$$ beta = 0$$
I have found the solution that solves the problem:$$x=beta$$ $$y=0$$ $$lambda_1 = 5-4beta$$ $$lambda_2 =0$$ $$lambda_3=4beta +1$$I found several other sets of solutions by not making any prior assumptions about the constraints, i.e., whether or not they were binding or slack.
I can see that the original function is decreasing in positive values of $y$, would it be reasonable to assume $y=0$ and then solve the problem? Or is working the entire problem out the only way to be sure that the solution is correct?










share|cite|improve this question









$endgroup$

















    0












    $begingroup$


    Consider the following Constrained Optimization Problem:



    $$max: -2(x+y)^2 +5x-y$$ Subject to:
    $$x≤B$$ $$-x+2y≤3$$ $$y≥0$$
    with$$ beta = 0$$
    I have found the solution that solves the problem:$$x=beta$$ $$y=0$$ $$lambda_1 = 5-4beta$$ $$lambda_2 =0$$ $$lambda_3=4beta +1$$I found several other sets of solutions by not making any prior assumptions about the constraints, i.e., whether or not they were binding or slack.
    I can see that the original function is decreasing in positive values of $y$, would it be reasonable to assume $y=0$ and then solve the problem? Or is working the entire problem out the only way to be sure that the solution is correct?










    share|cite|improve this question









    $endgroup$















      0












      0








      0





      $begingroup$


      Consider the following Constrained Optimization Problem:



      $$max: -2(x+y)^2 +5x-y$$ Subject to:
      $$x≤B$$ $$-x+2y≤3$$ $$y≥0$$
      with$$ beta = 0$$
      I have found the solution that solves the problem:$$x=beta$$ $$y=0$$ $$lambda_1 = 5-4beta$$ $$lambda_2 =0$$ $$lambda_3=4beta +1$$I found several other sets of solutions by not making any prior assumptions about the constraints, i.e., whether or not they were binding or slack.
      I can see that the original function is decreasing in positive values of $y$, would it be reasonable to assume $y=0$ and then solve the problem? Or is working the entire problem out the only way to be sure that the solution is correct?










      share|cite|improve this question









      $endgroup$




      Consider the following Constrained Optimization Problem:



      $$max: -2(x+y)^2 +5x-y$$ Subject to:
      $$x≤B$$ $$-x+2y≤3$$ $$y≥0$$
      with$$ beta = 0$$
      I have found the solution that solves the problem:$$x=beta$$ $$y=0$$ $$lambda_1 = 5-4beta$$ $$lambda_2 =0$$ $$lambda_3=4beta +1$$I found several other sets of solutions by not making any prior assumptions about the constraints, i.e., whether or not they were binding or slack.
      I can see that the original function is decreasing in positive values of $y$, would it be reasonable to assume $y=0$ and then solve the problem? Or is working the entire problem out the only way to be sure that the solution is correct?







      convex-optimization nonlinear-optimization economics






      share|cite|improve this question













      share|cite|improve this question











      share|cite|improve this question




      share|cite|improve this question










      asked Dec 16 '18 at 17:05









      Justyen77Justyen77

      83




      83






















          1 Answer
          1






          active

          oldest

          votes


















          0












          $begingroup$

          Solving with the help of Lagrange Multipliers and introducing some slack variables $(epsilon_i)$ to reduce the inequalities to equalities we have with $f(x,y) = -2(x+y)^2+5x-y$



          $$
          L(x,y,lambda,epsilon) = f(x,y)+lambda_1(x-beta+epsilon_1^2)+lambda_2(-x+2y-3-epsilon_2^2)+lambda_3(y-epsilon_3^2)
          $$



          The stationary conditions are



          $$
          L_x = 5+lambda_1-lambda_2-4(x+y)=0\
          L_y = -1+2lambda_2+lambda_3-4(x+y) = 0\
          L_{lambda_1} = -beta+x+epsilon_1^2 = 0\
          L_{lambda_2} = 2y-3-x-epsilon_2^2 = 0\
          L_{lambda_3} = y-epsilon_3^2 = 0\
          L_{epsilon_1} = lambda_1epsilon_1 = 0\
          L_{epsilon_2} = lambda_2epsilon_2 = 0\
          L_{epsilon_3} = lambda_3epsilon_3 = 0
          $$



          Solving those equations we have the possible stationary points as well as the $f(x,y)$ value according to the table



          $$
          begin{array}{ccccccccc}
          x & y & lambda_1 & lambda_2 &lambda_3 &epsilon_1 &epsilon_2 &epsilon_3 & f\
          beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & -frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
          (beta +1)+4) \
          beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
          (beta +1)+4) \
          beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & -sqrt{-beta -3} & 0 & (5-2 beta ) beta \
          beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & sqrt{-beta -3} & 0 & (5-2 beta ) beta \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          -3 & 0 & 0 & 17 & -45 & -sqrt{beta +3} & 0 & 0 & -33 \
          -3 & 0 & 0 & 17 & -45 & sqrt{beta +3} & 0 & 0 & -33 \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
          end{array}
          $$



          NOTES



          1-Some values are duplicate due to the adoption of $epsilon_i$ squared.



          2-Solutions with at least one $epsilon_i = 0$ are located at the boundary. As we can observe, all solutions are at the feasible region boundary.



          3-Once the $beta$ value is fixed, the maximum and minimum can be chosen.






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            I'm trying to solve such problems on paper, is there any way to accomplish this without going through every possible scenario? I can also see that my solution was incorrect, thanks!
            $endgroup$
            – Justyen77
            Dec 16 '18 at 19:43












          • $begingroup$
            Acutally, I think my original solution was correct, sorry.
            $endgroup$
            – Justyen77
            Dec 16 '18 at 19:49











          Your Answer





          StackExchange.ifUsing("editor", function () {
          return StackExchange.using("mathjaxEditing", function () {
          StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
          StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
          });
          });
          }, "mathjax-editing");

          StackExchange.ready(function() {
          var channelOptions = {
          tags: "".split(" "),
          id: "69"
          };
          initTagRenderer("".split(" "), "".split(" "), channelOptions);

          StackExchange.using("externalEditor", function() {
          // Have to fire editor after snippets, if snippets enabled
          if (StackExchange.settings.snippets.snippetsEnabled) {
          StackExchange.using("snippets", function() {
          createEditor();
          });
          }
          else {
          createEditor();
          }
          });

          function createEditor() {
          StackExchange.prepareEditor({
          heartbeatType: 'answer',
          autoActivateHeartbeat: false,
          convertImagesToLinks: true,
          noModals: true,
          showLowRepImageUploadWarning: true,
          reputationToPostImages: 10,
          bindNavPrevention: true,
          postfix: "",
          imageUploader: {
          brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
          contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
          allowUrls: true
          },
          noCode: true, onDemand: true,
          discardSelector: ".discard-answer"
          ,immediatelyShowMarkdownHelp:true
          });


          }
          });














          draft saved

          draft discarded


















          StackExchange.ready(
          function () {
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3042847%2fstatic-optimization-problem-assumptions%23new-answer', 'question_page');
          }
          );

          Post as a guest















          Required, but never shown

























          1 Answer
          1






          active

          oldest

          votes








          1 Answer
          1






          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes









          0












          $begingroup$

          Solving with the help of Lagrange Multipliers and introducing some slack variables $(epsilon_i)$ to reduce the inequalities to equalities we have with $f(x,y) = -2(x+y)^2+5x-y$



          $$
          L(x,y,lambda,epsilon) = f(x,y)+lambda_1(x-beta+epsilon_1^2)+lambda_2(-x+2y-3-epsilon_2^2)+lambda_3(y-epsilon_3^2)
          $$



          The stationary conditions are



          $$
          L_x = 5+lambda_1-lambda_2-4(x+y)=0\
          L_y = -1+2lambda_2+lambda_3-4(x+y) = 0\
          L_{lambda_1} = -beta+x+epsilon_1^2 = 0\
          L_{lambda_2} = 2y-3-x-epsilon_2^2 = 0\
          L_{lambda_3} = y-epsilon_3^2 = 0\
          L_{epsilon_1} = lambda_1epsilon_1 = 0\
          L_{epsilon_2} = lambda_2epsilon_2 = 0\
          L_{epsilon_3} = lambda_3epsilon_3 = 0
          $$



          Solving those equations we have the possible stationary points as well as the $f(x,y)$ value according to the table



          $$
          begin{array}{ccccccccc}
          x & y & lambda_1 & lambda_2 &lambda_3 &epsilon_1 &epsilon_2 &epsilon_3 & f\
          beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & -frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
          (beta +1)+4) \
          beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
          (beta +1)+4) \
          beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & -sqrt{-beta -3} & 0 & (5-2 beta ) beta \
          beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & sqrt{-beta -3} & 0 & (5-2 beta ) beta \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          -3 & 0 & 0 & 17 & -45 & -sqrt{beta +3} & 0 & 0 & -33 \
          -3 & 0 & 0 & 17 & -45 & sqrt{beta +3} & 0 & 0 & -33 \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
          end{array}
          $$



          NOTES



          1-Some values are duplicate due to the adoption of $epsilon_i$ squared.



          2-Solutions with at least one $epsilon_i = 0$ are located at the boundary. As we can observe, all solutions are at the feasible region boundary.



          3-Once the $beta$ value is fixed, the maximum and minimum can be chosen.






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            I'm trying to solve such problems on paper, is there any way to accomplish this without going through every possible scenario? I can also see that my solution was incorrect, thanks!
            $endgroup$
            – Justyen77
            Dec 16 '18 at 19:43












          • $begingroup$
            Acutally, I think my original solution was correct, sorry.
            $endgroup$
            – Justyen77
            Dec 16 '18 at 19:49
















          0












          $begingroup$

          Solving with the help of Lagrange Multipliers and introducing some slack variables $(epsilon_i)$ to reduce the inequalities to equalities we have with $f(x,y) = -2(x+y)^2+5x-y$



          $$
          L(x,y,lambda,epsilon) = f(x,y)+lambda_1(x-beta+epsilon_1^2)+lambda_2(-x+2y-3-epsilon_2^2)+lambda_3(y-epsilon_3^2)
          $$



          The stationary conditions are



          $$
          L_x = 5+lambda_1-lambda_2-4(x+y)=0\
          L_y = -1+2lambda_2+lambda_3-4(x+y) = 0\
          L_{lambda_1} = -beta+x+epsilon_1^2 = 0\
          L_{lambda_2} = 2y-3-x-epsilon_2^2 = 0\
          L_{lambda_3} = y-epsilon_3^2 = 0\
          L_{epsilon_1} = lambda_1epsilon_1 = 0\
          L_{epsilon_2} = lambda_2epsilon_2 = 0\
          L_{epsilon_3} = lambda_3epsilon_3 = 0
          $$



          Solving those equations we have the possible stationary points as well as the $f(x,y)$ value according to the table



          $$
          begin{array}{ccccccccc}
          x & y & lambda_1 & lambda_2 &lambda_3 &epsilon_1 &epsilon_2 &epsilon_3 & f\
          beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & -frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
          (beta +1)+4) \
          beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
          (beta +1)+4) \
          beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & -sqrt{-beta -3} & 0 & (5-2 beta ) beta \
          beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & sqrt{-beta -3} & 0 & (5-2 beta ) beta \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          -3 & 0 & 0 & 17 & -45 & -sqrt{beta +3} & 0 & 0 & -33 \
          -3 & 0 & 0 & 17 & -45 & sqrt{beta +3} & 0 & 0 & -33 \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
          end{array}
          $$



          NOTES



          1-Some values are duplicate due to the adoption of $epsilon_i$ squared.



          2-Solutions with at least one $epsilon_i = 0$ are located at the boundary. As we can observe, all solutions are at the feasible region boundary.



          3-Once the $beta$ value is fixed, the maximum and minimum can be chosen.






          share|cite|improve this answer











          $endgroup$













          • $begingroup$
            I'm trying to solve such problems on paper, is there any way to accomplish this without going through every possible scenario? I can also see that my solution was incorrect, thanks!
            $endgroup$
            – Justyen77
            Dec 16 '18 at 19:43












          • $begingroup$
            Acutally, I think my original solution was correct, sorry.
            $endgroup$
            – Justyen77
            Dec 16 '18 at 19:49














          0












          0








          0





          $begingroup$

          Solving with the help of Lagrange Multipliers and introducing some slack variables $(epsilon_i)$ to reduce the inequalities to equalities we have with $f(x,y) = -2(x+y)^2+5x-y$



          $$
          L(x,y,lambda,epsilon) = f(x,y)+lambda_1(x-beta+epsilon_1^2)+lambda_2(-x+2y-3-epsilon_2^2)+lambda_3(y-epsilon_3^2)
          $$



          The stationary conditions are



          $$
          L_x = 5+lambda_1-lambda_2-4(x+y)=0\
          L_y = -1+2lambda_2+lambda_3-4(x+y) = 0\
          L_{lambda_1} = -beta+x+epsilon_1^2 = 0\
          L_{lambda_2} = 2y-3-x-epsilon_2^2 = 0\
          L_{lambda_3} = y-epsilon_3^2 = 0\
          L_{epsilon_1} = lambda_1epsilon_1 = 0\
          L_{epsilon_2} = lambda_2epsilon_2 = 0\
          L_{epsilon_3} = lambda_3epsilon_3 = 0
          $$



          Solving those equations we have the possible stationary points as well as the $f(x,y)$ value according to the table



          $$
          begin{array}{ccccccccc}
          x & y & lambda_1 & lambda_2 &lambda_3 &epsilon_1 &epsilon_2 &epsilon_3 & f\
          beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & -frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
          (beta +1)+4) \
          beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
          (beta +1)+4) \
          beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & -sqrt{-beta -3} & 0 & (5-2 beta ) beta \
          beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & sqrt{-beta -3} & 0 & (5-2 beta ) beta \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          -3 & 0 & 0 & 17 & -45 & -sqrt{beta +3} & 0 & 0 & -33 \
          -3 & 0 & 0 & 17 & -45 & sqrt{beta +3} & 0 & 0 & -33 \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
          end{array}
          $$



          NOTES



          1-Some values are duplicate due to the adoption of $epsilon_i$ squared.



          2-Solutions with at least one $epsilon_i = 0$ are located at the boundary. As we can observe, all solutions are at the feasible region boundary.



          3-Once the $beta$ value is fixed, the maximum and minimum can be chosen.






          share|cite|improve this answer











          $endgroup$



          Solving with the help of Lagrange Multipliers and introducing some slack variables $(epsilon_i)$ to reduce the inequalities to equalities we have with $f(x,y) = -2(x+y)^2+5x-y$



          $$
          L(x,y,lambda,epsilon) = f(x,y)+lambda_1(x-beta+epsilon_1^2)+lambda_2(-x+2y-3-epsilon_2^2)+lambda_3(y-epsilon_3^2)
          $$



          The stationary conditions are



          $$
          L_x = 5+lambda_1-lambda_2-4(x+y)=0\
          L_y = -1+2lambda_2+lambda_3-4(x+y) = 0\
          L_{lambda_1} = -beta+x+epsilon_1^2 = 0\
          L_{lambda_2} = 2y-3-x-epsilon_2^2 = 0\
          L_{lambda_3} = y-epsilon_3^2 = 0\
          L_{epsilon_1} = lambda_1epsilon_1 = 0\
          L_{epsilon_2} = lambda_2epsilon_2 = 0\
          L_{epsilon_3} = lambda_3epsilon_3 = 0
          $$



          Solving those equations we have the possible stationary points as well as the $f(x,y)$ value according to the table



          $$
          begin{array}{ccccccccc}
          x & y & lambda_1 & lambda_2 &lambda_3 &epsilon_1 &epsilon_2 &epsilon_3 & f\
          beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & -frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
          (beta +1)+4) \
          beta & frac{beta +3}{2} & 9 beta +frac{9}{2} & 3 beta +frac{7}{2} & 0 & 0 & 0 & frac{sqrt{beta +3}}{sqrt{2}} & -frac{3}{2} (3 beta
          (beta +1)+4) \
          beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & -sqrt{-beta -3} & 0 & (5-2 beta ) beta \
          beta & 0 & 4 beta -5 & 0 & 4 beta +1 & 0 & sqrt{-beta -3} & 0 & (5-2 beta ) beta \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & -sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & -frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          beta & -beta -frac{1}{4} & -6 & 0 & 0 & 0 & sqrt{-3 beta -frac{7}{2}} & frac{1}{2} sqrt{-4 beta -1} & 6 beta +frac{1}{8} \
          -3 & 0 & 0 & 17 & -45 & -sqrt{beta +3} & 0 & 0 & -33 \
          -3 & 0 & 0 & 17 & -45 & sqrt{beta +3} & 0 & 0 & -33 \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & -sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & -frac{sqrt{5}}{2} & -frac{39}{8} \
          -frac{1}{2} & frac{5}{4} & 0 & 2 & 0 & sqrt{beta +frac{1}{2}} & 0 & frac{sqrt{5}}{2} & -frac{39}{8} \
          end{array}
          $$



          NOTES



          1-Some values are duplicate due to the adoption of $epsilon_i$ squared.



          2-Solutions with at least one $epsilon_i = 0$ are located at the boundary. As we can observe, all solutions are at the feasible region boundary.



          3-Once the $beta$ value is fixed, the maximum and minimum can be chosen.







          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          edited Dec 16 '18 at 19:25

























          answered Dec 16 '18 at 19:18









          CesareoCesareo

          9,3363517




          9,3363517












          • $begingroup$
            I'm trying to solve such problems on paper, is there any way to accomplish this without going through every possible scenario? I can also see that my solution was incorrect, thanks!
            $endgroup$
            – Justyen77
            Dec 16 '18 at 19:43












          • $begingroup$
            Acutally, I think my original solution was correct, sorry.
            $endgroup$
            – Justyen77
            Dec 16 '18 at 19:49


















          • $begingroup$
            I'm trying to solve such problems on paper, is there any way to accomplish this without going through every possible scenario? I can also see that my solution was incorrect, thanks!
            $endgroup$
            – Justyen77
            Dec 16 '18 at 19:43












          • $begingroup$
            Acutally, I think my original solution was correct, sorry.
            $endgroup$
            – Justyen77
            Dec 16 '18 at 19:49
















          $begingroup$
          I'm trying to solve such problems on paper, is there any way to accomplish this without going through every possible scenario? I can also see that my solution was incorrect, thanks!
          $endgroup$
          – Justyen77
          Dec 16 '18 at 19:43






          $begingroup$
          I'm trying to solve such problems on paper, is there any way to accomplish this without going through every possible scenario? I can also see that my solution was incorrect, thanks!
          $endgroup$
          – Justyen77
          Dec 16 '18 at 19:43














          $begingroup$
          Acutally, I think my original solution was correct, sorry.
          $endgroup$
          – Justyen77
          Dec 16 '18 at 19:49




          $begingroup$
          Acutally, I think my original solution was correct, sorry.
          $endgroup$
          – Justyen77
          Dec 16 '18 at 19:49


















          draft saved

          draft discarded




















































          Thanks for contributing an answer to Mathematics Stack Exchange!


          • Please be sure to answer the question. Provide details and share your research!

          But avoid



          • Asking for help, clarification, or responding to other answers.

          • Making statements based on opinion; back them up with references or personal experience.


          Use MathJax to format equations. MathJax reference.


          To learn more, see our tips on writing great answers.




          draft saved


          draft discarded














          StackExchange.ready(
          function () {
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3042847%2fstatic-optimization-problem-assumptions%23new-answer', 'question_page');
          }
          );

          Post as a guest















          Required, but never shown





















































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown

































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown







          Popular posts from this blog

          Plaza Victoria

          Puebla de Zaragoza

          Musa