Finding the minimum and maximum values of a function over a boundary of a compact set.












0












$begingroup$


I want to calculate the minimum and maximum values the function $f:z^2-2x^2-y^2-4xy-2xz-z+x$ takes on the boundary of the compact set $$begin{cases}6x^2+y^2+z^2+4xy-2zxleq1 spacespace(1) \ 4x^2+y^2+4xy+2xzleq z^2space space spacespacespacespacespacespacespace(2)end{cases}$$
To do so, I use the Lagrange multiplier method. From $(1)$ and $(2)$ I get $$g(x,y)=10x^2+2y^2+8xy=1$$
Therefore I need to solve the system of equations $$begin{cases}-4x-4y-2z+1+lambda(20x+8y)=0 \
-2y-4x+lambda(4y + 8x)=0\
2z-2x-1=0\
10x^2+2y^2+8xy=1end{cases}$$

Using substitution, I solved this system of equations, the solutions are $x=0,y=frac{1}{sqrt{2}},z=frac{1}{2},lambda=frac{1}{2}$ and $x=frac{1}{sqrt{2}},y=frac{-2}{sqrt{2}},z=frac{1+frac{2}{sqrt{2}}}{2},lambda=frac{1}{2}$



Which gives a minimum: $frac{-3}{4}$ and a maximum $frac{-15}{4}+frac{8}{sqrt{2}}$



Is this correct?
I am told there are more minimums and maximums, maybe I missed more solutions of the system of equations? I don't have much experience solving systems of non linear equations.










share|cite|improve this question









$endgroup$








  • 2




    $begingroup$
    (1)+(2) implies $g(x,y)le 1$, but not equivalent to. You have to use two Lagrange multipliers - one for each inequality.
    $endgroup$
    – A.Γ.
    Dec 21 '18 at 11:50
















0












$begingroup$


I want to calculate the minimum and maximum values the function $f:z^2-2x^2-y^2-4xy-2xz-z+x$ takes on the boundary of the compact set $$begin{cases}6x^2+y^2+z^2+4xy-2zxleq1 spacespace(1) \ 4x^2+y^2+4xy+2xzleq z^2space space spacespacespacespacespacespacespace(2)end{cases}$$
To do so, I use the Lagrange multiplier method. From $(1)$ and $(2)$ I get $$g(x,y)=10x^2+2y^2+8xy=1$$
Therefore I need to solve the system of equations $$begin{cases}-4x-4y-2z+1+lambda(20x+8y)=0 \
-2y-4x+lambda(4y + 8x)=0\
2z-2x-1=0\
10x^2+2y^2+8xy=1end{cases}$$

Using substitution, I solved this system of equations, the solutions are $x=0,y=frac{1}{sqrt{2}},z=frac{1}{2},lambda=frac{1}{2}$ and $x=frac{1}{sqrt{2}},y=frac{-2}{sqrt{2}},z=frac{1+frac{2}{sqrt{2}}}{2},lambda=frac{1}{2}$



Which gives a minimum: $frac{-3}{4}$ and a maximum $frac{-15}{4}+frac{8}{sqrt{2}}$



Is this correct?
I am told there are more minimums and maximums, maybe I missed more solutions of the system of equations? I don't have much experience solving systems of non linear equations.










share|cite|improve this question









$endgroup$








  • 2




    $begingroup$
    (1)+(2) implies $g(x,y)le 1$, but not equivalent to. You have to use two Lagrange multipliers - one for each inequality.
    $endgroup$
    – A.Γ.
    Dec 21 '18 at 11:50














0












0








0





$begingroup$


I want to calculate the minimum and maximum values the function $f:z^2-2x^2-y^2-4xy-2xz-z+x$ takes on the boundary of the compact set $$begin{cases}6x^2+y^2+z^2+4xy-2zxleq1 spacespace(1) \ 4x^2+y^2+4xy+2xzleq z^2space space spacespacespacespacespacespacespace(2)end{cases}$$
To do so, I use the Lagrange multiplier method. From $(1)$ and $(2)$ I get $$g(x,y)=10x^2+2y^2+8xy=1$$
Therefore I need to solve the system of equations $$begin{cases}-4x-4y-2z+1+lambda(20x+8y)=0 \
-2y-4x+lambda(4y + 8x)=0\
2z-2x-1=0\
10x^2+2y^2+8xy=1end{cases}$$

Using substitution, I solved this system of equations, the solutions are $x=0,y=frac{1}{sqrt{2}},z=frac{1}{2},lambda=frac{1}{2}$ and $x=frac{1}{sqrt{2}},y=frac{-2}{sqrt{2}},z=frac{1+frac{2}{sqrt{2}}}{2},lambda=frac{1}{2}$



Which gives a minimum: $frac{-3}{4}$ and a maximum $frac{-15}{4}+frac{8}{sqrt{2}}$



Is this correct?
I am told there are more minimums and maximums, maybe I missed more solutions of the system of equations? I don't have much experience solving systems of non linear equations.










share|cite|improve this question









$endgroup$




I want to calculate the minimum and maximum values the function $f:z^2-2x^2-y^2-4xy-2xz-z+x$ takes on the boundary of the compact set $$begin{cases}6x^2+y^2+z^2+4xy-2zxleq1 spacespace(1) \ 4x^2+y^2+4xy+2xzleq z^2space space spacespacespacespacespacespacespace(2)end{cases}$$
To do so, I use the Lagrange multiplier method. From $(1)$ and $(2)$ I get $$g(x,y)=10x^2+2y^2+8xy=1$$
Therefore I need to solve the system of equations $$begin{cases}-4x-4y-2z+1+lambda(20x+8y)=0 \
-2y-4x+lambda(4y + 8x)=0\
2z-2x-1=0\
10x^2+2y^2+8xy=1end{cases}$$

Using substitution, I solved this system of equations, the solutions are $x=0,y=frac{1}{sqrt{2}},z=frac{1}{2},lambda=frac{1}{2}$ and $x=frac{1}{sqrt{2}},y=frac{-2}{sqrt{2}},z=frac{1+frac{2}{sqrt{2}}}{2},lambda=frac{1}{2}$



Which gives a minimum: $frac{-3}{4}$ and a maximum $frac{-15}{4}+frac{8}{sqrt{2}}$



Is this correct?
I am told there are more minimums and maximums, maybe I missed more solutions of the system of equations? I don't have much experience solving systems of non linear equations.







multivariable-calculus optimization lagrange-multiplier






share|cite|improve this question













share|cite|improve this question











share|cite|improve this question




share|cite|improve this question










asked Dec 21 '18 at 11:27









John KeeperJohn Keeper

548315




548315








  • 2




    $begingroup$
    (1)+(2) implies $g(x,y)le 1$, but not equivalent to. You have to use two Lagrange multipliers - one for each inequality.
    $endgroup$
    – A.Γ.
    Dec 21 '18 at 11:50














  • 2




    $begingroup$
    (1)+(2) implies $g(x,y)le 1$, but not equivalent to. You have to use two Lagrange multipliers - one for each inequality.
    $endgroup$
    – A.Γ.
    Dec 21 '18 at 11:50








2




2




$begingroup$
(1)+(2) implies $g(x,y)le 1$, but not equivalent to. You have to use two Lagrange multipliers - one for each inequality.
$endgroup$
– A.Γ.
Dec 21 '18 at 11:50




$begingroup$
(1)+(2) implies $g(x,y)le 1$, but not equivalent to. You have to use two Lagrange multipliers - one for each inequality.
$endgroup$
– A.Γ.
Dec 21 '18 at 11:50










1 Answer
1






active

oldest

votes


















1












$begingroup$

Calling



$$
f(x,y,z) = z^2 - 2 x^2 - y^2 - 4 x y - 2 x z - z + x\
g_1(x,y,z) = 6 x^2 + y^2 + z^2 + 4 x y - 2 z x - 1\
g_2(x,y,z) = 4 x^2 + y^2 + 4 x y + 2 x z - z^2
$$



and introducing the auxiliary slack variables $epsilon_i$ to transform the inequalities into equalities, we have the lagrangian



$$
L(X,lambda,epsilon) = f(x,y,z)+lambda_1(g_1(x,y,z)+epsilon_1^2)+lambda_2(g_2(x,y,z)+epsilon_2^2)
$$



The stationary points are obtained by solving



$$
left{
begin{array}{rcl}
-4 x-4 y+lambda_1 (12 x+4 y-2 z)-2 z+lambda_2(8 x+4 y+2 z)+1&=&0 \
-4 x-2 y+lambda_1(4 x+2 y)+lambda_2(4 x+2 y)&=&0 \
-2 x+lambda_2 (2 x-2 z)+2 z+lambda_1(2 z-2 x)-1&=&0 \
epsilon_1^2+6 x^2+y^2+z^2+4 x y-2 x z-1&=&0 \
epsilon_2^2+4 x^2+y^2-z^2+4 x y+2 x z&=&0 \
2 epsilon_1lambda_1&=&0 \
2 epsilon_2 lambda_2&=&0 \
end{array}
right.
$$



with the solutions



$$
begin{array}{cccccccc}
x & y & z & lambda_1 & lambda_2 & epsilon_1 & epsilon_2 & f(x,y, z) \
-frac{1}{4} & frac{1}{2} & 0 & 0 & -1 & frac{sqrt{frac{7}{2}}}{2} & 0 & -frac{1}{8} \
0 & 0 & -1 & -frac{3}{2} & 0 & 0 & 1 & 2 \
0 & 0 & frac{1}{2} & 0 & 0 & frac{sqrt{3}}{2} & frac{1}{2} & -frac{1}{4} \
0 & 0 & 1 & -frac{1}{2} & 0 & 0 & 1 & 0 \
0 & -frac{1}{sqrt{2}} & -frac{1}{sqrt{2}} & -frac{1}{2 sqrt{2}} & frac{1}{2} left(2+frac{1}{sqrt{2}}right) & 0 & 0 & frac{1}{sqrt{2}}
\
0 & frac{1}{sqrt{2}} & -frac{1}{sqrt{2}} & -frac{1}{2 sqrt{2}} & frac{1}{2} left(2+frac{1}{sqrt{2}}right) & 0 & 0 & frac{1}{sqrt{2}} \
0 & -frac{1}{sqrt{2}} & frac{1}{sqrt{2}} & frac{1}{2 sqrt{2}} & frac{1}{2} left(2-frac{1}{sqrt{2}}right) & 0 & 0 & -frac{1}{sqrt{2}} \
0 & frac{1}{sqrt{2}} & frac{1}{sqrt{2}} & frac{1}{2 sqrt{2}} & frac{1}{2} left(2-frac{1}{sqrt{2}}right) & 0 & 0 & -frac{1}{sqrt{2}} \
frac{1}{4} & -frac{1}{2} & frac{1}{2} & 0 & -1 & frac{sqrt{frac{7}{2}}}{2} & 0 & -frac{1}{8} \
-frac{1}{sqrt{2}} & sqrt{2} & 0 & frac{1}{2} left(-2+frac{1}{sqrt{2}}right) & -frac{1}{2 sqrt{2}} & 0 & 0 & 1-frac{1}{sqrt{2}} \
-frac{1}{sqrt{2}} & sqrt{2} & -sqrt{2} & frac{1}{2} left(-2-frac{1}{sqrt{2}}right) & frac{1}{2 sqrt{2}} & 0 & 0 &
1+frac{1}{sqrt{2}} \
frac{1}{sqrt{2}} & -sqrt{2} & 0 & frac{1}{2} left(-2-frac{1}{sqrt{2}}right) & frac{1}{2 sqrt{2}} & 0 & 0 & 1+frac{1}{sqrt{2}} \
frac{1}{sqrt{2}} & -sqrt{2} & sqrt{2} & frac{1}{2} left(-2+frac{1}{sqrt{2}}right) & -frac{1}{2 sqrt{2}} & 0 & 0 &
1-frac{1}{sqrt{2}}\
end{array}
$$



as we can observe, there are a lot of stationary points. Stationary points with at least one $epsilon_i = 0$ are located at the feasible region boundary. Solutions with all $epsilon_i ne 0$ are internal stationary points.






share|cite|improve this answer











$endgroup$













  • $begingroup$
    When facing this kind of system of equations, how do you solve it?
    $endgroup$
    – John Keeper
    Dec 21 '18 at 16:13










  • $begingroup$
    @JohnKeeper Note that in $epsilon_ilambda_i=0$ either $epsilon_i = 0$ or $lambda_i = 0$ or both nulls. This simplifies a lot.
    $endgroup$
    – Cesareo
    Dec 21 '18 at 16:58














Your Answer








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%2f3048417%2ffinding-the-minimum-and-maximum-values-of-a-function-over-a-boundary-of-a-compac%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









1












$begingroup$

Calling



$$
f(x,y,z) = z^2 - 2 x^2 - y^2 - 4 x y - 2 x z - z + x\
g_1(x,y,z) = 6 x^2 + y^2 + z^2 + 4 x y - 2 z x - 1\
g_2(x,y,z) = 4 x^2 + y^2 + 4 x y + 2 x z - z^2
$$



and introducing the auxiliary slack variables $epsilon_i$ to transform the inequalities into equalities, we have the lagrangian



$$
L(X,lambda,epsilon) = f(x,y,z)+lambda_1(g_1(x,y,z)+epsilon_1^2)+lambda_2(g_2(x,y,z)+epsilon_2^2)
$$



The stationary points are obtained by solving



$$
left{
begin{array}{rcl}
-4 x-4 y+lambda_1 (12 x+4 y-2 z)-2 z+lambda_2(8 x+4 y+2 z)+1&=&0 \
-4 x-2 y+lambda_1(4 x+2 y)+lambda_2(4 x+2 y)&=&0 \
-2 x+lambda_2 (2 x-2 z)+2 z+lambda_1(2 z-2 x)-1&=&0 \
epsilon_1^2+6 x^2+y^2+z^2+4 x y-2 x z-1&=&0 \
epsilon_2^2+4 x^2+y^2-z^2+4 x y+2 x z&=&0 \
2 epsilon_1lambda_1&=&0 \
2 epsilon_2 lambda_2&=&0 \
end{array}
right.
$$



with the solutions



$$
begin{array}{cccccccc}
x & y & z & lambda_1 & lambda_2 & epsilon_1 & epsilon_2 & f(x,y, z) \
-frac{1}{4} & frac{1}{2} & 0 & 0 & -1 & frac{sqrt{frac{7}{2}}}{2} & 0 & -frac{1}{8} \
0 & 0 & -1 & -frac{3}{2} & 0 & 0 & 1 & 2 \
0 & 0 & frac{1}{2} & 0 & 0 & frac{sqrt{3}}{2} & frac{1}{2} & -frac{1}{4} \
0 & 0 & 1 & -frac{1}{2} & 0 & 0 & 1 & 0 \
0 & -frac{1}{sqrt{2}} & -frac{1}{sqrt{2}} & -frac{1}{2 sqrt{2}} & frac{1}{2} left(2+frac{1}{sqrt{2}}right) & 0 & 0 & frac{1}{sqrt{2}}
\
0 & frac{1}{sqrt{2}} & -frac{1}{sqrt{2}} & -frac{1}{2 sqrt{2}} & frac{1}{2} left(2+frac{1}{sqrt{2}}right) & 0 & 0 & frac{1}{sqrt{2}} \
0 & -frac{1}{sqrt{2}} & frac{1}{sqrt{2}} & frac{1}{2 sqrt{2}} & frac{1}{2} left(2-frac{1}{sqrt{2}}right) & 0 & 0 & -frac{1}{sqrt{2}} \
0 & frac{1}{sqrt{2}} & frac{1}{sqrt{2}} & frac{1}{2 sqrt{2}} & frac{1}{2} left(2-frac{1}{sqrt{2}}right) & 0 & 0 & -frac{1}{sqrt{2}} \
frac{1}{4} & -frac{1}{2} & frac{1}{2} & 0 & -1 & frac{sqrt{frac{7}{2}}}{2} & 0 & -frac{1}{8} \
-frac{1}{sqrt{2}} & sqrt{2} & 0 & frac{1}{2} left(-2+frac{1}{sqrt{2}}right) & -frac{1}{2 sqrt{2}} & 0 & 0 & 1-frac{1}{sqrt{2}} \
-frac{1}{sqrt{2}} & sqrt{2} & -sqrt{2} & frac{1}{2} left(-2-frac{1}{sqrt{2}}right) & frac{1}{2 sqrt{2}} & 0 & 0 &
1+frac{1}{sqrt{2}} \
frac{1}{sqrt{2}} & -sqrt{2} & 0 & frac{1}{2} left(-2-frac{1}{sqrt{2}}right) & frac{1}{2 sqrt{2}} & 0 & 0 & 1+frac{1}{sqrt{2}} \
frac{1}{sqrt{2}} & -sqrt{2} & sqrt{2} & frac{1}{2} left(-2+frac{1}{sqrt{2}}right) & -frac{1}{2 sqrt{2}} & 0 & 0 &
1-frac{1}{sqrt{2}}\
end{array}
$$



as we can observe, there are a lot of stationary points. Stationary points with at least one $epsilon_i = 0$ are located at the feasible region boundary. Solutions with all $epsilon_i ne 0$ are internal stationary points.






share|cite|improve this answer











$endgroup$













  • $begingroup$
    When facing this kind of system of equations, how do you solve it?
    $endgroup$
    – John Keeper
    Dec 21 '18 at 16:13










  • $begingroup$
    @JohnKeeper Note that in $epsilon_ilambda_i=0$ either $epsilon_i = 0$ or $lambda_i = 0$ or both nulls. This simplifies a lot.
    $endgroup$
    – Cesareo
    Dec 21 '18 at 16:58


















1












$begingroup$

Calling



$$
f(x,y,z) = z^2 - 2 x^2 - y^2 - 4 x y - 2 x z - z + x\
g_1(x,y,z) = 6 x^2 + y^2 + z^2 + 4 x y - 2 z x - 1\
g_2(x,y,z) = 4 x^2 + y^2 + 4 x y + 2 x z - z^2
$$



and introducing the auxiliary slack variables $epsilon_i$ to transform the inequalities into equalities, we have the lagrangian



$$
L(X,lambda,epsilon) = f(x,y,z)+lambda_1(g_1(x,y,z)+epsilon_1^2)+lambda_2(g_2(x,y,z)+epsilon_2^2)
$$



The stationary points are obtained by solving



$$
left{
begin{array}{rcl}
-4 x-4 y+lambda_1 (12 x+4 y-2 z)-2 z+lambda_2(8 x+4 y+2 z)+1&=&0 \
-4 x-2 y+lambda_1(4 x+2 y)+lambda_2(4 x+2 y)&=&0 \
-2 x+lambda_2 (2 x-2 z)+2 z+lambda_1(2 z-2 x)-1&=&0 \
epsilon_1^2+6 x^2+y^2+z^2+4 x y-2 x z-1&=&0 \
epsilon_2^2+4 x^2+y^2-z^2+4 x y+2 x z&=&0 \
2 epsilon_1lambda_1&=&0 \
2 epsilon_2 lambda_2&=&0 \
end{array}
right.
$$



with the solutions



$$
begin{array}{cccccccc}
x & y & z & lambda_1 & lambda_2 & epsilon_1 & epsilon_2 & f(x,y, z) \
-frac{1}{4} & frac{1}{2} & 0 & 0 & -1 & frac{sqrt{frac{7}{2}}}{2} & 0 & -frac{1}{8} \
0 & 0 & -1 & -frac{3}{2} & 0 & 0 & 1 & 2 \
0 & 0 & frac{1}{2} & 0 & 0 & frac{sqrt{3}}{2} & frac{1}{2} & -frac{1}{4} \
0 & 0 & 1 & -frac{1}{2} & 0 & 0 & 1 & 0 \
0 & -frac{1}{sqrt{2}} & -frac{1}{sqrt{2}} & -frac{1}{2 sqrt{2}} & frac{1}{2} left(2+frac{1}{sqrt{2}}right) & 0 & 0 & frac{1}{sqrt{2}}
\
0 & frac{1}{sqrt{2}} & -frac{1}{sqrt{2}} & -frac{1}{2 sqrt{2}} & frac{1}{2} left(2+frac{1}{sqrt{2}}right) & 0 & 0 & frac{1}{sqrt{2}} \
0 & -frac{1}{sqrt{2}} & frac{1}{sqrt{2}} & frac{1}{2 sqrt{2}} & frac{1}{2} left(2-frac{1}{sqrt{2}}right) & 0 & 0 & -frac{1}{sqrt{2}} \
0 & frac{1}{sqrt{2}} & frac{1}{sqrt{2}} & frac{1}{2 sqrt{2}} & frac{1}{2} left(2-frac{1}{sqrt{2}}right) & 0 & 0 & -frac{1}{sqrt{2}} \
frac{1}{4} & -frac{1}{2} & frac{1}{2} & 0 & -1 & frac{sqrt{frac{7}{2}}}{2} & 0 & -frac{1}{8} \
-frac{1}{sqrt{2}} & sqrt{2} & 0 & frac{1}{2} left(-2+frac{1}{sqrt{2}}right) & -frac{1}{2 sqrt{2}} & 0 & 0 & 1-frac{1}{sqrt{2}} \
-frac{1}{sqrt{2}} & sqrt{2} & -sqrt{2} & frac{1}{2} left(-2-frac{1}{sqrt{2}}right) & frac{1}{2 sqrt{2}} & 0 & 0 &
1+frac{1}{sqrt{2}} \
frac{1}{sqrt{2}} & -sqrt{2} & 0 & frac{1}{2} left(-2-frac{1}{sqrt{2}}right) & frac{1}{2 sqrt{2}} & 0 & 0 & 1+frac{1}{sqrt{2}} \
frac{1}{sqrt{2}} & -sqrt{2} & sqrt{2} & frac{1}{2} left(-2+frac{1}{sqrt{2}}right) & -frac{1}{2 sqrt{2}} & 0 & 0 &
1-frac{1}{sqrt{2}}\
end{array}
$$



as we can observe, there are a lot of stationary points. Stationary points with at least one $epsilon_i = 0$ are located at the feasible region boundary. Solutions with all $epsilon_i ne 0$ are internal stationary points.






share|cite|improve this answer











$endgroup$













  • $begingroup$
    When facing this kind of system of equations, how do you solve it?
    $endgroup$
    – John Keeper
    Dec 21 '18 at 16:13










  • $begingroup$
    @JohnKeeper Note that in $epsilon_ilambda_i=0$ either $epsilon_i = 0$ or $lambda_i = 0$ or both nulls. This simplifies a lot.
    $endgroup$
    – Cesareo
    Dec 21 '18 at 16:58
















1












1








1





$begingroup$

Calling



$$
f(x,y,z) = z^2 - 2 x^2 - y^2 - 4 x y - 2 x z - z + x\
g_1(x,y,z) = 6 x^2 + y^2 + z^2 + 4 x y - 2 z x - 1\
g_2(x,y,z) = 4 x^2 + y^2 + 4 x y + 2 x z - z^2
$$



and introducing the auxiliary slack variables $epsilon_i$ to transform the inequalities into equalities, we have the lagrangian



$$
L(X,lambda,epsilon) = f(x,y,z)+lambda_1(g_1(x,y,z)+epsilon_1^2)+lambda_2(g_2(x,y,z)+epsilon_2^2)
$$



The stationary points are obtained by solving



$$
left{
begin{array}{rcl}
-4 x-4 y+lambda_1 (12 x+4 y-2 z)-2 z+lambda_2(8 x+4 y+2 z)+1&=&0 \
-4 x-2 y+lambda_1(4 x+2 y)+lambda_2(4 x+2 y)&=&0 \
-2 x+lambda_2 (2 x-2 z)+2 z+lambda_1(2 z-2 x)-1&=&0 \
epsilon_1^2+6 x^2+y^2+z^2+4 x y-2 x z-1&=&0 \
epsilon_2^2+4 x^2+y^2-z^2+4 x y+2 x z&=&0 \
2 epsilon_1lambda_1&=&0 \
2 epsilon_2 lambda_2&=&0 \
end{array}
right.
$$



with the solutions



$$
begin{array}{cccccccc}
x & y & z & lambda_1 & lambda_2 & epsilon_1 & epsilon_2 & f(x,y, z) \
-frac{1}{4} & frac{1}{2} & 0 & 0 & -1 & frac{sqrt{frac{7}{2}}}{2} & 0 & -frac{1}{8} \
0 & 0 & -1 & -frac{3}{2} & 0 & 0 & 1 & 2 \
0 & 0 & frac{1}{2} & 0 & 0 & frac{sqrt{3}}{2} & frac{1}{2} & -frac{1}{4} \
0 & 0 & 1 & -frac{1}{2} & 0 & 0 & 1 & 0 \
0 & -frac{1}{sqrt{2}} & -frac{1}{sqrt{2}} & -frac{1}{2 sqrt{2}} & frac{1}{2} left(2+frac{1}{sqrt{2}}right) & 0 & 0 & frac{1}{sqrt{2}}
\
0 & frac{1}{sqrt{2}} & -frac{1}{sqrt{2}} & -frac{1}{2 sqrt{2}} & frac{1}{2} left(2+frac{1}{sqrt{2}}right) & 0 & 0 & frac{1}{sqrt{2}} \
0 & -frac{1}{sqrt{2}} & frac{1}{sqrt{2}} & frac{1}{2 sqrt{2}} & frac{1}{2} left(2-frac{1}{sqrt{2}}right) & 0 & 0 & -frac{1}{sqrt{2}} \
0 & frac{1}{sqrt{2}} & frac{1}{sqrt{2}} & frac{1}{2 sqrt{2}} & frac{1}{2} left(2-frac{1}{sqrt{2}}right) & 0 & 0 & -frac{1}{sqrt{2}} \
frac{1}{4} & -frac{1}{2} & frac{1}{2} & 0 & -1 & frac{sqrt{frac{7}{2}}}{2} & 0 & -frac{1}{8} \
-frac{1}{sqrt{2}} & sqrt{2} & 0 & frac{1}{2} left(-2+frac{1}{sqrt{2}}right) & -frac{1}{2 sqrt{2}} & 0 & 0 & 1-frac{1}{sqrt{2}} \
-frac{1}{sqrt{2}} & sqrt{2} & -sqrt{2} & frac{1}{2} left(-2-frac{1}{sqrt{2}}right) & frac{1}{2 sqrt{2}} & 0 & 0 &
1+frac{1}{sqrt{2}} \
frac{1}{sqrt{2}} & -sqrt{2} & 0 & frac{1}{2} left(-2-frac{1}{sqrt{2}}right) & frac{1}{2 sqrt{2}} & 0 & 0 & 1+frac{1}{sqrt{2}} \
frac{1}{sqrt{2}} & -sqrt{2} & sqrt{2} & frac{1}{2} left(-2+frac{1}{sqrt{2}}right) & -frac{1}{2 sqrt{2}} & 0 & 0 &
1-frac{1}{sqrt{2}}\
end{array}
$$



as we can observe, there are a lot of stationary points. Stationary points with at least one $epsilon_i = 0$ are located at the feasible region boundary. Solutions with all $epsilon_i ne 0$ are internal stationary points.






share|cite|improve this answer











$endgroup$



Calling



$$
f(x,y,z) = z^2 - 2 x^2 - y^2 - 4 x y - 2 x z - z + x\
g_1(x,y,z) = 6 x^2 + y^2 + z^2 + 4 x y - 2 z x - 1\
g_2(x,y,z) = 4 x^2 + y^2 + 4 x y + 2 x z - z^2
$$



and introducing the auxiliary slack variables $epsilon_i$ to transform the inequalities into equalities, we have the lagrangian



$$
L(X,lambda,epsilon) = f(x,y,z)+lambda_1(g_1(x,y,z)+epsilon_1^2)+lambda_2(g_2(x,y,z)+epsilon_2^2)
$$



The stationary points are obtained by solving



$$
left{
begin{array}{rcl}
-4 x-4 y+lambda_1 (12 x+4 y-2 z)-2 z+lambda_2(8 x+4 y+2 z)+1&=&0 \
-4 x-2 y+lambda_1(4 x+2 y)+lambda_2(4 x+2 y)&=&0 \
-2 x+lambda_2 (2 x-2 z)+2 z+lambda_1(2 z-2 x)-1&=&0 \
epsilon_1^2+6 x^2+y^2+z^2+4 x y-2 x z-1&=&0 \
epsilon_2^2+4 x^2+y^2-z^2+4 x y+2 x z&=&0 \
2 epsilon_1lambda_1&=&0 \
2 epsilon_2 lambda_2&=&0 \
end{array}
right.
$$



with the solutions



$$
begin{array}{cccccccc}
x & y & z & lambda_1 & lambda_2 & epsilon_1 & epsilon_2 & f(x,y, z) \
-frac{1}{4} & frac{1}{2} & 0 & 0 & -1 & frac{sqrt{frac{7}{2}}}{2} & 0 & -frac{1}{8} \
0 & 0 & -1 & -frac{3}{2} & 0 & 0 & 1 & 2 \
0 & 0 & frac{1}{2} & 0 & 0 & frac{sqrt{3}}{2} & frac{1}{2} & -frac{1}{4} \
0 & 0 & 1 & -frac{1}{2} & 0 & 0 & 1 & 0 \
0 & -frac{1}{sqrt{2}} & -frac{1}{sqrt{2}} & -frac{1}{2 sqrt{2}} & frac{1}{2} left(2+frac{1}{sqrt{2}}right) & 0 & 0 & frac{1}{sqrt{2}}
\
0 & frac{1}{sqrt{2}} & -frac{1}{sqrt{2}} & -frac{1}{2 sqrt{2}} & frac{1}{2} left(2+frac{1}{sqrt{2}}right) & 0 & 0 & frac{1}{sqrt{2}} \
0 & -frac{1}{sqrt{2}} & frac{1}{sqrt{2}} & frac{1}{2 sqrt{2}} & frac{1}{2} left(2-frac{1}{sqrt{2}}right) & 0 & 0 & -frac{1}{sqrt{2}} \
0 & frac{1}{sqrt{2}} & frac{1}{sqrt{2}} & frac{1}{2 sqrt{2}} & frac{1}{2} left(2-frac{1}{sqrt{2}}right) & 0 & 0 & -frac{1}{sqrt{2}} \
frac{1}{4} & -frac{1}{2} & frac{1}{2} & 0 & -1 & frac{sqrt{frac{7}{2}}}{2} & 0 & -frac{1}{8} \
-frac{1}{sqrt{2}} & sqrt{2} & 0 & frac{1}{2} left(-2+frac{1}{sqrt{2}}right) & -frac{1}{2 sqrt{2}} & 0 & 0 & 1-frac{1}{sqrt{2}} \
-frac{1}{sqrt{2}} & sqrt{2} & -sqrt{2} & frac{1}{2} left(-2-frac{1}{sqrt{2}}right) & frac{1}{2 sqrt{2}} & 0 & 0 &
1+frac{1}{sqrt{2}} \
frac{1}{sqrt{2}} & -sqrt{2} & 0 & frac{1}{2} left(-2-frac{1}{sqrt{2}}right) & frac{1}{2 sqrt{2}} & 0 & 0 & 1+frac{1}{sqrt{2}} \
frac{1}{sqrt{2}} & -sqrt{2} & sqrt{2} & frac{1}{2} left(-2+frac{1}{sqrt{2}}right) & -frac{1}{2 sqrt{2}} & 0 & 0 &
1-frac{1}{sqrt{2}}\
end{array}
$$



as we can observe, there are a lot of stationary points. Stationary points with at least one $epsilon_i = 0$ are located at the feasible region boundary. Solutions with all $epsilon_i ne 0$ are internal stationary points.







share|cite|improve this answer














share|cite|improve this answer



share|cite|improve this answer








edited Dec 21 '18 at 12:27

























answered Dec 21 '18 at 12:13









CesareoCesareo

9,8463517




9,8463517












  • $begingroup$
    When facing this kind of system of equations, how do you solve it?
    $endgroup$
    – John Keeper
    Dec 21 '18 at 16:13










  • $begingroup$
    @JohnKeeper Note that in $epsilon_ilambda_i=0$ either $epsilon_i = 0$ or $lambda_i = 0$ or both nulls. This simplifies a lot.
    $endgroup$
    – Cesareo
    Dec 21 '18 at 16:58




















  • $begingroup$
    When facing this kind of system of equations, how do you solve it?
    $endgroup$
    – John Keeper
    Dec 21 '18 at 16:13










  • $begingroup$
    @JohnKeeper Note that in $epsilon_ilambda_i=0$ either $epsilon_i = 0$ or $lambda_i = 0$ or both nulls. This simplifies a lot.
    $endgroup$
    – Cesareo
    Dec 21 '18 at 16:58


















$begingroup$
When facing this kind of system of equations, how do you solve it?
$endgroup$
– John Keeper
Dec 21 '18 at 16:13




$begingroup$
When facing this kind of system of equations, how do you solve it?
$endgroup$
– John Keeper
Dec 21 '18 at 16:13












$begingroup$
@JohnKeeper Note that in $epsilon_ilambda_i=0$ either $epsilon_i = 0$ or $lambda_i = 0$ or both nulls. This simplifies a lot.
$endgroup$
– Cesareo
Dec 21 '18 at 16:58






$begingroup$
@JohnKeeper Note that in $epsilon_ilambda_i=0$ either $epsilon_i = 0$ or $lambda_i = 0$ or both nulls. This simplifies a lot.
$endgroup$
– Cesareo
Dec 21 '18 at 16:58




















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%2f3048417%2ffinding-the-minimum-and-maximum-values-of-a-function-over-a-boundary-of-a-compac%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