Sunday, October 25, 2015

Farmer knew Lagrangian optimization!

Problem:



Solution:

Minimize x + 2y subject to xy = 405000

The Lagrangian is

L(x,y,λ)=x+2y+λ(xy405000)

The partial derivatives must be 0, so we get

1+λy=0
2+λx=0

Multiply the first equation by x and multiply the second equation by y gives x2y=0.

In other words, x=2y, so xy=2y2=405000, y=450,x=900.

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