How do you minimize and maximize #f(x,y)=(x-2)^2/9+(y-3)^2/36# constrained to #0<x-y^2<5#?

1 Answer
Jun 21, 2016

Local minima at
#x = 2.13184, y = 1.46008#
#x = 1.57632, y = -1.25551#
#x =5.01427, y = 0.119455#

Local maximum at
#x = 0.0418471, y = -0.204566#

Explanation:

Using slack variables #s_1,s_2# to reduce the optimization problem to an equality restrictions one, the formulation can be stated as

min/max

#f(x,y) = (x - 2)^2/9 + (y - 3)^2/36#

subjected to

#g_1(x,y,s_1) = x - y^2 - s_1^2#
#g_2(x,y,s_1) = x - y^2 + s_2^2-5#

The lagrangian

#L(x,y,s_1,lambda_1,s_2,lambda_2) = f(x,y)+lambda_1g_1(x,y,s_1)+lambda_2g_2(x,y,s_2)#

is analytical so the determination of stationary points include the local maxima/minima points.

The stationary points are solutions of

#grad L(x,y,s_1,lambda_1,s_2,lambda_2) = vec 0#

for #x,y,s_1,lambda_1,s_2,lambda_2#

#{ (lambda_1 + lambda_2 + 2/9 (x-2)=0), (1/18 (y-3) - 2 lambda_1 y - 2 lambda_2 y=0), (-s_1^2 + x - y^2=0),( -2 lambda_1 s_1=0),( -5 + s_2^2 + x - y^2=0), (2 lambda_2 s_2=0) :}#

giving

#( (x = 2.13184, y = 1.46008, lambda_1 = -0.0292967, s_1 = 0., lambda_2 = 0., s_2 = -2.23607), (x = 0.0418471, y = -0.204566, lambda_1 = 0.435145, s_1 = 0., lambda_2 = 0., s_2 = -2.23607), (x = 1.57632, y = -1.25551 , lambda_1 = 0.0941516, s_1 = 0., lambda_2 = 0., s_2 = -2.23607), (x =5.01427, y = 0.119455, lambda_1 = 0., s_1 = -2.23607, lambda_2 = -0.669838, s_2 = 0.) )#

The first three points are located in the boundary defined by #g_1(x,y,0)=0# so must be qualified by #f_{g_1}#. The last is located in the boundary defined by #g_2(x,y,0)=0# and must be qualified by #f_{g_2}#

#f_{g_1}(x) = 1/36 (25 + 6 sqrt[x] - 15 x + 4 x^2)#
#d^2/(dx^2)f_{g_1}(x) = 2/9 - 1/(24 x^(3/2))#

#d^2/(dx^2)f_{g_1}(2.13184) = 0.208836# local minimum
#d^2/(dx^2)f_{g_1}( 0.0418471) =-4.64511# local maximum
#d^2/(dx^2)f_{g_1}( 1.57632) =0.201169# local minimum

and

#f_{g_2}(x) =1/36 ((sqrt[x-5])^2 + 4 (x-2)^2-3)#
#d^2/(dx^2)f_{g_2}(x) = 2/9 - 1/(24 (x-5)^(3/2))#

#d^2/(dx^2)f_{g_2}( 5.01427) =24.6667# local minimum

Attached the local extrema location with objetive function contours
and the surfaces involved.

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