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OPTIMIZATION

EE18ACMTECH11005,EE18MTECH11026

EE18ACMTECH11005,EE18MTECH11026

February 21 2019

OPTIMIZATION

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February 21 2019
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Objective:

To find the solution to the given optimization problem using the method of Lagrange multipliers.

EE18ACMTECH11005,EE18MTECH11026

max

x

6x 1 + 5x 2

withconstraints x 1 + x 2 < 5

3x 1 + 2x 2 < 12

where x 1 , x 2 > 0

OPTIMIZATION

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Solution:

L(x 1 , x 2 , λ, µ) = 6(x 1 + 5x 2 ) + λ(x 1 + x 2 5) + µ(3x 1 + 2x 2 12)

   −6 + λ + 3µ     0  
−6 + λ + 3µ
 
0
 
 
−5 + λ + 2µ
0
∆L(x 1 , x 2 , λ, µ) =
=
x 1 + x 2 − 5
0
  
3x 1 + 2x 2 − 12
0
Putting in matrix form we get:
0 1 3
0
x 1
6
 
 
   
 
5
0
0 1 2
x 2
=
1
1 0 0
λ
 5
 
 
 
 
2 0 0
3
 
12
µ
EE18ACMTECH11005,EE18MTECH11026
OPTIMIZATION
February 21 2019
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Solution

on Solving we get:

EE18ACMTECH11005,EE18MTECH11026

x

1

x

2

λ

µ

=

2

3

3

1

max

x

6x 1 + 5x 2 = 27

OPTIMIZATION

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February 21 2019
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