diff --git a/docs/1b/math119.md b/docs/1b/math119.md index 892f05c..db1e7e2 100644 --- a/docs/1b/math119.md +++ b/docs/1b/math119.md @@ -288,3 +288,37 @@ Local maxima tend to be **concave down** while local minima are **concave up**. a. If $f_{xx}(P_0)<0$, the point is a maximum — otherwise it is a minimum 3. If it is less than zero, it is a saddle point — otherwise the test is inconclusive and you must use your eyeballs +### Optimisation with constraints + +If there is a limitation in optimising for $f(x,y)$ in the form $g(x,y)=K$, new critical points can be found by setting them equal to each other, where $\lambda$ is the **Lagrange multiplier** that determines the rate of increase of $f$ with respect to $g$: + +$$\nabla f = \lambda\nabla g, g(x,y)=K$$ + +If possible, $\nabla g=\vec 0, g(x,y)=K$ should also be tested. + +!!! example + If $A(x,y)=xy$, $g(x,y)=K: x+2y=400$, and $A(x,y)$ should be maximised: + + + \begin{align*} + \nabla f &= (y, x) \\ + \nabla g &= (1, 2) \\ + (y, x) &= \lambda (1, 2) \\ + \begin{cases} + y &= \lambda \\ + x &= 2\lambda \\ + x + 2y &= 400 \\ + \end{cases} + \\ + \\ + \therefore y=100,x=200,A=20\ 000 + \end{align*} + +This applies equally to higher dimensions and constraints by adding a new term for each constraint. Given $f(x,y,z)$ with constraints $g(x,y,z)=K$ and $h(x,y,z)=M$: + +$$\nabla f=\lambda_1\nabla g + \lambda_2\nabla h$$ + +### Absolute extrema + +- If end points exist, those should be added +- If no endpoints exist and the limits go to $\pm\infty$, there are no absolute extrema