Math Problem Statement

i have a problem know that w1, w2, w3, h1, h2 >= 0 and w1h2 = 4, w2h2 = 4, w3h1 = 2 minimize (w1+w2+w3)(h1+h2)

can you use lagrange multiplier to solve this ?

Solution

To solve the given optimization problem using Lagrange multipliers, let's carefully set it up step by step.

Problem Setup

We are given the constraints: w1h2=4,w2h2=4,w3h1=2,w_1h_2 = 4, \quad w_2h_2 = 4, \quad w_3h_1 = 2, and the objective function to minimize: f(w1,w2,w3,h1,h2)=(w1+w2+w3)(h1+h2).f(w_1, w_2, w_3, h_1, h_2) = (w_1 + w_2 + w_3)(h_1 + h_2).

This can be written as the product of two linear terms.

Step 1: Define the objective and constraint functions

The objective function is: f(w1,w2,w3,h1,h2)=(w1+w2+w3)(h1+h2).f(w_1, w_2, w_3, h_1, h_2) = (w_1 + w_2 + w_3)(h_1 + h_2).

Now, express the three constraints as functions: g1(w1,h2)=w1h24=0,g2(w2,h2)=w2h24=0,g3(w3,h1)=w3h12=0.g_1(w_1, h_2) = w_1h_2 - 4 = 0, \quad g_2(w_2, h_2) = w_2h_2 - 4 = 0, \quad g_3(w_3, h_1) = w_3h_1 - 2 = 0.

Step 2: Set up the Lagrange function

The Lagrange function L\mathcal{L} is formed by incorporating the objective function and the constraints using Lagrange multipliers λ1\lambda_1, λ2\lambda_2, and λ3\lambda_3: L(w1,w2,w3,h1,h2,λ1,λ2,λ3)=(w1+w2+w3)(h1+h2)+λ1(w1h24)+λ2(w2h24)+λ3(w3h12).\mathcal{L}(w_1, w_2, w_3, h_1, h_2, \lambda_1, \lambda_2, \lambda_3) = (w_1 + w_2 + w_3)(h_1 + h_2) + \lambda_1(w_1h_2 - 4) + \lambda_2(w_2h_2 - 4) + \lambda_3(w_3h_1 - 2).

Step 3: Compute partial derivatives

We now take the partial derivatives of L\mathcal{L} with respect to each variable w1,w2,w3,h1,h2w_1, w_2, w_3, h_1, h_2, and each λi\lambda_i, and set them equal to zero.

  1. Lw1=(h1+h2)+λ1h2=0\frac{\partial \mathcal{L}}{\partial w_1} = (h_1 + h_2) + \lambda_1 h_2 = 0
  2. Lw2=(h1+h2)+λ2h2=0\frac{\partial \mathcal{L}}{\partial w_2} = (h_1 + h_2) + \lambda_2 h_2 = 0
  3. Lw3=(h1+h2)+λ3h1=0\frac{\partial \mathcal{L}}{\partial w_3} = (h_1 + h_2) + \lambda_3 h_1 = 0
  4. Lh1=(w1+w2+w3)+λ3w3=0\frac{\partial \mathcal{L}}{\partial h_1} = (w_1 + w_2 + w_3) + \lambda_3 w_3 = 0
  5. Lh2=(w1+w2+w3)+λ1w1+λ2w2=0\frac{\partial \mathcal{L}}{\partial h_2} = (w_1 + w_2 + w_3) + \lambda_1 w_1 + \lambda_2 w_2 = 0

For the constraints: w1h2=4,w2h2=4,w3h1=2.w_1h_2 = 4, \quad w_2h_2 = 4, \quad w_3h_1 = 2.

Step 4: Solve the system of equations

To minimize the function, we now solve the system of equations formed by these partial derivatives and the constraint equations.

Let me calculate the result step by step.The solutions to the system of equations are:

  1. w1=w3,w2=w3,w3=w3,h1=2w3,h2=4w3w_1 = -w_3, w_2 = -w_3, w_3 = w_3, h_1 = \frac{2}{w_3}, h_2 = \frac{-4}{w_3}
  2. w1=w3,w2=w3,w3=w3,h1=2w3,h2=4w3w_1 = w_3, w_2 = w_3, w_3 = w_3, h_1 = \frac{2}{w_3}, h_2 = \frac{4}{w_3}

Interpretation:

  • The first solution gives negative values for w1,w2,h2w_1, w_2, h_2, which is not valid since w1,w2,w3,h1,h20w_1, w_2, w_3, h_1, h_2 \geq 0.
  • The second solution is valid with positive values, meaning: w1=w2=w3,h1=2w3,h2=4w3.w_1 = w_2 = w_3, \quad h_1 = \frac{2}{w_3}, \quad h_2 = \frac{4}{w_3}.

Step 5: Minimize the objective function

Now, substitute these values into the objective function: f(w1,w2,w3,h1,h2)=(w1+w2+w3)(h1+h2)=3w3(2w3+4w3).f(w_1, w_2, w_3, h_1, h_2) = (w_1 + w_2 + w_3)(h_1 + h_2) = 3w_3 \left( \frac{2}{w_3} + \frac{4}{w_3} \right).

This simplifies to: f=3w3×6w3=18.f = 3w_3 \times \frac{6}{w_3} = 18.

Thus, the minimum value of (w1+w2+w3)(h1+h2)(w_1 + w_2 + w_3)(h_1 + h_2) is 18.

Would you like further clarification or details?

Here are some related questions to consider:

  1. Can you explain the role of the Lagrange multipliers in the solution?
  2. How would the solution change if the constraints were different?
  3. Could the objective function be minimized using a different method?
  4. How can you interpret the geometric meaning of this result?
  5. What happens if the non-negativity condition is relaxed?

Tip: Lagrange multipliers help solve constrained optimization by linking gradients of the objective function and the constraints.

Ask a new question for Free

By Image

Drop file here or Click Here to upload

Math Problem Analysis

Mathematical Concepts

Optimization
Lagrange Multipliers
Multivariable Calculus
Constrained Optimization

Formulas

Lagrange multiplier method: L(x, λ) = f(x) + λ(g(x) - c)
Constraint equations: w1h2 = 4, w2h2 = 4, w3h1 = 2
Objective function: (w1 + w2 + w3)(h1 + h2)

Theorems

Lagrange Multiplier Theorem
Partial Derivatives

Suitable Grade Level

University Level (Advanced Calculus/Optimization)