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

Certainly! The problem is to minimize the objective function (w1+w2+w3)(h1+h2)(w_1 + w_2 + w_3)(h_1 + h_2), subject to the constraints:

  1. w1h2=4w_1 h_2 = 4
  2. w2h2=4w_2 h_2 = 4
  3. w3h1=2w_3 h_1 = 2

We will use the method of Lagrange multipliers to solve this. Here's the step-by-step approach.

1. Define the Objective Function

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)

2. Define the Constraints

The constraints can be written as: g1(w1,h2)=w1h24=0g_1(w_1, h_2) = w_1 h_2 - 4 = 0 g2(w2,h2)=w2h24=0g_2(w_2, h_2) = w_2 h_2 - 4 = 0 g3(w3,h1)=w3h12=0g_3(w_3, h_1) = w_3 h_1 - 2 = 0

We introduce Lagrange multipliers λ1,λ2,λ3\lambda_1, \lambda_2, \lambda_3 for each of these constraints.

3. Define the Lagrange Function

The Lagrange function is: 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_1 h_2 - 4) + \lambda_2 (w_2 h_2 - 4) + \lambda_3 (w_3 h_1 - 2)

4. Compute the Partial Derivatives

We now take partial derivatives of L\mathcal{L} with respect to all the variables w1,w2,w3,h1,h2w_1, w_2, w_3, h_1, h_2, and the Lagrange multipliers.

Partial derivatives with respect to w1,w2,w3w_1, w_2, w_3:

Lw1=h1+h2+λ1h2=0\frac{\partial \mathcal{L}}{\partial w_1} = h_1 + h_2 + \lambda_1 h_2 = 0 Lw2=h1+h2+λ2h2=0\frac{\partial \mathcal{L}}{\partial w_2} = h_1 + h_2 + \lambda_2 h_2 = 0 Lw3=h1+h2+λ3h1=0\frac{\partial \mathcal{L}}{\partial w_3} = h_1 + h_2 + \lambda_3 h_1 = 0

Partial derivatives with respect to h1,h2h_1, h_2:

Lh1=w1+w2+w3+λ3w3=0\frac{\partial \mathcal{L}}{\partial h_1} = w_1 + w_2 + w_3 + \lambda_3 w_3 = 0 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

Partial derivatives with respect to λ1,λ2,λ3\lambda_1, \lambda_2, \lambda_3:

These give us back the constraints: Lλ1=w1h24=0\frac{\partial \mathcal{L}}{\partial \lambda_1} = w_1 h_2 - 4 = 0 Lλ2=w2h24=0\frac{\partial \mathcal{L}}{\partial \lambda_2} = w_2 h_2 - 4 = 0 Lλ3=w3h12=0\frac{\partial \mathcal{L}}{\partial \lambda_3} = w_3 h_1 - 2 = 0

5. Solve the System of Equations

Now we have a system of equations from the partial derivatives. We solve these equations to find the optimal values of w1,w2,w3,h1,h2w_1, w_2, w_3, h_1, h_2.

Let me solve these for you.The system of equations has two possible solutions:

  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}

Since w1,w2,w3,h1,h20w_1, w_2, w_3, h_1, h_2 \geq 0 are required by the problem, the first solution is not valid due to negative terms.

Thus, the valid solution is: w1=w2=w3=w3,h1=2w3,h2=4w3w_1 = w_2 = w_3 = w_3, \quad h_1 = \frac{2}{w_3}, \quad h_2 = \frac{4}{w_3}

Minimizing the Objective Function

Now that we have the values of w1,w2,w3,h1,h2w_1, w_2, w_3, h_1, h_2, the objective function becomes:

= 3w_3 \left( \frac{2}{w_3} + \frac{4}{w_3} \right) = 3w_3 \cdot \frac{6}{w_3} = 18$$ Thus, the minimum value of the objective function is $$18$$. Would you like to discuss any specific details or have further questions on this solution? Here are 5 follow-up questions: 1. Can Lagrange multipliers handle inequalities directly? 2. How would this method change with more than 3 constraints? 3. What happens if one of the constraints becomes nonlinear? 4. How does this solution change if some variables are strictly positive? 5. How do Lagrange multipliers relate to gradient-based optimization? **Tip:** Lagrange multipliers are useful for constrained optimization problems, but make sure to always check the validity of solutions based on the constraints!

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Math Problem Analysis

Mathematical Concepts

Optimization
Lagrange Multipliers
Algebra

Formulas

f(w_1, w_2, w_3, h_1, h_2) = (w_1 + w_2 + w_3)(h_1 + h_2)
g_1(w_1, h_2) = w_1 h_2 - 4 = 0
g_2(w_2, h_2) = w_2 h_2 - 4 = 0
g_3(w_3, h_1) = w_3 h_1 - 2 = 0

Theorems

Lagrange Multiplier Theorem

Suitable Grade Level

Undergraduate Math (Calculus and Optimization)