Math Problem Statement

Реши 5 задачу, найди x1, x2, x3

Solution

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Math Problem Analysis

Mathematical Concepts

Optimization
Lagrange Multipliers
Variance and Standard Deviation
Constraint Optimization

Formulas

Objective function: f(x_1, x_2, x_3) = (x_1 - x_1^*)^2 / σ_1^2 + (x_2 - x_2^*)^2 / σ_2^2 + (x_3 - x_3^*)^2 / σ_3^2
Constraint equation: x_1^2 + x_2^2 + x_3^2 - 1 = 0
Lagrange function: ℒ(x_1, x_2, x_3, λ) = f(x_1, x_2, x_3) + λ * g(x_1, x_2, x_3)

Theorems

Method of Lagrange Multipliers

Suitable Grade Level

University