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We will minimize a simple non-linear function by using Lagrange

Multipliers.
5 − (𝑥 − 2)2 − 2 ⋅ (𝑦 − 1)2
𝑥 + 4𝑦 = 3

f(x,y) = 5 − (𝑥 − 2)2 − 2 ⋅ (𝑦 − 1)2


𝜆(x,y) = x + 4y - 3

g(x,y) = f(x,y) + 𝜆(x,y)

𝜕𝑔
= 0
𝜕𝜆

𝜕𝑔
= 0
𝜕𝜆

𝜕𝑔
= 0
𝜕𝜆

𝜕𝑔 𝜕(𝑓(𝑥, 𝑦) + 𝜆(𝑥, 𝑦))


=
𝜕𝑦 𝜕𝑦

𝜕𝑔 𝜕(5 − (𝑥 − 2)2 − 2 ⋅ (𝑦 − 1)2 + 𝑥 + 4𝑦 − 3)


=
𝜕𝑦 𝜕𝑦

𝜕𝑔
= - 4y + 4 + 4𝜆
𝜕𝑦

𝜆 = 𝑦 − 1 . . . . . . . . . . . . . . . . . . . . . . . . (1)
𝜕𝑔 𝜕(𝑓(𝑥, 𝑦) + 𝜆(𝑥, 𝑦))
=
𝜕𝑥 𝜕𝑥

𝜕𝑔 𝜕(5 − (𝑥 − 2)2 − 2 ⋅ (𝑦 − 1)2 + 𝑥 + 4𝑦 − 3)


=
𝜕𝑥 𝜕𝑥

𝜕𝑔
= −2𝑥 + 4 + 𝜆 ……………….(2)
𝜕𝑥

𝜕𝑔 𝜕(𝑓(𝑥, 𝑦) + 𝜆(𝑥, 𝑦))


=
𝜕𝜆 𝜕𝜆

𝜕𝑔 𝜕(5 − (𝑥 − 2)2 − 2 ⋅ (𝑦 − 1)2 + 𝑥 + 4𝑦 − 3)


=
𝜕𝜆 𝜕𝜆

𝜕𝑔
= 𝑥 + 4𝑦 − 3 ………………. (3)
𝜕𝜆

Multiply (2) by 3, we get

9𝑦 − 3 = 0
1
𝑦 = ……….(4)
3

Put the value of y in eq. (1), we get

1
𝜆 = ( - 1)
3

−2
𝜆 = ………. (5)
3

Put the value of y in eq. (3), we get


1
𝑥 + 4( ) − 3 = 0
3

1
𝑥 = -4( ) + 3
3

5
𝑥 = ………. (6)
3

f(x,y) = 5 − (𝑥 − 2)2 − 2 ⋅ (𝑦 − 1)2

5 1
f(x,y) = 5 − ( − 2)2 − 2 ⋅ ( − 1)2
3 3

f(x,y) = 4

● Value of Constraint minimization is 4

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