Name: LIM SENGLY

ID: e20200955

Problem
2.48 Minimize 𝑓 = 9 − 8𝑥1 − 6𝑥2 − 4𝑥3 + 2𝑥12 + 2𝑥22 + 𝑥32 + 2𝑥1 𝑥2 + 2𝑥1 𝑥3
Subject to
𝑥1 + 𝑥2 + 2𝑥3 = 3
By (a) direct substitution,
(b) constrained variation, and
(c) Lagrange multiplier method.
Proof
(a) Direct Substitution:

We have the objective function:

𝑓 = 9 − 8𝑥1 − 6𝑥2 − 4𝑥3 + 2𝑥12 + 2𝑥22 + 𝑥32 + 2𝑥1 𝑥2 + 2𝑥1 𝑥3 (1)

And the constraint: 𝑔(𝑥) = 𝑥1 + 𝑥2 + 2𝑥3 = 3 (2)

1
=> 𝑥3 = (3 − 𝑥1 − 𝑥2 )
2

By direct substitute for 𝑥3 in 𝑓(𝑥), then function is reduced to

1 1
𝑓(𝑥) = 9 − 8𝑥1 − 6𝑥2 − 4 × (3 − 𝑥1 − 𝑥2 ) + 2𝑥12 + 2𝑥22 + [3 − 𝑥1 − 𝑥2 ]2
2 4
1
+ 2𝑥1 𝑥2 + 2𝑥1 [ (3 − 𝑥1 − 𝑥2 )]
2
21 9 11 5 9 9 3
Therefore, 𝑓(𝑥) = − 𝑥1 − 𝑥2 + 𝑥12 + 𝑥22 + 𝑥22 + 𝑥1 𝑥2 (3)
4 2 2 2 4 4 2

Now

𝜕𝑓 9 5 3
= − + 𝑥1 + 𝑥2 = 0 (4)
𝜕𝑥1 2 2 2

𝜕𝑓 11 9 3
= − + 𝑥2 + 𝑥1 = 0 (5)
𝜕𝑥2 2 2 2

Eq_ (4) and (5)

5𝑥1 + 3𝑥2 = 9 (6)

 3𝑥1 + 9𝑥2 = 11 (7)

4 7
By solving (6) and (7), we get 𝑥1∗ = , 𝑥2∗ =
3 9

4
And we continued to calculate and we get 𝑥3∗ =
9

Then

𝜕2𝑓 5 𝜕2𝑓 9 𝜕2𝑓

= , = , 𝑎𝑛𝑑 =0
𝜕𝑥1 2 𝜕𝑥2 2 𝜕𝑥3

5
0 45
From the Hessian matrix 𝐽 = ( 2 9) = 𝑖𝑠 𝑝𝑜𝑠𝑖𝑡𝑖𝑣𝑒 𝑑𝑒𝑓𝑖𝑛𝑖𝑡𝑒
4
0
2

Thus,

∗
4 7 4 4 2 7 2 4 2 4 7
𝑓𝑚𝑖𝑛 = 9 − 8( ) − 6( ) − 4( ) + 2( ) + 2( ) + ( ) + 2( )( )
3 9 9 3 9 9 3 9
4 4
+ 2 ( ) ( ) = −7
3 9
4 7 4
Therefore, 𝑥1∗ = , 𝑥2∗ = 𝑎𝑛𝑑 𝑥3∗ =
3 9 9

(b) constrained variation

(c) Lagrange Multiplier Method:

Firstly, we need to introduce a Lagrange multiplier λ and form the Lagrangian

function L:

𝐿 = 𝑓 − λ(x1 + x2 + 2x3 − 3)

The objective function is:

𝑓 = 9 − 8𝑥1 − 6𝑥2 − 4𝑥3 + 2𝑥12 + 2𝑥22 + 𝑥32 + 2𝑥1 𝑥2 + 2𝑥1 𝑥3
The constraint is: 𝑥1 + 𝑥2 + 2𝑥3 = 3

We differentiate the Lagrangian function L with respect to each variable and set the
derivatives equal to zero to find the critical points:

𝜕𝐿
= −8 + 4𝑥1 + 2𝑥2 + 2𝑥3 − 𝜆 = 0 (1)
𝜕𝑥1
 𝜕𝐿
= −6 + 2𝑥1 + 4𝑥2 + 0𝑥3 + 𝜆 = 0 (2)
𝜕𝑥2

𝜕𝐿
= −4 + 0𝑥1 + 2𝑥2 + 2𝑥3 − 𝜆 = 0 (3)
𝜕𝑥3

𝜕𝐿
= −(𝑥1 + 𝑥2 + 2𝑥3 − 3) = 0 (4)
𝜕λ

Simplifying equations (1) − (4), we have the following system of equations:

4𝑥1 + 2𝑥2 + 2𝑥3 = 8 − λ (5)
2𝑥1 + 4𝑥2 = 6 − λ (6)
2𝑥2 + 4𝑥3 = 4 − λ (7)
𝑥1 + 𝑥2 + 2𝑥3 = 3 (8)
(5)𝑎𝑛𝑑 (6)
4𝑥1 + 2𝑥2 + 2𝑥3 − 8 = 2𝑥1 + 4𝑥2 − 6
𝑥1 − 𝑥2 + 𝑥3 = 1 (𝑎)
Consider
2𝑥1 + 4𝑥2 − 6 = 2𝑥2 + 4𝑥3 − 4
𝑥1 + 4𝑥2 − 𝑥3 = 4 (𝑏)
𝑥1 + 𝑥2 + 2𝑥3 = 3 (𝑐)
(𝑎) 𝑎𝑛𝑑 (𝑏) 𝑎𝑛𝑑 𝑐
𝑠𝑜𝑙𝑣𝑖𝑛𝑔 (𝑎) 𝑎𝑛𝑑 (𝑏)
We get
−5𝑥2 + 2𝑥3 = −3
(𝑎)𝑎𝑛𝑑 (𝑐)
We get −2𝑥2 − 𝑥3 = −2
−5𝑥2 + 2𝑥3 = −3
{
−2𝑥2 − 𝑥3 = −2
4
By solving eq above we get 𝑥3 =
9

−2 + 𝑥3 7
𝑥2 = =
2 9
4
𝑥1 = 1 + 𝑥2 − 𝑥3 =
3
 ∗
The function 𝑓 𝑚𝑖𝑛𝑖𝑚𝑖𝑧𝑒𝑑 and 𝑓𝑚𝑖𝑛 = −7

1
2.49 Minimize 𝑓(𝑋) = (𝑥12 + 𝑥22 + 𝑥32 )
2

Subject to

𝑔1 (𝑋) = 𝑥1 − 𝑥2 = 0

𝑔2 (𝑋) = 𝑥1 + 𝑥2 + 𝑥3 − 1 = 0

By (a) direct substitution, (b) constrained variation, and (c) Lagrange multiplier
method.

Proof

(a) direct substitution

From constrained (1)

𝑥1 − 𝑥2 = 0 => 𝑥1 = 𝑥2 (1)

From constrained (2)

𝑥1 + 𝑥2 + 𝑥3 − 1 => 𝑥3 = 1 − 𝑥1 − 𝑥2

𝑥3 = 1 − 𝑥1 − 𝑥1 = 1 − 2𝑥1

𝑠𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑒 𝑥2 = 𝑥1 𝑎𝑛𝑑 𝑥2 = 1 − 2𝑥1 𝑖𝑛 𝑓(𝑥)

1
𝑆𝑖𝑛𝑐𝑒 𝑓(𝑥) = (𝑥12 + 𝑥22 + 𝑥32 )
2

1
𝑓(𝑥) = (𝑥12 + 𝑥12 + (1 − 2𝑥1 )2 )
2

1
𝑓(𝑥) = (2𝑥12 + 1 + 4𝑥12 − 4𝑥1 )
2

1
𝑓(𝑥) = (6𝑥12 − 4𝑥1 + 1)
2

Now find,

𝜕𝑓 𝜕 1 1
= [ (6𝑥12 − 4𝑥1 + 1)] = (12𝑥1 − 4)
𝜕𝑥1 𝜕𝑥1 2 2
𝜕𝑓 1
= (12𝑥1 − 4) = 6𝑥1 − 2
𝜕𝑥1 2

𝜕𝑓 1
Take = 0 => 6𝑥1 − 2 = 0 => 𝑥1 =
𝜕𝑥1 3

1
𝑥1 = 𝑥2 => 𝑥2 =
3

1 2 1
𝑥3 = 1 − 2 ( ) = 1 − =
3 3 3

1
𝑥1 = 𝑥2 = 𝑥3 =
3

𝜕2𝑓 𝜕
Now = (6𝑥1 − 2) = 6
𝜕𝑥12 𝜕𝑥1

𝜕2𝑓 1
= 6 > 0 => 𝑓(𝑋) is minimum at 𝑥1 = 𝑥2 = 𝑥3 =
𝜕𝑥12 3

Minimize value of 𝑓(𝑋)

1 1 2 1 2 1 2
𝑓min = [( ) + ( ) + ( ) ]
2 3 3 3

1 3 1
𝑓min = [ ] =
2 9 6
1 1
Therefore, minimum value of 𝑓(𝑋) = obtained at 𝑥1 = 𝑥2 = 𝑥3 =
6 3

(b) constrained variation

1
Minimize 𝑓(𝑋) = (𝑥12 + 𝑥22 + 𝑥32 )
2

Subject to

𝑔1 (𝑋) = 𝑥1 − 𝑥2 = 0

𝑔2 (𝑋) = 𝑥1 + 𝑥2 + 𝑥3 − 1 = 0

It has 3 variables => 𝑛 = 3 𝑎𝑛𝑑 𝑚 = 2

𝑛 − 𝑚 = 3 − 2 = 1(𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒𝑠)

Chose the right independent variables

𝐿𝑒𝑡 𝑡𝑎𝑘𝑒 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑣𝑎𝑟 𝑥3 → 𝑥1 𝑎𝑛𝑑 𝑥2 (𝑑𝑒𝑝. 𝑣𝑎𝑟. )

Jacobian:

𝜕𝑔1 𝜕𝑔1
𝑔1 , 𝑔2 𝜕𝑥 𝜕𝑥2
𝐽( ) = || 1 | = |1 −1| = 2
𝑥1 , 𝑥2 𝜕𝑔2 𝜕𝑔2 | 1 1
𝜕𝑥1 𝜕𝑥2

For 𝑘 = 𝑚 + 1 = 3

𝜕𝑓 𝜕𝑓 𝜕𝑓
𝜕𝑥 𝜕𝑥2 𝜕𝑥3
| 1 |
𝜕𝑔1 𝜕𝑔1 𝜕𝑔1
=0
𝜕𝑥1 𝜕𝑥2 𝜕𝑥3
|𝜕𝑔 𝜕𝑔2 𝜕𝑔2 |
2
𝜕𝑥1 𝜕𝑥2 𝜕𝑥3

𝜕𝑓 𝜕 1 2
= ( (𝑥 + 𝑥22 + 𝑥32 )) = 𝑥1
𝜕𝑥1 𝜕𝑥1 2 1

𝜕𝑓 𝜕𝑓
= 𝑥2 𝑎𝑛𝑑 = 𝑥3
𝜕𝑥2 𝜕𝑥3

𝑥1 𝑥2 𝑥3
|1 −1 0| = 0
1 1 1

𝑥1 (−1 − 0) − 𝑥2 (1 − 0) + 𝑥3 (1 + 1) = 0

2𝑥3 = 𝑥1 + 𝑥2 (1)

From 𝑔1 (𝑥) 𝑎𝑛𝑑 𝑔2 (𝑥)

𝑥1 − 𝑥2 = 0 (2)

𝑥1 + 𝑥2 + 𝑥3 − 1 = 0 (3)

Solve (1), (2) 𝑎𝑛𝑑 (3)

𝑥1 + 𝑥2
2𝑥3 = 𝑥1 + 𝑥2 => 𝑥3 =
2
𝑥1 +𝑥2
Substitute 𝑥3 = 𝑖𝑛 (3)
2

𝑥1 + 𝑥2
𝑥1 + 𝑥2 + −1=0
2
 3 2
(𝑥1 + 𝑥2 ) − 1 = 0 => 𝑥1 + 𝑥2 =
2 3

𝑥1 − 𝑥2 = 0 => 𝑥2 = 𝑥1

2 2 1
𝑥1 + 𝑥2 = => 𝑥1 + 𝑥1 = => 𝑥1 =
3 3 3

1
𝑥2 = 𝑥1 => 𝑥2 =
3

1 1
𝑥1 + 𝑥2 ( + ) 1
𝑥3 = => 𝑥3 = 3 3 =
2 2 3

Minimize value of 𝑓(𝑋)

1 1 2 1 2 1 2
𝑓min = [( ) + ( ) + ( ) ]
2 3 3 3

1 3 1
𝑓min = [ ] =
2 9 6
1 1
Therefore, minimum value of 𝑓(𝑋) = obtained at 𝑥1 = 𝑥2 = 𝑥3 =
6 3

(c) Lagrange multiplier method.

+Define the Lagrangian function.

The Lagrangian function is given by:

𝐿(𝑋, 𝜆1 , 𝜆2 ) = 𝑓(𝑋) − λ1 ⋅ g1 (X) − λ2 ⋅ g 2 (X)

Substituting the objective function and the constraints:

1
𝐿(𝑋, 𝜆1 , 𝜆2 ) = (𝑥12 + 𝑥22 + 𝑥32 ) − λ1 (𝑥1 − 𝑥2 ) − λ2 (𝑥1 + 𝑥2 + 𝑥3 − 1)
2

+Take partial derivatives of the Lagrangian with respect to the variables.

To find the critical points, we take the partial derivatives of the Lagrangian with
respect to 𝑥1 , 𝑥2 , 𝑥3 , 𝜆1 𝑎𝑛𝑑 𝜆2 and set them to zero.

𝜕𝐿
= 𝑥1 − 𝜆1 − 𝜆2 = 0 (1)
𝜕𝑥1

𝜕𝐿
= 𝑥2 − 𝜆1 − 𝜆2 = 0 (2)
𝜕𝑥2
 𝜕𝐿
= 𝑥3 − 𝜆2 = 0 (3)
𝜕𝑥3

𝜕𝐿
= 𝑥1 − 𝑥2 = 0 (4)
𝜕𝜆1

𝜕𝐿
= 𝑥1 + 𝑥2 + 𝑥3 − 1 = 0 (5)
𝜕𝜆2

+Solve the system of equations.

Solving the above system of equations simultaneously will give us the critical points
that satisfy both the objective function and the constraints.

From the first two equations, we have 𝑥1 = 𝜆1 + 𝜆2 and 𝑥2 = −𝜆1 + 𝜆2

Substituting these values into the last three equations:

𝜆1 + 𝜆2 − (−𝜆1 + 𝜆2 ) = 0 => 𝜆1 = 0 𝑓𝑟𝑜𝑚 (1)

𝜆1 + 𝜆2 + 𝑥3 − 1 = 0 𝑓𝑟𝑜𝑚 (5)

𝑥3 = 𝜆2 𝑓𝑟𝑜𝑚 (3)

Now, we substitute these values of

𝑥1 , 𝑥2 𝑎𝑛𝑑 𝑥3 𝑏𝑎𝑐𝑘 𝑖𝑛𝑡𝑜 𝑡ℎ𝑒 𝑐𝑜𝑛𝑠𝑡𝑟𝑎𝑖𝑛𝑡 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑔2 (𝑋) = 𝑥1 + 𝑥2 + 𝑥3 − 1 = 0

1
𝜆1 + 𝜆2 + (−𝜆1 + 𝜆2 ) + 𝜆2 − 1 = 0 => 3𝜆2 − 1 = 0 => 𝜆2 =
3
1 1
From 𝑥1 = 𝜆1 + 𝜆2 , we have 𝑥1 = 0 + = .
3 3

1 1
From 𝑥2 = −𝜆1 + 𝜆2 , we have 𝑥2 = 0 + = .
3 3

Therefore, the critical point that satisfies both the objective function and the
1 1 1
constraints is 𝑥1 = , 𝑥2 = , 𝑎𝑛𝑑 𝑥3 =
3 3 3

+Verify the nature of the critical point.

To verify that this critical point corresponds to a minimum, we need to check the
second partial derivatives of the Lagrangian function.

Taking the second partial derivatives:

𝜕2 𝐿 𝜕2 𝐿 𝜕2𝐿 𝜕2𝐿 𝜕2𝐿 𝜕2 𝐿
= 1, = −1, = 0, = 1, = 0 𝑎𝑛𝑑 =1
𝜕𝑥12 𝜕𝑥1 𝜕𝑥2 𝜕𝑥1 𝜕𝑥3 𝜕𝑥22 𝜕𝑥2 𝜕𝑥3 𝜕𝑥32

1
Evaluating these second partial derivatives at the critical point 𝑥1 = , 𝑥2 =
3
1 1
, 𝑎𝑛𝑑 𝑥3 = , we find that all the second partial derivatives are positive.
3 3

Since all the second partial derivatives are positive, this critical point corresponds to a
minimum.

Therefore, the minimum value of the objective function 𝑓(𝑋) = 6 subject to the
1 1 1
given constraints is achieved at 𝑥1 = , 𝑥2 = , 𝑎𝑛𝑑 𝑥3 =
3 3 3

3. Find the dimension of a cylindrical tin (with top and bottom) made up of sheet
metal to maximize its volume such that the total surface area is equal to 24𝜋.

Proof
Let's denote the radius of the cylindrical tin as "r" and the height as "h". To maximize
the volume of the tin, we need to find the dimensions that satisfy the given constraint
of the total surface area.

The surface area of the cylindrical tin can be divided into three parts: the top and
bottom circles and the lateral surface area.

The surface area of each circle is given by πr², so the total surface area of both circles
is 2πr².

The lateral surface area of the cylinder is given by 2πrh.

Adding these two parts, we have the equation for the total surface area:

2πr² + 2πrh = 24π

Simplifying the equation, we get:

r² + rh = 12

Now, we want to maximize the volume of the tin, which is given by V = πr²h.
To find the maximum volume, we can use the equation for the total surface area to
express h in terms of r and substitute it into the volume equation.

From the equation r² + rh = 12, we can solve for h:

12 − 𝑟 2
ℎ=
𝑟
Substituting this expression for h into the volume equation:
(12 − 𝑟 2 )
𝑉 = 𝜋𝑟 2 [ ]
𝑟

Simplifying further: V = 12πr − πr³

To maximize V, we need to find the value of r that maximizes the expression
12πr - πr³.
To find the critical points, we differentiate V with respect to r and set the derivative
equal to zero:
dV
= 12π − 3πr 2 = 0
dr

Solving this equation:

3πr² = 12π
r² = 4 => r = ± 2
So, we have found a critical point at r = 2.
To confirm that this critical point gives the maximum volume, we can check the
second derivative:
d²V/dr² = −6πr
Substituting r = 2 into this equation:
d²V/dr² = −12π
Since the second derivative is negative, we can conclude that r = 2 corresponds to a
local maximum.

Therefore, the maximum volume of the cylindrical tin can be achieved when the
radius is 2. To find the corresponding height, we can substitute this value back into the
equation r 2 + rh = 12 :

r 2 + rh = 12 => 22 + 2ℎ = 12 => 4 + 2ℎ = 12 => ℎ = 4

So, the dimensions of the cylindrical tin that maximize its volume while satisfying the
total surface area constraint are a radius of 2 units and a height of 4 units.