Wednesday 3 February 2016

Optimization Using Lagrange Multipliers

Optimization is selecting the best in the given situation.  Calculus can be used in optimising many problems like selection of least material to manufacture something or selection of the method that costs least to manufacture.  Optimization involving single variable is simple and done by finding critical points, boundary points and discontinuous or nondifferentiable points.  In the same way problems involving two or more variables can also be optimized.  It is done by putting some given condition in the function which we are going to optimise and find points that were said in case of single variable optimization.  But in case of multivariable functions we equal all first order partial derivatives to zero.

We are doing here an optimization problem but not by conventional method we used to do in single variable optimization.  We are using another method called Lagrange multipliers.  This process of optimization may make optimization process easier in some of the cases.  So it is useful method of optimization to know.