Scribd
Upload
3 views6 pages

Pset Print

The document outlines a mathematical optimization problem involving constraints and the formation of a Lagrangian. It details the process of finding optimal values for variables under given constraints, including cases for different values of Lagrange multipliers. The final results indicate that to maximize the function, specific quantities of two variables should be used, with the highest value achieved when one variable is set to zero and the other to ten.

Uploaded by

mannat.nandwani
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
3 views6 pages

Pset Print

The document outlines a mathematical optimization problem involving constraints and the formation of a Lagrangian. It details the process of finding optimal values for variables under given constraints, including cases for different values of Lagrange multipliers. The final results indicate that to maximize the function, specific quantities of two variables should be used, with the highest value achieved when one variable is set to zero and the other to ten.

Uploaded by

mannat.nandwani
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 6

2 2

θ = 𝑥𝑚 + 𝑥𝑡 − 𝑥 𝑡 − 𝑥𝑚𝑥𝑡

According to the given budget we can formulate the constraint that:


25𝑥𝑚 + 10𝑥𝑡 ≤ 100
⇒ 5𝑥𝑚 + 2𝑥𝑡 ≤ 20

According to the explosion condition we can formulate the constraint that:


𝑥𝑚𝑥𝑡 ≤ 8

And, non negativity constraints are:


𝑥𝑚 ≥ 0 , 𝑥𝑡 ≥ 0

Forming the Lagrangian:


2 2
L = 𝑥𝑚 + 𝑥𝑡 − 𝑥 𝑡 − 𝑥𝑚𝑥𝑡 - λ1(5𝑥𝑚 + 2𝑥𝑡 − 20) − λ2 (𝑥𝑚𝑥𝑡 − 8)

Finding the partial derivatives:


𝑑𝐿
𝑑𝑥𝑚
= 2𝑥𝑚 − 𝑥𝑡 − 5λ1 − λ2𝑥𝑡
𝑑𝐿
𝑑𝑥𝑡
= 2𝑥𝑡 − 𝑥𝑚 − 1 − 2λ1 − λ2𝑥𝑚

According to Complementary Slackness:


λ1(5𝑥𝑚 + 2𝑥𝑡 − 20) = 0
λ2 (𝑥𝑚𝑥𝑡 − 8) = 0

Case 1: When λ1 and λ2 > 0, then


5𝑥𝑚 + 2𝑥𝑡 − 20 = 0
⇒ 5𝑥𝑚 + 2𝑥𝑡 = 20

(𝑥𝑚𝑥𝑡 − 8) = 0
⇒𝑥𝑚𝑥𝑡 = 8
8
⇒𝑥𝑡 = 𝑥𝑚

Substituting this:
5𝑥𝑚 + 2𝑥𝑡 = 20
8
⇒ 5𝑥𝑚 + 2 ( 𝑥 ) = 20​
𝑚
16
⇒ 5𝑥𝑚 + 𝑥𝑚
= 20
2
⇒ 5𝑥𝑚 + 16 = 20𝑥𝑚
2
⇒ 5𝑥𝑚 − 20𝑥𝑚 + 16 = 0

2
20 ± (−20) − 4(5)(16)
⇒ 𝑥𝑚 = 2 (5)
20 ± 400 − 320
⇒ 𝑥𝑚 = 10
20 ± 80
⇒ 𝑥𝑚 = 10
20 ± 4 5
⇒ 𝑥𝑚 = 10
2 5
⇒ 𝑥𝑚 = 2 ± 5

So, when:
2 5
𝑥𝑚 = 2 + 5
= 2 + 0.894
= 2.894 (approx)

8
Then, 𝑥𝑡 = 𝑥𝑚
8
​ = 2.894
​ = 2.765 (approx)

And, when:
2 5
𝑥𝑚 = 2 − 5
= 2 - 0.894
= 1.106

8
Then, 𝑥𝑡 = 𝑥𝑚
8
= 1.106
= 7.233

Thus, the value of θ (𝑥𝑚, 𝑥𝑡) at these values is:


2 2
θ (2.894, 2.765) = (2.894) + (2.765) - 2.765 - (2.894) × (2.765)
​ ​ = 8.375 + 7.645 - 2.765 - 8.001
= 5.254

2 2
θ (1.106, 7.233) = (1.106) + (7.233) - 7.233 - (1.106) × (7.233)
​ ​ = 1.223 + 52.316 - 7.233 - 7.999
= 38.307

Case 2: When λ1 > 0 and λ2 = 0


Then, 5𝑥𝑚 + 2𝑥𝑡 = 20

From the partial derivatives we can say:


2𝑥𝑚 − 𝑥𝑡 = 5λ1
2𝑥𝑡 − 1 − 𝑥𝑚 = 2λ1

Thus,
2𝑥𝑚 − 𝑥𝑡 2𝑥𝑡 − 1 − 𝑥𝑚
5
= 2
⇒ 4𝑥𝑚 − 2 𝑥𝑡 = 10𝑥𝑡 − 5 − 5𝑥𝑚
⇒ 9𝑥𝑚 = 12𝑥𝑡- 5
12𝑥𝑡 −5
⇒ 𝑥𝑚 = 9

Substituting:
5𝑥𝑚 + 2𝑥𝑡 = 20
12𝑥𝑡 −5
⇒ 5( 9
) + 2𝑥𝑡 = 20
⇒ 60𝑥𝑡 − 25 + 18𝑥𝑡 = 180
⇒ 78𝑥𝑡 = 205
205
⇒ 𝑥𝑡 = 78
= 2.628
12(2.628) −5 26.536
and 𝑥𝑚 = 9
= 9
= 2.948

2 2
θ (2.307, 3.076) = (2.628) + (2.948) - 2.948 - (2.628) × (2.948)
​ ​ = 6.906 + 8.690 - 2.948 - 7.747
= 4.901
Case 3: When λ1 = 0 and λ2 > 0
(𝑥𝑚𝑥𝑡 − 8) = 0
⇒𝑥𝑚𝑥𝑡 = 8
8
⇒𝑥𝑚 = 𝑥𝑡

From the partial derivatives,


2𝑥𝑚 − 𝑥𝑡 = λ2𝑥𝑡
2𝑥𝑡 − 1 − 𝑥𝑚 = λ2𝑥𝑚

2𝑥𝑚 − 𝑥𝑡 2𝑥𝑡 − 1− 𝑥𝑚
𝑥𝑡
= 𝑥𝑚
2 2
⇒ 2𝑥𝑚 − 𝑥𝑡 𝑥𝑚 = 2𝑥𝑡 − 𝑥𝑡 − 𝑥𝑡 𝑥𝑚
2 2
⇒ 2𝑥𝑚 = 2𝑥𝑡 − 𝑥𝑡
8 2 2
⇒2( 𝑥 ) = 2𝑥𝑡 − 𝑥𝑡
𝑡

128 2
⇒ 2 = 2𝑥𝑡 − 𝑥𝑡
𝑥𝑡
4 3
⇒ 128 = 2𝑥𝑡 − 𝑥𝑡

Getting values of:


𝑥𝑚 = 3. 036 (𝑎𝑝𝑝𝑟𝑜𝑥)
𝑥𝑡 = 2. 636 (𝑎𝑝𝑝𝑟𝑜𝑥)

According to the budget constraint:


5𝑥𝑚 + 2𝑥𝑡 ≤ 20
⇒ 5(3.036) + 2(2.636)
⇒ 20. 452

Which is greater than 20. So, we can disregard this case.

Case 4: When λ1 = 0 and λ2 = 0


2𝑥𝑚 − 𝑥𝑡 = 0 ⇒ 2𝑥𝑚 = 𝑥𝑡

2𝑥𝑡 − 1 − 𝑥𝑚 = 0
⇒2(2𝑥𝑚) − 1 − 𝑥𝑚 = 0
⇒ 4𝑥𝑚 − 𝑥𝑚 = 1
⇒ 3𝑥𝑚 = 1
1
⇒ 𝑥𝑚 = 3
2
Thus, 𝑥𝑡 = 3
1 2 1 2 2 2 2 1 2
θ(3,3)=(3) +(3) - 3
-(3)×(3)
4
​ ​ =− 3
Which makes no sense in order to maximise the function, so we disregard this case.

We should also check the value of the function at the boundaries.


And, we know the relationship between the two variables is:
5𝑥𝑚 + 2𝑥𝑡 = 20 (from previous constraints)

Thus, when 𝑥𝑚 = 0,
20
𝑥𝑡 = 2
= 10

2 2
θ = 0 + 10 − 10 − (0)(10)
= 100 - 10
= 90

When, 𝑥𝑡 = 0,
20
𝑥𝑚 = 5
= 4
2 2
θ=4 + 0 − 0 − (4)(0)
= 16

Thus, the highest value of θ occurs at (0,10).


This means Maria should use 0 units of m and 10 units of t in order to maximise the state of her
car.

4)
∞
1
(a) ∫ (𝑥−2)(𝑥−3)
𝑑𝑥
4
Breaking it into partial fractions:
1 𝐴 𝐵
(𝑥−2)(𝑥−3)
= (𝑥−2)
+ (𝑥−3)
⇒ 1= A(x-3) + B(x-2)

When x = 3,
1 = A(3 - 3) + B(3 - 2)
⇒B=1

When x = 2,
1 = A(2 - 3) + B(2 - 2)
⇒ A = -1

So,
1 −1 1
(𝑥−2)(𝑥−3)
= (𝑥−2)
+ (𝑥−3)

Integrating it:
∞
−1 1
∫ (𝑥−2)
+ (𝑥−3)
𝑑𝑥
4
⇒ [− 𝑙𝑜𝑔 |𝑥 − 2| + 𝑙𝑜𝑔 |𝑥 − 3|]
This can be broken up into:
⇒ [𝑙𝑜𝑔|𝑥 − 3| − 𝑙𝑜𝑔 |𝑥 − 2| ] − (− 𝑙𝑜𝑔 2 − 𝑙𝑜𝑔 1) (by plugging in values when x
→ ∞ 𝑎𝑛𝑑 𝑥 → 4)

Now, when 𝑥 → ∞
[𝑙𝑜𝑔|𝑥 − 3| − 𝑙𝑜𝑔 |𝑥 − 2| ]
𝑥−3
⇒ 𝑙𝑜𝑔 𝑥−2
3
1− 𝑥
⇒ 𝑙𝑜𝑔 2
1− 𝑥

⇒ 𝑙𝑜𝑔 1
⇒ 0

and,
(− 𝑙𝑜𝑔 2 − 𝑙𝑜𝑔 1)
⇒ − 𝑙𝑜𝑔 2 − 0
⇒ − 𝑙𝑜𝑔 2

Thus, the full value becomes:


0 − (− 𝑙𝑜𝑔 2)
⇒ 𝑙𝑜𝑔 2
⇒ 0. 301 (Ans)

You might also like