Labs

Optimisation · Contour meets constraint

Lagrange as a kiss

Level curves of f touching g = c. λ is the price of the constraint.

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∇f∇g

Want: f = x² + y² as small as possible (circles). Must: stay on the line x + 2y = c. The light circle is the contour through the dot; the arrows are ∇f and ∇g there.

f at the dot
2.240
min on the line, c²/5
0.800
angle ∇f to ∇g
53.3°
λ = 2c/5 = d(min)/dc
0.800

The contour through the dot crosses the line, so sliding one way along the line reaches a smaller circle. Not done yet.

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Lagrange as a kiss

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