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Finding Optimal Value of State and Lagrangian Multiplier

Housam Binous
Organization: KFUPM
Department: Chemical Engineering
URL: http://sites.google.com/site/homepageofdrhousambinous/
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We look for the extremum of a function and the value of the Lagrangian multipliers knowing that this function lies on the intersection of two surfaces. The solution to the present problem was derived by M. N. Bandyopadhyay, Control Engineering: Theory and Practice, Prentice Hall India, New Delhi, 2004. The author shows that Minimize gives the same results.

*Applied Mathematics > Optimization
*Engineering > Chemical Engineering
*Engineering > Control Theory

Minimize, Lagrangian multipliers, Lagrangian function, extremum, optimization
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Lagrangian.nb (9.6 KB) - Mathematica Notebook [for Mathematica 5.2]

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