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A Tangent Plane Approach To Equality Constrained Optimization

Frank Kampas
Organization: Physicist at Large Consulting
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Optimization of functions subject to equality constraints is normally performed using Lagrange multipliers. This method can be derived from an approach in which the gradient of the objective function is orthogonal to the tangent plane of the surface defined by the constraints, at the optimum point. The tangent plane approach can be implemented for simple problems using quantifiers and the function Reduce and provides a useful insight into equality constrained optimization and the concept of the tangent plane.

*Applied Mathematics > Optimization

Optimization, Equality Constraints, Tangent Plane, Quantifiers, Reduce
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TangentPlaneOptimization.nb (23.1 KB) - Mathematica Notebook [for Mathematica 5.2]