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    Session7 2

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    alginbaby989

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    Session7 2

    Uploaded by

    alginbaby989
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    Session7-2

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    2 views3 pages

    Session7 2

    Uploaded by

    alginbaby989

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 3

    Lagrange Multipliers

    %% MatLab code for Lagrange%s multiplier method for two variables

    % Clear command window, workspace and close figure windows


    clc; clear; close all;

    % Symbolic variables
    syms x y L real;

    % Input the function f(x, y)


    f = input('Enter the function f(x, y):');
    % Input the constrained function g(x, y)
    g = input('Enter the constrained function g(x, y):');

    % Form the Lagrangian function F = f + L * g


    F = f+L*g;
    % Compute the gradient of F
    gradF = jacobian(F, [x y]);
    % Solve for the stationary points and Lagrange multiplier
    S = solve(g==0, gradF(1)==0, gradF(2)==0, 'Real', true); % Solving only for Real x & y

    % Extract the coordinates of the stationary points


    St_pts = [S.x, S.y];
    h1 = St_pts(:, 1);
    h2 = St_pts(:, 2);
    X = double(h1);
    Y = double(h2);
    STP = table(X, Y);

    % Display the stationary points


    disp('Stationary points are:');
    disp(STP);
    % Define the range for plotting
    range = double([min(S.x)-3 max(S.x)+3 min(S.y)-3 max(S.y)+3]);

    % Compute the function values at the stationary points


    [n, m] = size(St_pts);
    F = zeros(n, 1);
    for i = 1:n
    F(i) = double(subs(f, {x, y}, {S.x(i), S.y(i)}));
    end
    % Determine the maximum and minimum values of f under the given constraint
    if n > 1
    F_max = max(F);
    disp(['The maximum value of f under the given constraint g is: ' num2str(F_max)]);
    F_min = min(F);
    disp(['The minimum value of f under the given constraint g is: ' num2str(F_min)]);
    else
    disp(['The extremum value of f under the given constraint g is: ' num2str(F)]);
    end

    % Plot the function and constraint surface


    fmesh(f, range);
    hold on;
    h = ezplot(g, range);
    tmp = get(h, 'contourMatrix'); % Retrieve the contour data from the constraint plot
    xdt = tmp(1, 2:end); % Extract x-coordinates of contour points, excluding the first
    point
    ydt = tmp(2, 2:end); % Extract y-coordinates of contour points, excluding the first
    point
    zdt = double(subs(f, {x, y}, {xdt, ydt}));
    plot3(xdt, ydt, zdt, '-r', 'LineWidth', 2);
    axis(range);

    % Plot the stationary points


    for i = 1:numel(X)
    plot3(S.x(i), S.y(i), F(i), '*k', 'MarkerSize', 20);
    end

    hold off;
    title('Constrained Maxima/Minima’);

    ======================================================================================
    %% MatLab code for Lagrange’s multiplier method for three variables:

    clear % Clear all variables


    clc % Clear the command window
    syms x y z L % Declare symbolic variables

    % Prompt user to enter the function f(x,y,z)


    f = input('Enter the function f(x,y,z): ');

    % Prompt user to enter the constraint function g(x,y,z)


    g = input('Enter the constraint function g(x,y,z): ');
    F = f + L*g; % Define the Lagrangian function F
    gradF = jacobian(F,[x,y,z]); % Compute the gradient of F

    % Solve the equations gradF(1)=0, gradF(2)=0, gradF(3)=0, and g=0 for x, y, z


    S = solve(gradF(1)==0, gradF(2)==0, gradF(3)==0, g==0);
    % Store the stationary points in st_pts matrix
    st_pts = double([S.x,S.y,S.z]);

    % Extract the x, y, z coordinates of the stationary points


    h1 = st_pts(:,1);
    h2 = st_pts(:,2);
    h3 = st_pts(:,3);
    X = h1; % Column vector of x coordinates
    Y = h2; % Column vector of y coordinates
    Z = h3; % Column vector of z coordinates

    STP = table(X, Y, Z); % Create a table to display the stationary points


    disp('Stationary points are:')
    disp(STP);

    [n, m] = size(st_pts); % Get the dimensions of st_pts matrix


    % Calculate the values of f at all the stationary points
    for i = 1:n
    F(i) = subs(f, {x, y, z}, {S.x(i), S.y(i), S.z(i)});
    end

    if n > 1
    F_max = max(F); % Find the maximum value of f
    disp(['The maximum value of f under the given constraint g is: '
    num2str(double(F_max))]);
    F_min = min(F); % Find the minimum value of f
    disp(['The minimum value of f under the given constraint g is: '
    num2str(double(F_min))]);
    else
    disp(['The extremum value of f under the given constraint g is: '
    num2str(double(F))]);
    end

    Practice Problems:
    1. Find the extreme values of the func on f (x, y) = 3x + 4y on the circle x 2 + y 2 = 1.
    x2 y2
    2. Find the extreme values of the func on f (x, y) = x y on the ellipse + = 1.
    8 2
    3. Find the extreme values of the func on f (x, y, z) = x y 2 z 3 on the plane x + y + z = 24.
    ti
    ti
    ti

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