maxz₁ +37₂ s.t. +2²=10

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
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how to solve the systems of equations please teach  explain step by step also  Verify if max or min please solve the hessians the other hessians 

Lagrangian:
The FOC becomes:
.
s.t. 21+22=10
maxz₁ +373
ZER²
L(z; λ) = (₁ +37₂)-A₁(x+x-10)
ƏL(x; X) Əf(x) Əgi(x)
?х ?х
-A₁
əzi
ƏL(x; X)
əx₂
ƏL(x; X)
ƏX₁
=1-2₁₁0 21 =
af (1) ₁² Əgi(z)
Əz₂
01₂
=3-2₁₂01
=+= 10
We obtain two solutions to this system of equations
(21, 22, A1) = (1, 3, ¹/2)
.
(₁, 2, ₁) = (-1, -3, -1/2)
Let's look at these two candidates for a maximum:
• For X = ¹/2 the Lagrangian is:
L(x, X*) = x₂ + 3x₂ − ²½ (2² + x²³) – -5
This function is concave ⇒ (1,72) = (1,3) is a maximum point.
H(x) =
One can either see this from the equation, or one can check the Hessian matrix:
-(¹9)
1
BH =
3
20₁
This matrix is negative semi-definite: principle minors of order k = 1 are negative (-1),
principle minor of order k = 2 is |H(z)| = 1.
Alternatively one can check this via the bordered Hessian here:
0 2 6
2 -1 0
6 0
-1
⇒ |BH| = 40> 0 ⇒ x* = (1, 3) is a maximum.
Transcribed Image Text:Lagrangian: The FOC becomes: . s.t. 21+22=10 maxz₁ +373 ZER² L(z; λ) = (₁ +37₂)-A₁(x+x-10) ƏL(x; X) Əf(x) Əgi(x) ?х ?х -A₁ əzi ƏL(x; X) əx₂ ƏL(x; X) ƏX₁ =1-2₁₁0 21 = af (1) ₁² Əgi(z) Əz₂ 01₂ =3-2₁₂01 =+= 10 We obtain two solutions to this system of equations (21, 22, A1) = (1, 3, ¹/2) . (₁, 2, ₁) = (-1, -3, -1/2) Let's look at these two candidates for a maximum: • For X = ¹/2 the Lagrangian is: L(x, X*) = x₂ + 3x₂ − ²½ (2² + x²³) – -5 This function is concave ⇒ (1,72) = (1,3) is a maximum point. H(x) = One can either see this from the equation, or one can check the Hessian matrix: -(¹9) 1 BH = 3 20₁ This matrix is negative semi-definite: principle minors of order k = 1 are negative (-1), principle minor of order k = 2 is |H(z)| = 1. Alternatively one can check this via the bordered Hessian here: 0 2 6 2 -1 0 6 0 -1 ⇒ |BH| = 40> 0 ⇒ x* = (1, 3) is a maximum.
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