Absolute Minimum of a Quadratic Function

Calculus Level 3

Given

f ( x , y ) = 5 x 2 + 3 x y + 10 y 2 + 4 x 20 y + 50 f(x,y) = 5 x^2 + 3 x y + 10 y^2 + 4 x - 20 y + 50

Find the the absolute minimum value of f ( x , y ) f(x, y) over R 2 \mathbb{R}^2 .


The answer is 37.435.

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2 solutions

Tom Engelsman
Feb 2, 2021

Taking the gradient of f ( x , y ) f(x,y) equal to zero gives us:

f x = 10 x + 3 y + 4 = 0 ; f_{x} = 10x + 3y + 4 = 0;

f y = 3 x + 20 y 20 = 0 f_{y} = 3x + 20y - 20 =0

which this 2x2 linear system yields the unique point P ( x , y ) = ( 140 191 , 212 191 ) P(x,y) = (-\frac{140}{191}, \frac{212}{191}) . The Hessian Matrix, F ( x , y ) F(x,y) , computes to:

F ( x , y ) = [ f x x f x y f y x f y y ] = [ 10 3 3 20 ] F(x,y) = \begin{bmatrix} f_{xx} && f_{xy} \\ f_{yx} && f_{yy} \end{bmatrix} = \begin{bmatrix} 10 && 3 \\ 3 && 20 \end{bmatrix}

which is positive-definite for all x , y R x,y \in \mathbb{R} \Rightarrow P P is a global minimum point. Hence, the global minimum of f f computes to f ( 140 191 , 212 191 ) = 7150 191 . f(-\frac{140}{191}, \frac{212}{191}) = \boxed{\frac{7150}{191}}.

David Vreken
Feb 3, 2021

( a x + b y + c ) 2 + ( d y + e ) 2 + f (ax + by + c)^2 + (dy + e)^2 + f has a global minimum of f f when a x + b y + c = 0 ax + by + c = 0 and d y + e = 0 dy + e = 0 , and the former can be expanded to:

a 2 x 2 + 2 a b x y + ( b 2 + d 2 ) y 2 + 2 a c x + 2 ( b c + d e ) y + c 2 + e 2 + f a^2x^2 + 2abxy + (b^2 + d^2)y^2 + 2acx + 2(bc + de)y + c^2 + e^2 + f

Comparing this to the given equation:

f ( x , y ) = 5 x 2 + 3 x y + 10 y 2 + 4 x 20 y + 50 f(x, y) = 5x^2 + 3xy + 10y^2 + 4x - 20y + 50

we can set a 2 = 5 a^2 = 5 , 2 a b = 3 2ab = 3 , b 2 + d 2 = 10 b^2 + d^2 = 10 , 2 a c = 4 2ac = 4 , 2 ( b c + d e ) = 20 2(bc + de) = -20 , and c 2 + e 2 + f = 50 c^2 + e^2 + f = 50 .

Solving (mostly) from left to right, a = 5 a = \sqrt{5} , b = 3 5 10 b = \cfrac{3\sqrt{5}}{10} , c = 2 5 5 c = \cfrac{2\sqrt{5}}{5} , d = 955 10 d = \cfrac{\sqrt{955}}{10} , e = 106 955 955 e = -\cfrac{106\sqrt{955}}{955} , and f = 7150 191 f = \cfrac{7150}{191} , so that f ( x , y ) f(x, y) can be rearranged to:

f ( x , y ) = ( 5 x + 3 5 10 y + 2 5 5 ) 2 + ( 955 10 y 106 955 955 ) 2 + 7150 191 f(x, y) = (\sqrt{5}x + \cfrac{3\sqrt{5}}{10}y + \cfrac{2\sqrt{5}}{5})^2 + (\cfrac{\sqrt{955}}{10}y - \cfrac{106\sqrt{955}}{955})^2 + \cfrac{7150}{191}

which has an absolute minimum of f = 7150 191 37.435 f = \cfrac{7150}{191} \approx \boxed{37.435} .

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