Minimizing a Quadratic subject to a Quadratic Constraint

Calculus Level 4

Let

f ( x , y ) = x 2 + 2 x y + 3 y 2 f(x, y) = x^2 + 2 x y + 3 y^2

where x , y R x, y \in \mathbb{R} satisfy,

4 x 2 + 2 x y + 9 y 2 = 100 4 x^2 + 2 x y + 9 y^2 = 100

Find the minimum of f ( x , y ) f(x, y) . The minimum can be expressed as p q \dfrac{p}{q} where p , q p, q are positive coprime integers. As your answer, enter p + q p+q


The answer is 107.

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3 solutions

Kushal Dey
Jan 29, 2021

Let the value of f(x,y)=c for point (a,b) such that this point also lies on the second curve. Thus we have 2 equations a²+2ab3b²=c and 4a²+2ab+9b²=100. Since we need to find the max/min value of c, we can imagine in either case both curves must touch each other at the point (a,b)[because the point must be unique and no other point must satisfy the condition within the close neighborhood of the point, otherwise it would be a case of cutting and max/min won't be achieved]. This means that the slopes of both curves must be equal at (a,b). That gives us another condition (a+b)/(a+3b)=(4a+b)/(a+9b) [via elementary calculus, just differentiate the curves and equate dy/dx of both curves], which on simplifying turns out to be a²+ab-2b²=0 =>(a-b)(a+2b)=0 => a=b or a=-2b. Now out of the 2 cases, one is for maximum and other for the minimum value.
Case 1, a=b, we have 15b²=100, 6b²=c => c=40 [by eliminating b²].
Case 2, a=-2b, we have 3b²=c, 21b²=100 => c=100/7.
Thus the min value is 100/7.


ChengYiin Ong
Jan 29, 2021

We first find whether there's any critical points, c \overrightarrow{c} inside the domain D = { ( x , y ) 4 x 2 + 2 x y + 9 y 2 = 100 } D=\{(x,y)| 4x^2+2xy+9y^2=100\} , this is equivalent to finding f ( c ) = 0 \nabla f(\overrightarrow{c})=\overrightarrow{0} (since f ( c ) \nabla f(\overrightarrow{c}) must exist as f f is a multivariate polynomial), so f = 2 x + 2 y , 6 y + 2 x = 0 , 0 \nabla f=\langle 2x+2y, 6y+2x\rangle=\langle 0,0 \rangle which means c = x , y = 0 , 0 \overrightarrow{c}=\langle x,y \rangle=\langle 0,0 \rangle but it does satisfy the given constraint.

Now, we compute the extrema of f f on D \partial D , the boundary of D D , using the method of Lagrange Multipliers, let g ( x , y ) = 4 x 2 + 2 x y + 9 y 2 100 = 0 g(x,y)=4x^2+2xy+9y^2-100=0 as our constraint, we have f = λ g \nabla f=\lambda \nabla g 2 x + 2 y , 6 y + 2 x = λ 8 x + 2 y , 2 x + 18 y . \langle 2x+2y, 6y+2x\rangle = \lambda \langle 8x+2y, 2x+18y\rangle. It is obvious that g 0 \nabla g \ne \overrightarrow{0} , otherwise we have ( x , y ) = ( 0 , 0 ) (x,y)=(0,0) which doesn't satisfy our constraint. Also, if λ = 0 \lambda = 0 , then we also get ( x , y ) = ( 0 , 0 ) (x,y)=(0,0) which also doesn't satisfy our constraint.

Then, eliminating λ \lambda we have ( 2 x + 2 y ) ( 18 y + 2 x ) = ( 8 x + 2 y ) ( 6 y + 2 x ) x 2 + x y = 2 y 2 ( 2 x + y ) 2 = 9 y 2 x = y or x = 2 y . (2x+2y)(18y+2x)=(8x+2y)(6y+2x) \implies x^2+xy=2y^2 \implies (2x+y)^2=9y^2 \implies x=y \ \ \textrm{or} \ \ x=-2y. If x = y x=y , then from g g , we have 15 x 2 = 100 15x^2=100 , x 2 = 20 3 x^2=\frac{20}{3} , so f = 6 x 2 = 40 f=6x^2=40 . If x = 2 y x=-2y , then from g g , we have 21 y 2 = 100 21y^2=100 , y 2 = 100 21 y^2=\frac{100}{21} , so f = 3 y 2 = 100 7 f=3y^2=\frac{100}{7} .

Thus, f m a x = 40 and f m i n = 100 7 \boxed{f_{max}=40 \ \textrm{and} \ f_{min}=\frac{100}{7}} , p + q = 100 + 7 = 107 p+q=100+7=\boxed{107} .

I did exactly the same. Very nice.

Kris Hauchecorne - 4 months, 1 week ago
Mark Hennings
Jan 30, 2021

If we define the symmetric matrices A = ( 1 1 1 3 ) B = ( 4 1 1 9 ) A \; = \; \left(\begin{array}{cc} 1 & 1 \\ 1 & 3\end{array}\right) \hspace{2cm} B \; =\; \left(\begin{array}{cc} 4 & 1 \\ 1 & 9 \end{array}\right) then we want to minimize f ( x ) = x T A x f(\mathbf{x}) = \mathbf{x}^TA\mathbf{x} subject to the condition g ( x ) = x T B x = 100 g(\mathbf{x}) = \mathbf{x}^TB\mathbf{x}=100 . Find an orthogonal matrix P P and real numbers u , v u,v such that B = P T ( u 0 0 v ) P B \; = \; P^T\left(\begin{array}{cc} u & 0 \\ 0 & v \end{array}\right)P Since g ( x , y ) = 3 x 2 + ( x + y ) 2 + 8 y 2 g(x,y) \; = \; 3x^2 + (x+y)^2 + 8y^2 , it is clear that g ( x , y ) g(x,y) is positive definite and hence u , v > 0 u,v > 0 . Thus, if we define Q = ( u 0 0 v ) P Q \; = \; \left(\begin{array}{cc} \sqrt{u} & 0 \\ 0 & \sqrt{v}\end{array}\right) P then Q Q is a nonsingular matrix and B = Q T Q B = Q^TQ . If we change coordinates, and define X = Q x \mathbf{X} = Q\mathbf{x} , then we are trying to minimize X T ( Q 1 ) T A Q 1 X subject to X T X = 100 \mathbf{X}^T(Q^{-1})^TAQ^{-1}\mathbf{X} \hspace{0.5cm} \mbox{subject to} \hspace{0.5cm} \mathbf{X}^T\mathbf{X} = 100 Since ( Q 1 ) T A Q 1 (Q^{-1})^TAQ^{-1} is symmetric, we can find an orthogonal matrix S S and reals a < b a < b such that S T ( Q 1 ) T A Q 1 S = ( a 0 0 b ) S^T(Q^{-1})^TAQ^{-1}S \; = \; \left(\begin{array}{cc} a & 0 \\ 0 & b \end{array}\right) Changing coodinates once again, defining ( ξ 1 ξ 1 ) = S T X \binom{\xi_1}{\xi_1} = S^T\mathbf{X} , we end up trying to minimize a ξ 1 2 + b ξ 2 2 a\xi_1^2 + b\xi_2^2 subject to the restraint ξ 1 2 + ξ 2 2 = 100 \xi_1^2 + \xi_2^2 = 100 , and so the minimum value is 100 a 100a , and the maximum value is 100 b 100b . Now ( t a ) ( t b ) = d e t ( t I 2 S T ( Q 1 ) T A Q 1 S ) = d e t ( S T ( t I 2 ( Q 1 ) T A Q 1 ) S ) = d e t ( t I 2 ( Q 1 ) T A Q 1 ) = d e t ( ( Q 1 ) T ( t Q T Q A ) Q 1 ) = ( d e t Q ) 2 d e t ( t B A ) \begin{aligned} (t-a)(t-b) & = \; \mathrm{det}\big(tI_2 - S^T(Q^{-1})TAQ^{-1}S\big) \; = \; \mathrm{det}\big(S^T(tI_2 - (Q^{-1})^TAQ^{-1})S\big) \; = \; \mathrm{det}\big(tI_2 - (Q^{-1})^TAQ^{-1}\big) \\ & = \; \mathrm{det}\big((Q^{-1})^T(tQ^TQ - A)Q^{-1}\big) \; = \; \big(\mathrm{det}Q)^{-2}\mathrm{det}(tB-A) \end{aligned} and hence we need to solve 0 = d e t ( t B A ) = 35 t 2 19 t + 2 = ( 5 t 2 ) ( 7 t 1 ) 0 \; = \; \mathrm{det}(tB-A) \; =\; 35t^2 - 19t + 2 \; =\; (5t-2)(7t-1) and hence a = 1 7 a = \tfrac17 , while b = 2 5 b = \tfrac25 . Thus the minimum value is 100 7 \tfrac{100}{7} , making the answer 107 \boxed{107} , and the maximum value is 40 40 .

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