Minimizing Sum of Squares Under a Linear Constraint

Linear Algebra
Optimization
Easy
Minimize subject to .
Hint 1

Use a Lagrange multiplier with the constraint .

Hint 2

By symmetry of the objective and constraint, the optimum should have .

Show worked solution
  1. 1. Set up the Lagrangian conditions

    The first-order conditions give and , so .

  2. 2. Apply the constraint

    Combining with gives , and substituting into the objective gives the minimum.

Answer: x=y=1, minimum value 2

Related roles: Browse quant jobs

Related problems