Minimizing Sum of Squares Under a Linear Constraint
Linear Algebra
Optimization
Easy
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. Set up the Lagrangian conditions
The first-order conditions give and , so .
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