Exercise 734Calculus › Multivariable calculus › Optimisation in several variablesL2Added 2 Nov 2026
Optimisation under a linear constraint
#Lagrange#linear constraint#minimum
Statement
Minimize under the constraint .
Hint
Lagrange with . The Lagrangian is convex, so the critical point is a global minimum.
Show solutionHide solution
Solution
Lagrange system.
Resolution. From the first equation, . From the second, , so . Substituting into the constraint:
Conclusion. The minimum is at , with . It is indeed a global minimum because the Lagrangian is convex (sum of squares and a linear form).