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optimization > method of Lagrange multipliers

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method of Lagrange multipliers  

Definition(s)

  • In mathematical optimization, the method of Lagrange multipliers is a strategy for finding the local maxima and minima of a function subject to equation constraints (i.e., subject to the condition that one or more equations have to be satisfied exactly by the chosen values of the variables). It is named after the mathematician Joseph-Louis Lagrange. The basic idea is to convert a constrained problem into a form such that the derivative test of an unconstrained problem can still be applied. The relationship between the gradient of the function and gradients of the constraints rather naturally leads to a reformulation of the original problem, known as the Lagrangian function.
    (Wikipedia, The Free Encyclopedia, https://en.wikipedia.org/wiki/Lagrange_multiplier)

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http://data.loterre.fr/ark:/67375/PSR-X0KPF7JX-6

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