Lagrange multiplier

In mathematical optimization, the method of Lagrange multipliers (named after Joseph Louis Lagrange) is a strategy for finding the local maxima and minima of a function subject to equality constraints. For instance (see Figure 1), consider the optimization problem maximize f(x, y)subject to g(x, y) = c. We need both f and g to have continuous first partial derivatives. We introduce a new variable (λ) called a Lagrange multiplier and study the Lagrange function (or Lagrangian) defined by

Lagrange multiplier

In mathematical optimization, the method of Lagrange multipliers (named after Joseph Louis Lagrange) is a strategy for finding the local maxima and minima of a function subject to equality constraints. For instance (see Figure 1), consider the optimization problem maximize f(x, y)subject to g(x, y) = c. We need both f and g to have continuous first partial derivatives. We introduce a new variable (λ) called a Lagrange multiplier and study the Lagrange function (or Lagrangian) defined by