Lagrange multipliers

Constrained extrema technique

Lagrange multipliers are a mathematical technique for finding the maximum or minimum of a function subject to constraints.

Named for the mathematician Joseph-Louis Lagrange, the method introduces auxiliary variables (the multipliers) that convert a constrained optimization problem into a system of equations.

The technique is fundamental in economics, physics, and engineering: We used Lagrange multipliers to maximize profit given our budget constraint.

Related

saddle point · lambda · constraints · stationary · linear algebra · slack · variational · feasible · extrema · calculus · maximization · contour · tangent · manifold · minimization · Hamilton · Euler · economics

Categories
Opposites
constraint handling approach

Lagrange multipliersbarrier methods

Contraception using physical blockage

Family

multiplier

Familiarity
Top 1,000,000
Profile
Used worldwide · Timeless · Abstract · Rated G