Lagrange multiplier method
Suppose that and () are differentiable functions that map , and we want to solve
The constraints are said to be independent iff all the gradients of each constraint are linearly independent, that is:
is a set of linearly independent vectors on all points where the constraints are verified.
Note that this is equivalent to finding the stationary points of:
After finding those points, one applies the constraints to get the actual stationary points subject to the constraints.
|Title||Lagrange multiplier method|
|Date of creation||2013-03-22 12:25:10|
|Last modified on||2013-03-22 12:25:10|
|Last modified by||cvalente (11260)|