Created Sunday 06 April 2014
- is a way of optimizing a function(s) to given constraints where the contraints are a set of equations or inequalities
The method of lagrange multiplies is:
Step 1. Solve the following system of equations.
`\ \ \nabla f = \lambda \nabla g`
`\ \ g = k`
Step 2. Plug in all solutions, `bb x`, from the first step into `f` and identify the minimum and maximum values, provided they exist.
The constant `\lambda` is called the Lagrange Multiplier. `f` is the function to optimize and `g` is the constraint.