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authorPrefetch2022-12-20 20:11:25 +0100
committerPrefetch2022-12-20 20:11:25 +0100
commit1d700ab734aa9b6711eb31796beb25cb7659d8e0 (patch)
treeefdd26b83be1d350d7c6c01baef11a54fa2c5b36 /source/know/concept/lagrange-multiplier
parenta39bb3b8aab1aeb4fceaedc54c756703819776c3 (diff)
More improvements to knowledge base
Diffstat (limited to 'source/know/concept/lagrange-multiplier')
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@@ -127,8 +127,22 @@ about the interdependence of a system of equations
then $$\lambda$$ is not even given an expression!
Hence it is sometimes also called an *undetermined multiplier*.
-This method generalizes nicely to multiple constraints or more variables.
-Suppose that we want to find the extrema of $$f(x_1, ..., x_N)$$
+This does not imply that $$\lambda$$ is meaningless;
+it often represents a quantity of interest.
+In general, defining $$h \equiv g + c$$ so that the constraint is $$h(x, y) = c$$,
+we see that the Lagrange multiplier represents the rate of change of $$\mathcal{L}$$
+with respect to the value being constrained:
+
+$$\begin{aligned}
+ \mathcal{L}(x, y, \lambda)
+ = f(x, y) + \lambda (h(x, y) - c)
+ \qquad \implies \qquad
+ -\pdv{\mathcal{L}}{c} = \lambda
+\end{aligned}$$
+
+The method of Lagrange multipliers
+generalizes nicely to more constraints or more variables.
+Suppose we want to find extrema of $$f(x_1, ..., x_N)$$
subject to $$M < N$$ conditions:
$$\begin{aligned}