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-rw-r--r--source/know/concept/lagrange-multiplier/index.md18
1 files changed, 16 insertions, 2 deletions
diff --git a/source/know/concept/lagrange-multiplier/index.md b/source/know/concept/lagrange-multiplier/index.md
index a0b22aa..ce5418f 100644
--- a/source/know/concept/lagrange-multiplier/index.md
+++ b/source/know/concept/lagrange-multiplier/index.md
@@ -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}