Equality-constrained Lagrange multipliers
For C¹ real f,g, a local constrained extremum of f on g(x)=c at a point where ∇g≠0 must satisfy ∇f=λ∇g together with g=c.
Key knowledge
For C¹ real f,g, a local constrained extremum of f on g(x)=c at a point where ∇g≠0 must satisfy ∇f=λ∇g together with g=c. These equations produce candidates rather than an unconditional optimum.
Conditions and scope
- The nonzero constraint gradient is the qualification for this single-equality statement.
- Check objective values and feasibility, including singular points not covered by the condition.
Sources · 1
References
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Evidence and review
Lagrange multiplier theorem for one equality constraint.
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Entry details
Permanent link to this entry ↗- Record identity
- math-lagrange-multiplier-condition
- Revision
- university-core.1
- Structured reference record
- University core expansion