关于拉格朗日乘数法的两点思考

Two Notes on the Method of Lagrange Multipliers

研究等式约束条件下多元函数的极值问题,利用等价模型方法给出原问题与其拉格朗日乘数模型的等价性,并讨论在不等式约束下条件极值的求法.

In this paper, an extremal problem of a multivariate function under equality constrains is discussed. The equivalence of the original extremal problem and its Lagrange multiplier model is established. The extremal problem under inequality constrains is also discussed.