Lagrange multiplier
Sign in to saveAlso known as method of Lagrange multiplier
a method to solve constrained optimization problems
Wikidata facts
- Instance of
- method
- Named after
- Joseph-Louis Lagrange
- Has use
- constrained optimization
Show 3 more facts
- maintained by WikiProject
- WikiProject Mathematics
- Stack Exchange tag
- or.stackexchange.com/tags/lagrange-multipliers
- Commons category
- Lagrange multiplier
Sources (2)
via Wikidata · CC0
~40 min read
Encyclopedic overview
In mathematical optimization, the method of Lagrange multipliers is a strategy for finding the local maxima and minima of a function subject to equation constraints (i.e., subject to the condition that one or more equations have to be satisfied exactly by the chosen values of the variables). It is named after the mathematician Joseph-Louis Lagrange.
Summary and rationale
Excerpted from Wikipedia’s “Lagrange multiplier” article, available under the CC BY-SA 4.0 licence.