Lagrange Multipliers
Method of Lagrange Multipliers To find the extrema of f(x,y,z) sugject to the constraint g(x,y,z)=k (assuming that extrema exist),
and g(x,y,z)=k.
An alternate formulation of Lagrange multipliers is that we seek extrema of a function
Differentiate with respect to x, y, z, and ; what equations do you derive?
Lagrange multipliers are simply means of introducing constraints into an optimization problem. Perhaps the easiest way to think of this is to imagine two surfaces intersecting, and to ask what the largest value of the first function is upon the curve of intersection.