Lagrange multipliers

E156182

Lagrange multipliers are a mathematical optimization technique used to find the extrema of functions subject to equality constraints.

All labels observed (2)

Label Occurrences
Lagrange multipliers canonical 3
Lagrange duality 1

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Statements (48)

Predicate Object
instanceOf constrained optimization method
mathematical technique
optimization method
appliesTo equality constraints
finite-dimensional optimization problems
assumes differentiable constraint functions
differentiable objective function
canFind local maxima
local minima
saddle points
classification first-order necessary condition method
component Lagrange multipliers (scalars or vectors)
constraint functions
objective function
condition gradient of objective is linear combination of gradients of constraints
coreIdea convert constrained problem into unconstrained problem using auxiliary variables
defines Lagrangian function
extendedTo functional analysis
infinite-dimensional optimization
field mathematical optimization
multivariable calculus
nonlinear programming
generalizedBy Karush–Kuhn–Tucker conditions
geometricInterpretation level sets of objective tangent to constraint surface at optimum
historicalPeriod 18th century
introduces Lagrange multiplier variables
limitation does not by itself distinguish maxima from minima
may find only stationary points, not necessarily global extrema
mathematicalFormulation stationary points of the Lagrangian satisfy gradient conditions
namedAfter Joseph-Louis Lagrange
relatedTo KKT conditions
Lagrangian mechanics
dual optimization problems
method of undetermined coefficients
saddle points of the Lagrangian
requires regularity conditions on constraints
typicalAssumption constraints define a smooth manifold
usedFor constrained optimization problems
finding extrema of functions with equality constraints
maximization under constraints
minimization under constraints
usedIn control theory
economics
engineering design
machine learning
operations research
physics
variational calculus

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Referenced by (4)

Full triples — surface form annotated when it differs from this entity's canonical label.

Joseph-Louis Lagrange knownFor Lagrange multipliers
Karush–Kuhn–Tucker conditions relatedTo Lagrange multipliers
this entity surface form: Lagrange duality
Lagrangian function relatedTo Lagrange multipliers
Ramsey pricing usesTool Lagrange multipliers