LAGRANGE MULTIPLIERS

LAGRANGE MULTIPLIERS

1. Gradient of a function:

   • Is a vector whose projections on the coordinate axes
     • are the corresponding partial derivatives of said function

2. Restriction: g(Xo,Yo)=c

   • find the extreme values of f(x,y)
     • subject to the constraint g(Xo,Yo)=c

3. Lagrange multiplier

   • It is a procedure
     • to find
       • maximum values
         • of functions of multiple variables subject to restrictions
       • minimum values

4. Solution of system of non-linear equations

   • Is a method to solve non-linear programming problems
     • problems in which both the objective function and the constraint functions
       • are non-linear

5. Vector equality:

   • The equality-type constraints
     • do not set boundaries to the set of feasible solutions of the program
       • but reduce the dimensions
         • of the space where the program is defined.