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单词 Lagrange multiplier
释义

Lagrange multiplier

A method of evaluating maxima and minima of a function f, where one or more constraints gi = 0 have to be satisfied. A new function is constructed as

Then the partial derivatives of L with respect to the original variables and each λi are taken, and the stationary points found by solving the set of simultaneous equations obtained by setting each derivative to zero.

For example, to maximize f(x,y) = 3x + 4y subject to g(x,y) = x2 + y2−1=0, we define

and the equations

have solutions (x,y) = (3/5,4/5), a maximum, and (x,y) = (–3/5, –4/5), a minimum.

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更新时间:2025/4/30 3:45:10