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单词 LagrangeMultiplierMethodProofOf
释义

Lagrange multiplier method, proof of


Let g(x,y)=c and f(x,y)=d. Taking the derivativePlanetmathPlanetmath of f and g with respect to t gives:

ft=fxx(t)+fyy(t)=0

and

gt=gxx(t)+gyy(t)=0

By letting r=x(t)i^+y(t)j^, the partial derivativesMathworldPlanetmath can be rewritten as follows:

ft=gradfr;gt=gradgr

This implies that gradf×gradg=0, thus gradf=λgradg. Now this equation can be rewritten as fxi^+fyj^=λ(gxi^+gyj^). Since n, this equation can be separated into two new equations:

fx=λgx;fy=λgy

Using the above equations, a new function, F, can be defined:

F(x,y,λ)=f(x,y)-λg(x,y)

which can be generalized as:

F(x,y,λ)=f(x,y)-i=1mλi[gi(x,y)].

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更新时间:2025/5/4 9:35:56