Lagrange multipliers on Banach spaces
Let be open in a real Banach space ,and be another real Banach space.Let and be continuously differentiable functions.
Suppose that is a minimum or maximum point of on ,and the Fréchet derivative is surjective. Then there exists a Lagrange multiplier vectorsuchthat
(The function denotesthe pullback or adjoint by on the continuous duals,defined by the second equality.)
If and are finite-dimensional, writing out the aboveequation in matrix form shows that reallyis the usual Lagrange multiplier vector. The conditionthat is surjective means that must have full rank as a matrix.
References
- 1 Eberhard Zeidler. Applied functional analysis
: main principles and their applications. Springer-Verlag, 1995.