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单词 LagrangeMultipliersOnBanachSpaces
释义

Lagrange multipliers on Banach spaces


Let U be open in a real Banach spaceMathworldPlanetmath X,and Y be another real Banach space.Let f:U and g:UYbe continuously differentiable functions.

Suppose that a is a minimum or maximum point of fon M={xU:g(x)=0},and the Fréchet derivative Dg(a):XYis surjective. Then there exists a Lagrange multiplierMathworldPlanetmath vectorλY*suchthat

Df(a)=Dg(a)*λ=λDg(a).

(The function Dg(a)*:Y*X* denotesthe pullback or adjointPlanetmathPlanetmath by Dg(a) on the continuous duals,defined by the second equality.)

If X and Y are finite-dimensional, writing out the aboveequation in matrix form shows that λ reallyis the usual Lagrange multiplier vector. The conditionthat Dg(a) is surjective means that Dg(a)must have full rank as a matrix.

References

  • 1 Eberhard Zeidler. Applied functional analysisMathworldPlanetmath: main principles and their applications. Springer-Verlag, 1995.
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