Explore BrainMass

Constrained Minimization using Lagrange Multipliers

Please see attached PDF file; I'm trying to derive a couple of results involving Lagrange multipliers and a linear algebra equivalence.

This makes use of the extension to Lagrange multipliers whereby the constraint is an inequality (see, e.g., section 5.1 of ).


Solution Summary

Constrained Mmnimization using Lagrange multipliers is investigated. The solution is detailed and well presented. The response received a rating of "5/5" from the student who originally posted the question.