Lagrange multipliers

E156182

Lagrange multipliers are a mathematical optimization technique used to find the extrema of functions subject to equality constraints.

All labels observed (3)

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Statements (48)

Predicate Object
instanceOf constrained optimization method ⓘ
mathematical technique ⓘ
optimization method ⓘ
appliesTo equality constraints ⓘ
finite-dimensional optimization problems ⓘ
assumes differentiable constraint functions ⓘ
differentiable objective function ⓘ
canFind local maxima ⓘ
local minima ⓘ
saddle points ⓘ
classification first-order necessary condition method ⓘ
component Lagrange multipliers (scalars or vectors) ⓘ
constraint functions ⓘ
objective function ⓘ
condition gradient of objective is linear combination of gradients of constraints ⓘ
coreIdea convert constrained problem into unconstrained problem using auxiliary variables ⓘ
defines Lagrangian function ⓘ
extendedTo functional analysis ⓘ
infinite-dimensional optimization ⓘ
field mathematical optimization ⓘ
multivariable calculus ⓘ
nonlinear programming ⓘ
generalizedBy Karush–Kuhn–Tucker conditions ⓘ
geometricInterpretation level sets of objective tangent to constraint surface at optimum ⓘ
historicalPeriod 18th century ⓘ
introduces Lagrange multiplier variables ⓘ
limitation does not by itself distinguish maxima from minima ⓘ
may find only stationary points, not necessarily global extrema ⓘ
mathematicalFormulation stationary points of the Lagrangian satisfy gradient conditions ⓘ
namedAfter Joseph-Louis Lagrange ⓘ
relatedTo KKT conditions ⓘ
Lagrangian mechanics ⓘ
dual optimization problems ⓘ
method of undetermined coefficients ⓘ
saddle points of the Lagrangian ⓘ
requires regularity conditions on constraints ⓘ
typicalAssumption constraints define a smooth manifold ⓘ
usedFor constrained optimization problems ⓘ
finding extrema of functions with equality constraints ⓘ
maximization under constraints ⓘ
minimization under constraints ⓘ
usedIn control theory ⓘ
economics ⓘ
engineering design ⓘ
machine learning ⓘ
operations research ⓘ
physics ⓘ
variational calculus ⓘ

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Referenced by (7)

Full triples — surface form annotated when it differs from this entity's canonical label.

Joseph-Louis Lagrange → knownFor → Lagrange multipliers ⓘ
Karush–Kuhn–Tucker conditions → relatedTo → Lagrange duality ⓘ
linked to: Lagrange multipliers
Lagrangian function → relatedTo → Lagrange multipliers ⓘ
Ramsey pricing → usesTool → Lagrange multipliers ⓘ
Support Vector Machine → usesConcept → Lagrange multipliers ⓘ
subject linked to: Support Vector Machines
Fritz John conditions → involves → Lagrange multipliers ⓘ
Fritz John conditions → relatedTo → Lagrange multiplier rule ⓘ
linked to: Lagrange multipliers