Category: Mathematics
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The method of Lagrange Multiplier ! Optimize multivariate functions.
Yesterday I learned the beautiful method of Lagrange Multiplier, to find the minima or maxima of multivariate functions. eg If I ask you what’s the minimum value of a function, f(x,y) = xy, subject to the constraint 5x-y = 4, the answer would be -4/5. The method is this. Ensure that first-partials of function f(x,y)…