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Latest revision as of 10:19, 7 April 2008
In mathematical optimization problems, the method of Lagrange multipliers, named after Joseph Louis Lagrange, is a method for finding the extrema of a function of several variables subject to one or more constraints; it is the basic tool in nonlinear constrained optimization. Simply put, the technique is able to determine where on a particular set of points (such as a circle, sphere, or plane) a particular function is the smallest (or largest).
