chengzifa
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基本的拉格朗日乘子法(又称为拉格朗日乘数法)，就是求函数f(x1,x2,...)在g(x1,x2,...)=0的约束条件下的极值的方法。其主要思想是引入一个新的参数λ（即拉格朗日乘子），将约束条件函数与原函数联系到一起，使能配成与变量数量相等的等式方程，从而求出得到原函数极值的各个变量的解。 (Basic Lagrange multipliers (also known as Lagrange multiplier method), is of a function f (x1, x2 ,...) in g (x1, x2 ,...)= 0 constraints under the conditions of extreme value methods. The main idea is to introduce a new parameter λ (the Lagrange multiplier), the constraint function is linked together with the original function, so variables can be paired with an equal number of equations equation, thus obtained by the original function extreme solution of the various variables.)
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