Mathematical Methods for Physicists: A concise introduction - Site Map

LAGRANGE MULTIPLIER
Sometimes we wish to ®nd the relative maxima or minima of f …x; y† ˆ0 subject to
some constraint condition …x; y† ˆ0. To do this we ®rst form the function
g…x; y† ˆf …x; y†‡f …x; y† and then set
@g=@x ˆ 0; @g=@y ˆ 0:
The constant is called a Lagrange multiplier and the method is known as the
method of undetermined multipliers.
537