What is Lagrange's Method of Undetermined Multipliers?
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Mathematics
・Exponential function

 ・Arctan, tanh

 ・Matrix multiplication

 ・Transposed matrix

 ・Fourier transform

 ・Fast Fourier Transform

 ・Matrix derivative

 ・Manhattan/Euclidean distance

 ・Centroid

 ・Vertical bar

 ・Gaussian integral

 ・Cosine similarity

 ・summation Σ, product Π

 ・Decibel[dB]

 ・Numerical Differention

 ・Induction,deduction,abduction

 ・Spline curve

 ・Lagrange's Method of Undetermined Multipliers

 ・Purpose of the matrix

 ・Proof by contradiction

 ・Vector field

Release date:2024/4/28　　　　　　　　　

・In English
Prerequisite knowledge
・Partial differentiation

■What is Lagrange's Method of Undetermined Multipliers?

The Lagrange's method of undetermined multipliers is a method for solving "conditional extreme value problems" that calculate the maximum/minimum value of a function under constraint conditions. As below. (Reference: Partial differentiation)



■Specific example of using Lagrange's method of undetermined multipliers



■Solving Lagrange's method of undetermined multipliers using Excel

Using Excel's solver function, you can easily solve even complex formulas.Select solver in the data tab.

　

The answer is below.



■Example of using Lagrange's method of undetermined multipliers

One example of the use of Lagrange's undetermined multiplier method is principal component analysis.









List of related articles

TOP MENU

Mathematics
・Exponential function

 ・Arctan, tanh

 ・Matrix multiplication

 ・Transposed matrix

 ・Fourier transform

 ・Fast Fourier Transform

 ・Matrix derivative

 ・Manhattan/Euclidean distance

 ・Centroid

 ・Vertical bar

 ・Gaussian integral

 ・Cosine similarity

 ・summation Σ, product Π

 ・Decibel[dB]

 ・Numerical Differention

 ・Induction,deduction,abduction

 ・Spline curve

 ・Lagrange's Method of Undetermined Multipliers

 ・Purpose of the matrix

 ・Proof by contradiction

 ・Vector field