Lagrange Multiplier Approach with Inequality Constraints
In a previous post, we introduced the method of Lagrange multipliers to find local minima or local maxima of a function with equality constraints. The same method can be applied to those with inequality constraints as well.
In this tutorial, you will discover the method of Lagrange multipliers applied to find the local minimum or maximum of a function when inequality constraints are present, optionally together with equality constraints.
After completing this tutorial, you will know
- How to find points of local maximum or minimum of a function with equality constraints
- Method of Lagrange multipliers with equality constraints
Let’s get started.
