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拉格朗日乘子法 | Zane Blog

 4 years ago
source link: http://luojinping.com/2018/03/04/%E6%8B%89%E6%A0%BC%E6%9C%97%E6%97%A5%E4%B9%98%E5%AD%90%E6%B3%95/?
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1. 拉格朗日乘子法1.1 定义在数学中的最优化问题中,拉格朗日乘数法(以数学家约瑟夫·拉格朗日命名)是一种寻找多元函数在其变量受到一个或多个条件的约束时的极值的方法。这种方法可以将一个有n个变量与k个约束条件的最优化问题转换为一个解有n + k个变量的方程组的解的问题。这种方法中引入了一个或一

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