 Home

Codex Wiki

Mathematics

Area of mathematics

Mathematical optimization

Lagrange multiplier

For
$$
\phi(b)=\inf\{f(x):g(x)=b\},
$$
suppose the optimizer and multiplier vary smoothly and use $L=f-\lambda(g-b)$. Differentiating the optimum value and using stationarity gives
$$
\phi'(b)=\lambda(b).
$$


Derivative of a constrained value function

Past exam of the mathematics course of the University of Cambridge / 2023 / ib / Paper 2 / 7H / Solution

Derivative of a constrained value function

 Ancestors (5)

 Incoming links (1)

 Discussion (0)

 Articles by others on the same topic (0)

Derivative of a constrained value function

 Ancestors (5)

 Incoming links (1)

 Discussion (0)  Subscribe (1)

 Articles by others on the same topic (0)

 Discussion (0)